Sequential Hypothesis Testing under Stochastic Deadlines

Sushant Vijayan
Friday, 28 Jan 2022, 17:15 to 18:15
Via Zoom
Paper by: Peter Frazier and Angela Yu (NIPS 2007).
The paper presents a generalisation to the classic Wald-Wolfowitz result in the sequential hypothesis setting. They modify the problem to incorporate stochastic deadlines and incorporate a more general loss function. The paper solves the problem using dynamic programming techniques under a bayesian setting. I intend to talk a little bit about the Wald-Wolfowitz solution and then discuss the paper.

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