2 papers
math.ST2026
Exchangeable Testing Against an Unknown Benchmark
Alexander Gnedin
We generate infinite binary exchangeable sequences by sequential comparison of data points against a latent benchmark. Assuming a prior distribution of the benchmark rank \(R_0\) w…
math.PR2026
The Memoryless Best-Choice Problem
Alexander Gnedin, Marcos C. S. Carreira
A random sequence sampled from a known continuous distribution is observed with the objective to choose an item with the overall rank one. A rejected item cannot be recalled and is…