Decision-making algorithms for learning and adaptation with application to COVID-19 data

This work focuses on the development of a new family of decision-making algorithms for adaptation and learning, which are specifically tailored to decision problems and are constructed by building up on first principles from decision theory. A key observation is that estimation and decision problems are structurally different and, therefore, algorithms that have proven successful for the former need not perform well when adjusted for the latter. Exploiting classical tools from quickest detection, we propose a tailored version of Page’s test, referred to as BLLR (barrier log-likelihood ratio) test, and demonstrate its applicability to real-data from the COVID-19 pandemic in Italy. The results illustrate the ability of the design tool to track the different phases of the outbreak.