Questions tagged [optimal-stopping]
The optimal-stopping tag has no usage guidance.
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Gambler ruin's: Probability of k consecutive win before j consecutive loss
Assume that a stock has a probability of $p$ to win, a probability of $q$ to lose, and a probability of $(1-p-q)$ to remain every day. What is the probability of $k$ consecutive wins occur before $j$ ...
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Sequential analysis - adjusting effect size
I am aware that sequential testing is risky, but it makes sense for me to do it anyway. So, I would like to read up, to do it properly.
My idea (which is probably not new):
In my reality, the true ...
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Finding the optimal stopping time to place a bet in an urn problem
This question is a spin on the question Basic probability question but struggling (brain teaser with friend) but with some additional rules and considerations that make it more complex. The ...
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Average time in which a product random variable becomes zero
Im looking for the optimal time in which a process should be cancelled before it results on financial losses.
Say M_n=X_n*Y_n-c(n) for for n =1 to 12 which is the number of hours the process gets ...
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Stopping time with alternating sign random variables
I find myself trying to solve a peculiar stopping time problem. Let $\{X_i\}$ be set of continuous random variables of a stochastic process, each with finite mean value $\mu$ and standard deviation $\...
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Paper that proposes an algorithm for a optimal stoping rule based on an empirical distribution
Can you suggest me a paper that proposes an optimal stoping rule based on an empirical distribution?
I am looking for some like this:
I observe a random variable $x$ for a given time (this is usually ...
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When to stop episode during reinforcement learning
I have a reinforcement learning environment where the agent has to reach a certain target position by moving its limbs. At the moment, I stop each episode after 2000 simulation steps. During the first ...
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When to stop enumerating a fixed set of unknown cardinality via random sampling?
DNS resolution can sometimes return one of multiple IP addresses, for load balancing. I would like to enumerate a list of IPs for a service so I can whitelist traffic to a domain without performing an ...
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Early stopping in wilcoxon signed rank test?
I have decided to acquire N joint samples of variables X and Y (for example, N=200), and test whether their means are different using the signed-rank test. I will repeat this procedure many times, ...
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When is EarlyStopping really neccessary?
I have trained a CNN with EarlyStopping and I wonder if I should not use EarlyStopping and waste 20% of Trainingsdata for Validation, because it looks like as that the validation loss doesn't increase ...
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Tensorboard: Why does validation loss get evaluated after training loss stops?
When I monitor my model through Tensorboard, I notice that Tensorboard stops plotting the training loss but not the validation loss. Since the early stopping module, as I set it up below, is ...
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grid search with early stopping - influence of validation data to grid search results?
I would like to combine grid search with early stopping by passing a separate validation data set (used for early stopping) to grid search.
However, I wonder when I use during the entire grid search ...
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State the overall alpha after interium analyses
Suppose a trial investigator wants to analyse the primary outcome (morning peak flow at 6 months) after the trial has been running for 1 year, 18 months and 2 years using alpha=0.05 each time, and ...
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Expectation Maximization (EM) stopping criterion
In several EM description (e.g., Theory and Use of the EM Algorithm By Maya R. Gupta and Yihua Chen) I read that two tipical stopping criterions for EM are defined on the difference between log-...
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