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Sequential One-Sided Hypothesis Testing of Markov Chains

stat.AP · 2025-01-22 · conditional · novelty 6.0

A one-sided sequential test for a known Markov chain against any unknown alternative achieves SPRT-level expected stopping times when the estimator has logarithmic regret.

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  • Sequential One-Sided Hypothesis Testing of Markov Chains stat.AP · 2025-01-22 · conditional · none · ref 2

    A one-sided sequential test for a known Markov chain against any unknown alternative achieves SPRT-level expected stopping times when the estimator has logarithmic regret.