Ομιλία του κου. Georgio Fellouris (Statistics, U. Illinois, https://stat.illinois.edu/directory/profile/fellouri ), στο Σεμινάριο του Τομέα Μαθηματικών της ΣΕΜΦΕ, την Παρασκευή 21 Δεκεμβρίου στις 13:35, στην Αίθουσα Σεμιναρίων του τομέα Μαθηματικών (2ος όροφος, κτίριο Ε).
Τίτλος : “Sequential Multiple Testing with Generalized ErrorControl”
Περίληψη : “The multiple testing problem is considered, undertwo different error metrics, when the data for the various hypotheses arecollected sequentially in independent streams. In the first one, wecontrol the probability of at least k mistakes of any kind. Inthe second, we control the probabilities of at least k1 falsepositives and at least k2 false negatives. For each formulation, we characterizethe optimal expected sample size to a first-order asymptotic approximationas the error probabilities vanish. More importantly, foreach formulation we propose a novel sequential multipletesting procedure that achieves the optimal asymptotic performanceunder every possible signal configuration. These results areestablished under weak distributional assumptions which hold beyond thecase of i.i.d. observations in each stream. ”