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Data Science Decisions in Time

Sequential Hypothesis Testing

Thomas Woolf

This is part of our specialization on Making Decision in Time. For this second course we start with a landmark paper from Chernoff and build new insights into the ideas that his paper sparked. The ending point should bring new code and new algorithm insights into perspective, and use, by many computer and data scientists.

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What's inside

Syllabus

Chernoff and Active Hypothesis Testing
We extend Wald's ideas for sequential hypothesis testing to a new -- and closely related -- problem. In this second course we evaluate how best to choose from a set of hypothesis for sequentially arriving data. This has many modern applications, for example how best to set a price for a new product, what is the best therapy for a patient, how to determine the rare events in a stream of visual images and many many more. We begin by examining a type of visual search for the 'odd one out' and then build from that first week.
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Hierarchical Searching for Alternative Hypothesis
Searching within an ordered hierarchical setting can improve the search. But, it is not immediately obvious how to setup the data structure to support this type of search. In this part of the course we explore how to define a biased walk, based on information, to quickly find an 'odd one out'. From this concept of walking along a tree structure, we then move into thinking about how to best setup that tree structure.
Large Hypothesis and/or Action Spaces
Many real-world applications have extremely large action and/or hypothesis spaces. For the application of Chernoff's ideas there has to be a way to apply the algorithms quickly at scale. In this set of material we examine how approximations may work and how Chernoff's ideas have been extended to different types of problems.
Sequential Hypothesis for Biology and Medicine
The ideas that we have been exploring can also be applied to data slices collected at disparate windows in time, can be applied to improving MRI scans and can be applied to molecular protein design. These applications all share the concept of using sequential hypothesis testing to improve understanding. In addition, all three of these ideas are under active code development.
Putting it together: testing on visual images
In our fifth week we explore how to move beyond the 'odd one out' and into multiple hypothesis testing for streams of data. This could be for setting a dosage level on a medication or on how to identify objects in a set of images.
Untitled Module

Good to know

Know what's good
, what to watch for
, and possible dealbreakers
Teaches methods to approach and assess 'odd one out' scenarios relevant to image datasets
Offers a perspective on probability theory and hypothesis testing developed by Herman Chernoff
Provides practical applications in the medical and biological fields and highlights ongoing code development
Offers a mix of lectures, readings, and exercises for a balanced learning experience
May be challenging for individuals without a foundational understanding of statistics and probability

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Activities

Be better prepared before your course. Deepen your understanding during and after it. Supplement your coursework and achieve mastery of the topics covered in Data Science Decisions in Time:Sequential Hypothesis Testing with these activities:
Review Chernoff's Paper
Read and understand Chernoff's paper to gain a deeper understanding of the course's foundation.
Show steps
  • Download the paper and read it thoroughly
  • Take notes on key concepts and ideas
  • Summarize the main points of the paper
  • Identify areas where you need further clarification
Statistical Methods for Data Analysis
Read a book to supplement your understanding of statistical methods and their application in data analysis.
Show steps
  • Read the book and take notes
  • Identify relevant sections for your course
  • Summarize key concepts
Sequential Hypothesis Testing Exercises
Apply Chernoff's ideas to practical problems, improving your understanding and problem-solving skills.
Show steps
  • Solve a variety of sequential hypothesis testing problems
  • Use different approaches and techniques
  • Compare your results with others
  • Seek help from the instructor or classmates if needed
Four other activities
Expand to see all activities and additional details
Show all seven activities
Tutorials on Hierarchical Searching
Enhance your understanding of hierarchical searching techniques, which are essential for efficient hypothesis evaluation.
Show steps
  • Find online tutorials or videos on hierarchical searching
  • Follow the tutorials and practice the algorithms
  • Use the algorithms to solve real-world problems
Infographic on Chernoff's Ideas
Create a visually appealing infographic summarizing Chernoff's ideas and their applications.
Show steps
  • Gather key concepts and ideas from the course
  • Design a layout and visual elements
  • Incorporate data and examples
  • Share your infographic with others
Workshop on Large Hypothesis Spaces
Attend a workshop to learn advanced techniques for handling large and complex hypothesis spaces.
Show steps
  • Identify a relevant workshop
  • Attend the workshop and take notes
  • Apply the techniques learned to your own research
Data Science Hackathon on Image Analysis
Participate in a hackathon to test your skills in applying Chernoff's ideas to image analysis problems.
Browse courses on Image Analysis
Show steps
  • Find a suitable hackathon
  • Form a team or work on your own
  • Develop a solution using Chernoff's ideas
  • Present your solution to judges

Career center

Learners who complete Data Science Decisions in Time:Sequential Hypothesis Testing will develop knowledge and skills that may be useful to these careers:

Reading list

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