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The Importance of Sequential Testing

19 pointsby MidsizeBlowfishover 11 years ago

2 comments

noelwelshover 11 years ago
[I&#x27;m assuming the author posted this. MidsizeBlowfish has no profile information.]<p>Good stuff, and just one of the many reasons that most A&#x2F;B testing practice is flawed. I haven&#x27;t seen the SPRT used much in practice. I&#x27;m not sure why. A quick Googling indicates non-parametric sequential tests have been developed. What about the case with more than two alternatives?<p>My field is bandit algorithms, which are a generalisation of hypothesis tests. Here there are algorithms like Empirical Bernstein Stopping (<a href="http://icml2008.cs.helsinki.fi/papers/523.pdf" rel="nofollow">http:&#x2F;&#x2F;icml2008.cs.helsinki.fi&#x2F;papers&#x2F;523.pdf</a>) which achieve the same early stopping from a different approach. If this is of interest sign up to the course I&#x27;m running (<a href="http://noelwelsh.com/data/2013/08/16/free-bandit-course-draft-outline/" rel="nofollow">http:&#x2F;&#x2F;noelwelsh.com&#x2F;data&#x2F;2013&#x2F;08&#x2F;16&#x2F;free-bandit-course-draf...</a>) -- I plan to cover this algorithm soon.<p>BTW, you have a very formal writing style. I think if you&#x27;re trying for a more general audience you should loosen up a bit. This ain&#x27;t a journal paper. :-)
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nitrogenover 11 years ago
A heads up to the author: with narrower browser window sizes (e.g. less than ~1024px), the left side menu overlaps the text.
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