Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Wald-Kernel: Learning to Aggregate Information for Sequential Inference   Sequential hypothesis testing is a desirable decision making strategy in any
time sensitive scenario. Compared with fixed sample-size testing, sequential
testing is capable of achieving identical probability of error requirements
using less samples in average. For a binary detection problem, it is well known
that for known density functions accumulating the likelihood ratio statistics
is time optimal under a fixed error rate constraint. This paper considers the
problem of learning a binary sequential detector from training samples when
density functions are unavailable. We formulate the problem as a constrained
likelihood ratio estimation which can be solved efficiently through convex
optimization by imposing Reproducing Kernel Hilbert Space (RKHS) structure on
the log-likelihood ratio function. In addition, we provide a computationally
efficient approximated solution for large scale data set. The proposed
algorithm, namely Wald-Kernel, is tested on a synthetic data set and two real
world data sets, together with previous approaches for likelihood ratio
estimation. Our empirical results show that the classifier trained through the
proposed technique achieves smaller average sampling cost than previous
approaches proposed in the literature for the same error rate.

13
The categories of this paper are: quant-ph
28
The categories of this paper are: alg-geom
21
The categories of this paper are: adap-org
19
The categories of this paper are: eess
32
The categories of this paper are: atom-ph
36
The categories of this paper are: cmp-lg
14
The categories of this paper are: math-ph
7
The categories of this paper are: hep-th
22
The categories of this paper are: chao-dyn
37
The categories of this paper are: supr-con
3
The categories of this paper are: physics
23
The categories of this paper are: solv-int
25
The categories of this paper are: patt-sol
33
The categories of this paper are: plasm-ph
26
The categories of this paper are: bayes-an
31
The categories of this paper are: ao-sci