4 ms·

Presumably using your method takes longer/requires more samples than a method that only checks once?

• srean 8y ago
  I haven't looked at the KDD paper, but in general it is the other way round. With sequential hypothesis testing expect to need less data on average.
  • computerphage 8y ago
    That's highly counter-intuitive to me. Can you try to motivate why that's the case? My intuition is that you could use any sequential (which I translated to online) technique could be used in a non-sequential context. By that reasoning, there's no way a sequential technique could do better, at best it could be the same.
    • srean 8y ago
      This is 1940s stuff. Checkout Wald. Short answer: in sequential testing you can ask at intermediate stages whether a satisfactory confidence has been reached. If yes you are done and if not you can continue. On average you will hit a 'yes' sooner. For non sequential you cannot do this if you care about correctness (). So the sample size needs to be pessimistic for non-sequential protocols and then you are bound to that commitment. () If your method ensures correctness even after inspection at intermediate stages then its a sequential method by definition. There is some confusion in literature about Bayesian and sequential. They are orthogonal concepts. Both Bayesian and Frequentist test of hypothesis can be sequential
      • computerphage 8y ago
        Ah! I get it. Thank you!