Consider the online testing of a stream of hypotheses where a real--time decision must be made before the next data point arrives. The error rate is required to be controlled at {all} decision points. Conventional \emph{simultaneous testing rules} are no longer applicable due to the more stringent error constraints and absence of future data. Moreover, the online decision--making process may come to a halt when the total error budget, or alpha--wealth, is exhausted. This work develops a new class of structure--adaptive sequential testing (SAST) rules for online false discover rate (FDR) control. A key element in our proposal is a new alpha--investment algorithm that precisely characterizes the gains and losses in sequential decision making. SAST captures time varying structures of the data stream, learns the optimal threshold adaptively in an ongoing manner and optimizes the alpha-wealth allocation across different time periods. We present theory and numerical results to show that the proposed method is valid for online FDR control and achieves substantial power gain over existing online testing rules.
The point spread function reflects the state of an optical telescope and it is important for data post-processing methods design. For wide field small aperture telescopes, the point spread function is hard to model, because it is affected by many different effects and has strong temporal and spatial variations. In this paper, we propose to use the denoising autoencoder, a type of deep neural network, to model the point spread function of wide field small aperture telescopes. The denoising autoencoder is a pure data based point spread function modelling method, which uses calibration data from real observations or numerical simulated results as point spread function templates. According to real observation conditions, different levels of random noise or aberrations are added to point spread function templates, making them as realizations of the point spread function, i.e., simulated star images. Then we train the denoising autoencoder with realizations and templates of the point spread function. After training, the denoising autoencoder learns the manifold space of the point spread function and can map any star images obtained by wide field small aperture telescopes directly to its point spread function, which could be used to design data post-processing or optical system alignment methods.