SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO

Venerdì 20/06/2025, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario:

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12.00-13.00

Speaker: Steven CAMPBELL (COLUMBIA UNIVERSITY)

Title: A Tractable Triple Problem in Sequential Inference: Filtering, Control, and Stopping

Abstract: We study a Bayesian sequential inference problem for the drift of a Brownian motion in which the observer not only chooses their stopping and decision rules, but also controls the rate at which information is acquired. This extension introduces a cost for information acquisition, transforming the classical formulation of Shiryaev (1967) into a joint problem of filtering, control, and optimal stopping. Problems of this kind arise in adaptive experimental design and real-time inference across domains such as healthcare, finance, and engineering, where information is costly and decision-making must be timely. Our framework accommodates a host of classification losses and general running costs on the control process. Despite the added complexity, the problem admits a remarkably simple and semi-explicit solution that exhibits structural parallels with the classical setting. This work highlights a rare instance in which a triple problem—combining inference, control, and stopping—remains analytically tractable. Based on joint work with Georgy Gaitsgori and Richard Groenewald.

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Sarà possibile seguire il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare una email entro *mercoledì 18/06/2025* a matteo.giordano@unito.it

Il webinar è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto.

Cordiali saluti,