Category
page 1Sequential methods
secretary problem
mathematical problem
Bayesian optimization
optimization technique for undifferentiable, black-box functions
multi-armed bandit
reinforcement learning problem exemplifying the exploration–exploitation tradeoff
sequential analysis
statistical analysis where the sample size is not fixed in advance
CUSUM
In statistical quality control, the CUSUM (or cumulative sum control chart) is a sequential analysis technique developed by E. S. Page of the University of Cambridge. It is typically used for monitoring change detection.
CUSUM was announced in Biometrika, in 1954, a few years after the publication of Wald's sequential probability ratio test (SPRT).
optimal stopping
class of mathematical problems concerned with choosing an optimal time to take a particular action