Steven Campbell

Columbia University

3022 Broadway

New York, NY 10027

United States

SCHOLARLY PAPERS

1

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40

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0

Scholarly Papers (1)

1.

A Bayesian Sequential Soft Classification Problem for a Brownian Motion's Drift

Number of pages: 16 Posted: 23 Jan 2025
Steven Campbell and Yuchong Zhang
Columbia University and University of Toronto - Department of Statistics
Downloads 40 (951,105)

Abstract:

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soft-classification, sequential testing, optimal stopping, filtering, free-boundary problems