Mathematical psychology | Statistical tests | Sequential methods
The sequential probability ratio test (SPRT) is a specific sequential hypothesis test, developed by Abraham Wald and later proven to be optimal by Wald and Jacob Wolfowitz. Neyman and Pearson's 1933 result inspired Wald to reformulate it as a sequential analysis problem. The Neyman-Pearson lemma, by contrast, offers a rule of thumb for when all the data is collected (and its likelihood ratio known). While originally developed for use in quality control studies in the realm of manufacturing, SPRT has been formulated for use in the computerized testing of human examinees as a termination criterion. (Wikipedia).
The Generalized Likelihood Ratio Test
http://AllSignalProcessing.com for more great signal processing content, including concept/screenshot files, quizzes, MATLAB and data files. There is no universally optimal test strategy for composite hypotheses (unknown parameters in the pdfs). The generalized likelihood ratio test (GLRT
From playlist Estimation and Detection Theory
The Pre-Ratio Test. In this video, I prove an important result about sequences called the pre-ratio test which is used in calculus. This will be valuable when we will study series. It says that, the root test is strictly better than the ratio test in the following sense: if the ratio test
From playlist Sequences
http://AllSignalProcessing.com for more great signal-processing content: ad-free videos, concept/screenshot files, quizzes, MATLAB and data files. The likelihood ratio test maximizes the probability of correctly deciding hypothesis H_1 is true for any given probability of deciding H_0 is
From playlist Estimation and Detection Theory
Infinite Series: The Ratio Test II
This video provides an example of how to determine if an infinite series converges or diverges using the ratio test. Site: http://mathispower4u.com Blog: http://mathispower4u.com
From playlist Infinite Series
A common way to test for convergence of an infinite series is the ratio test. This video demonstrates how to apply this test to a few particular series. Presented by Peter Brown from the UNSW School of Mathematics and Statistics. This is chapter 4 Problem 27 from the MATH1231/1241 Calculu
From playlist Mathematics 1B (Calculus)
Aaditya Ramdas: Universal inference using the split likelihood ratio test
CIRM VIRTUAL EVENT Recorded during the meeting "Mathematical Methods of Modern Statistics 2" the June 05, 2020 by the Centre International de Rencontres Mathématiques (Marseille, France) Filmmaker: Guillaume Hennenfent Find this video and other talks given by worldwide mathematicians
From playlist Virtual Conference
Statistics: Ch 2 Graphical Representation of Data (36 of 62) Test for Normality: Ex 2
Visit http://ilectureonline.com for more math and science lectures! We will learn a test to determine whether a data set has a normal distribution using a frequency distribution graph and probability paper (graph). Example 2 To donate: http://www.ilectureonline.com/donate https://www.pat
From playlist STATISTICS CH 2 GRAPHICAL REPRESENTATION OF DATA
Sequential Testing with Information Criteria, Ladislas Nalborczyk - Bayes@Lund 2018
Find more info about Bayes@Lund, including slides, here: https://bayesat.github.io/lund2018/bayes_at_lund_2018.html
From playlist Bayes@Lund 2018
Using the Ratio Test to Determine if a Series Converges #3 (Factorials)
Thanks to all of you who support me on Patreon. You da real mvps! $1 per month helps!! :) https://www.patreon.com/patrickjmt !! Using the Ratio Test to Determine if a Series Converges #3 - Another example using the ratio test of a series that has factorials. For more free math videos, v
From playlist Sequence and Series Video Tutorial
"Diffusion Approximation and Sequential Experimentation" by Victor Araman
We consider a Bayesian sequential experimentation problem. We identify environments in which the average number of experiments that is conducted per unit of time is large and the informativeness of each individual experiment is low. Under such regimes, we derive a diffusion approximation f
From playlist Thematic Program on Stochastic Modeling: A Focus on Pricing & Revenue Management
Principles of Evolution, Ecology and Behavior (EEB 122) Sex allocation is an organism's decision on how much of its reproductive investment should be distributed to male and female functions and/or offspring. Under most conditions, the optimal ratio is 50:50, but that can change under c
From playlist Evolution, Ecology and Behavior with Stephen C. Stearns
22. Random Walks and Thresholds
MIT 6.262 Discrete Stochastic Processes, Spring 2011 View the complete course: http://ocw.mit.edu/6-262S11 Instructor: Robert Gallager License: Creative Commons BY-NC-SA More information at http://ocw.mit.edu/terms More courses at http://ocw.mit.edu
From playlist MIT 6.262 Discrete Stochastic Processes, Spring 2011
This video explains how to apply the ratio test to determine if an infinite series converges or diverges. http://mathispower4u.yolasite.com/
From playlist Infinite Sequences and Series
EfficientNet from scratch in Pytorch
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From playlist PyTorch Tutorials
C70 The ratio test for power series
A quick reminder of the ratio test for power series convergence.
From playlist Differential Equations
Factorization-based Sparse Solvers and Preconditions, Lecture 4
Xiaoye Sherry Li's (from Lawrence Berkeley National Laboratory) lecture number four on Factorization-based sparse solves and preconditioners
From playlist Gene Golub SIAM Summer School Videos
NIPS 2011 Big Learning - Algorithms, Systems, & Tools Workshop: Fast Cross-Validation...
Big Learning Workshop: Algorithms, Systems, and Tools for Learning at Scale at NIPS 2011 Invited Talk: Fast Cross-Validation via Sequential Analysis by Tammo Kruger Abstract: With the increasing size of today's data sets, finding the right parameter configuration via cross-validatio
From playlist NIPS 2011 Big Learning: Algorithms, System & Tools Workshop
Richard J. Samworth: High-dimensional, multiscale onlinechangepoint detection
CIRM VIRTUAL EVENT Recorded during the meeting "Mathematical Methods of Modern Statistics 2" the June 05, 2020 by the Centre International de Rencontres Mathématiques (Marseille, France) Filmmaker: Guillaume Hennenfent Find this video and other talks given by worldwide mathematicians
From playlist Virtual Conference
Proximal Policy Optimization (PPO) is Easy With PyTorch | Full PPO Tutorial
Proximal Policy Optimization is an advanced actor critic algorithm designed to improve performance by constraining updates to our actor network. It's relatively straight forward to implement in code, and in this full tutorial you're going to get a mini lecture covering the essential concep
From playlist Deep Reinforcement Learning Tutorials - All Videos
Statistics: Ch 4 Probability in Statistics (20 of 74) Definition of Probability
Visit http://ilectureonline.com for more math and science lectures! To donate: http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 We will learn the “strict” definition of experimental (empirical) and theoretical probability. Next video in this series can be seen
From playlist STATISTICS CH 4 STATISTICS IN PROBABILITY