Maximin sequential chains

Maximin Correlation

This paper is concerned with the problem of finding a vector from a given set in a Euclidean space that maximizes the worst-case correlation with vectors in this set, where ‘worst’ means smallest. This problem, called the maximin correlation problem (MCP), comes up in several disciplines including pattern classification, portfolio selection, statistics, and signal processing. With a general inf...

On Sequential Discrimination Between Close Markov Chains

The appropriateness of the Wald-type logarithmic asymptotics for the mean length of sequential discrimination strategies between close alternatives has been already challenged in the well-known controversy over comparative performances of the asymptotically optimal Chernoff’s discrimination strategies and ad hoc heuristic rules of Box and Hill in the seventies. We continue this discussion by sh...

Mass determination in sequential particle decay chains ∗

A simple method is proposed for determining the masses of new particles in collider events containing a pair of decay chains (not necessarily identical) of the form Z → Y + 1, Y → X + 2, X → N + 3, where 1,2 and 3 are visible but N is not. Initial study of a possible supersymmetric case suggests that the method can determine the four unknown masses in effectively identical chains with good accu...

Maximin Separation Probability Clustering

This paper proposes a new approach for discriminative clustering. The intuition is, for a good clustering, one should be able to learn a classifier from the clustering labels with high generalization accuracy. Thus we define a novel metric to evaluate the quality of a clustering labeling, named Minimum Separation Probability (MSP), which is a lower bound of the generalization accuracy of a clas...

Über stochastische Maximin-Fixpunktgleichungen