7 citations · 7 across the 2 of their papers we have counts for
2 papers
math.ST2021
Bayesian sequential composite hypothesis testing in discrete time
Erik Ekström, Yuqiong Wang
We study the sequential testing problem of two alternative hypotheses regarding an unknown parameter in an exponential family when observations are costly. In a Bayesian setting, t…
math.PR2020★ 7 cited
Multi-dimensional sequential testing and detection
Erik Ekström, Yuqiong Wang
We study extensions to higher dimensions of the classical Bayesian sequential testing and detection problems for Brownian motion. In the main result we show that, for a large class…