Sequential anytime-valid tests for sparse Gaussian anomalies become possible exactly at the fixed-sample detection time t*=T*rho(beta*), and an adaptive mixture test achieves the same threshold without knowing the anomaly parameters.
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Anytime-Valid Tests for Sparse Anomalies
Sequential anytime-valid tests for sparse Gaussian anomalies become possible exactly at the fixed-sample detection time t*=T*rho(beta*), and an adaptive mixture test achieves the same threshold without knowing the anomaly parameters.