Mixture Martingales Revisited with Applications to Sequential Tests and Confidence Intervals.
Emilie KaufmannWouter M. KoolenPublished in: CoRR (2018)
Keyphrases
- confidence intervals
- stopping rules
- sample size
- hypothesis testing
- markov chain
- stochastic systems
- monte carlo
- limit theorems
- roc curve
- mixture model
- test set
- data sets
- probability theory
- conditional probabilities
- variance reduction
- sufficiently small
- steady state
- loss function
- expectation maximization
- maximum likelihood
- decision trees
- multimedia