Sequential Compound Estimation

Initial compound selection for sequential screening.

Initial leads for drug development often originate from high-throughput screening (HTS), where hundreds of thousands of compounds are tested for biological activity. As the number of both targets for screening and compounds available for screening increase, there is a need to consider methods for making this process more efficient. One approach is to screen sequentially, whereby a relatively sm...

Sequential Estimation of Quantiles

Quantiles are convenient measures of the entire range of values of simulation outputs. However, unlike the mean and standard deviation, the observations have to be stored since calculation of quantiles requires several passes through the data. Thus, quantile estimation(QE) requires a large amount of computer storage and computation time. Several approaches for estimating quantiles in RS(regener...

Sequential nonparametric density estimation

Estimation of Finite Sequential Games

I propose a new estimation method for …nite sequential games that is e¢ cient, computationally attractive, and applicable to a fairly general class of …nite sequential games that is beyond the scope of existing studies. The major challenge is computation of high-dimensional truncated integration whose domain is complicated by strategic interaction. This complication resolves when unobserved o¤-...

Sequential Joint Detection and Estimation ∗

We consider the problem of simultaneous detection and estimation under a sequential framework. In particular, we are interested in sequential tests that distinguish between the null and the alternative hypothesis, and every time the decision is in favor of the alternative they provide an estimate of a random parameter. As we demonstrate with our analysis, treating the two subproblems separately...