IMSE lunchtime seminar: April 16, at noon

We meet in Grainger Libraryroom 329.
Georgios Fellouris, Statistics, will be talking on Adaptive and Scalable Sequential Detection Rules.

Abstract: In this talk, I will discuss the  problem of  signal detection when observations are sequentially acquired from a “large” number of sources  and  the (unknown) subset of sources in which signal is present is “small”.  I will  propose a class of sequential detection rules that are characterized by adaptiveness, in the sense that  they are asymptotically optimal  under any scenario for the subset of affected sources,  and  scalability, in the sense that the  operations required for the computation of the corresponding test statistic at any given time scales linearly with the number of sources.

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