Time-uniform, nonparametric, nonasymptotic confidence sequences

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Time-uniform, nonparametric, nonasymptotic confidence sequences

18 October 2018

Steven R. Howard

Jon D. McAuliffe

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Papers citing "Time-uniform, nonparametric, nonasymptotic confidence sequences"

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Title
Estimating means of bounded random variables by betting Ian Waudby-Smith Aaditya Ramdas 195 163 0 19 Oct 2020
Nonparametric iterated-logarithm extensions of the sequential generalized likelihood ratio test Jaehyeok Shin Aaditya Ramdas Alessandro Rinaldo 25 7 0 16 Oct 2020
Admissible anytime-valid sequential inference must rely on nonnegative martingales Aaditya Ramdas Johannes Ruf Martin Larsson Wouter M. Koolen 94 111 0 07 Sep 2020
False discovery rate control with e-values Ruodu Wang Aaditya Ramdas 124 100 0 06 Sep 2020
Trade-off between validity and efficiency of merging p-values under arbitrary dependence Yuyu Chen Peng Liu K. S. Tan Ruodu Wang 98 15 0 24 Jul 2020
An Empirical Process Approach to the Union Bound: Practical Algorithms for Combinatorial and Linear Bandits Julian Katz-Samuels Lalit P. Jain Zohar Karnin Kevin Jamieson 191 67 0 21 Jun 2020
Distribution-free binary classification: prediction sets, confidence intervals and calibration Chirag Gupta Aleksandr Podkopaev Aaditya Ramdas UQCV 120 83 0 18 Jun 2020
Uncertainty Quantification for Inferring Hawkes Networks Haoyun Wang Liyan Xie Alex Cuozzo Simon Mak Yao Xie 67 17 0 12 Jun 2020
Uncertainty quantification using martingales for misspecified Gaussian processes Willie Neiswanger Aaditya Ramdas UQCV 50 14 0 12 Jun 2020
Confidence sequences for sampling without replacement Ian Waudby-Smith Aaditya Ramdas 79 43 0 08 Jun 2020
E-values: Calibration, combination, and applications V. Vovk Ruodu Wang 110 202 0 12 Dec 2019
Confidence Intervals for Policy Evaluation in Adaptive Experiments Vitor Hadad David A. Hirshberg Ruohan Zhan Stefan Wager Susan Athey 130 147 0 07 Nov 2019
Sequential estimation of quantiles with applications to A/B-testing and best-arm identification Steven R. Howard Aaditya Ramdas 132 60 0 24 Jun 2019
On the bias, risk and consistency of sample means in multi-armed bandits Jaehyeok Shin Aaditya Ramdas Alessandro Rinaldo 95 36 0 02 Feb 2019
Mixture Martingales Revisited with Applications to Sequential Tests and Confidence Intervals E. Kaufmann Wouter M. Koolen 128 123 0 28 Nov 2018