Sequential estimation of quantiles with applications to A/B-testing and best-arm identification

24 June 2019

Papers citing "Sequential estimation of quantiles with applications to A/B-testing and best-arm identification"

36 / 36 papers shown

Title
On the Problem of Best Arm Retention Houshuang Chen Yuchen He Chihao Zhang 79 0 0 16 Apr 2025
Asymptotic Time-Uniform Inference for Parameters in Averaged Stochastic Approximation Chuhan Xie Kaicheng Jin Jiadong Liang Zhihua Zhang 47 0 0 19 Oct 2024
Anytime-Valid Continuous-Time Confidence Processes for Inhomogeneous Poisson Processes Michael Lindon Nathan Kallus 77 0 0 11 Oct 2024
Quantile Learn-Then-Test: Quantile-Based Risk Control for Hyperparameter Optimization Amirmohammad Farzaneh Sangwoo Park Osvaldo Simeone 182 3 0 24 Jul 2024
How Generalizable Is My Behavior Cloning Policy? A Statistical Approach to Trustworthy Performance Evaluation Joseph A. Vincent Haruki Nishimura Masha Itkina Paarth Shah Mac Schwager Thomas Kollar OffRL 87 9 0 08 May 2024
Taming False Positives in Out-of-Distribution Detection with Human Feedback Harit Vishwakarma Heguang Lin Ramya Korlakai Vinayak OODD 70 7 0 25 Apr 2024
Limits of Approximating the Median Treatment Effect Raghavendra Addanki Siddharth Bhandari 75 0 0 15 Mar 2024
Sequential inductive prediction intervals B. Avelin 24 0 0 08 Dec 2023
An Experimental Design for Anytime-Valid Causal Inference on Multi-Armed Bandits Biyonka Liang Iavor Bojinov 75 5 0 09 Nov 2023
Anytime-valid t-tests and confidence sequences for Gaussian means with unknown variance Hongjian Wang Aaditya Ramdas 79 3 0 05 Oct 2023
Guarantees on Robot System Performance Using Stochastic Simulation Rollouts Joseph A. Vincent Aaron O. Feldman Mac Schwager 91 6 0 19 Sep 2023
Distribution-Free Model-Agnostic Regression Calibration via Nonparametric Methods Shang Liu Zhongze Cai Xiaocheng Li 36 4 0 20 May 2023
Risk-limiting Financial Audits via Weighted Sampling without Replacement S. Shekhar Ziyu Xu Zachary Chase Lipton Pierre Jinghong Liang Aaditya Ramdas 63 4 0 08 May 2023
Time-uniform confidence bands for the CDF under nonstationarity Paul Mineiro Steven R. Howard 72 1 0 28 Feb 2023
Sequential change detection via backward confidence sequences S. Shekhar Aaditya Ramdas BDL 81 6 0 06 Feb 2023
Huber-Robust Confidence Sequences Hongjian Wang Aaditya Ramdas 75 13 0 23 Jan 2023
Near-Optimal Non-Parametric Sequential Tests and Confidence Sequences with Possibly Dependent Observations Aurélien F. Bibaut Nathan Kallus Michael Lindon 63 11 0 29 Dec 2022
Conditionally Risk-Averse Contextual Bandits Mónika Farsang Paul Mineiro Wangda Zhang 50 2 0 24 Oct 2022
Anytime-valid off-policy inference for contextual bandits Ian Waudby-Smith Lili Wu Aaditya Ramdas Nikos Karampatziakis Paul Mineiro OffRL 119 30 0 19 Oct 2022
Game-theoretic statistics and safe anytime-valid inference Aaditya Ramdas Peter Grünwald V. Vovk Glenn Shafer 114 130 0 04 Oct 2022
Nonparametric Two-Sample Testing by Betting S. Shekhar Aaditya Ramdas 108 30 0 16 Dec 2021
Comparing Sequential Forecasters Yo Joong Choe Aaditya Ramdas AI4TS 102 12 0 30 Sep 2021
Robust Online Convex Optimization in the Presence of Outliers T. Erven Sarah Sachs Wouter M. Koolen W. Kotłowski 37 8 0 05 Jul 2021
Martingale Methods for Sequential Estimation of Convex Functionals and Divergences Tudor Manole Aaditya Ramdas 71 20 0 16 Mar 2021
Time-uniform central limit theory and asymptotic confidence sequences Ian Waudby-Smith David Arbour Ritwik Sinha Edward H. Kennedy Aaditya Ramdas CML 164 27 0 11 Mar 2021
Anytime-Valid Inference for Multinomial Count Data Michael Lindon Alan Malek 50 19 0 06 Nov 2020
Resource Allocation in Multi-armed Bandit Exploration: Overcoming Sublinear Scaling with Adaptive Parallelism Brijen Thananjeyan Kirthevasan Kandasamy Ion Stoica Michael I. Jordan Ken Goldberg Joseph E. Gonzalez 31 7 0 31 Oct 2020
Quantile Bandits for Best Arms Identification Mengyan Zhang Cheng Soon Ong 31 13 0 22 Oct 2020
Estimating means of bounded random variables by betting Ian Waudby-Smith Aaditya Ramdas 169 163 0 19 Oct 2020
Optimal Best-Arm Identification Methods for Tail-Risk Measures Shubhada Agrawal Wouter M. Koolen Sandeep Juneja 31 17 0 17 Aug 2020
Uncertainty quantification using martingales for misspecified Gaussian processes Willie Neiswanger Aaditya Ramdas UQCV 42 14 0 12 Jun 2020
Quantile Multi-Armed Bandits: Optimal Best-Arm Identification and a Differentially Private Scheme Konstantinos E. Nikolakakis Dionysios S. Kalogerias Or Sheffet Anand D. Sarwate 48 11 0 11 Jun 2020
Near-Optimal Confidence Sequences for Bounded Random Variables Arun K. Kuchibhotla Qinqing Zheng 35 7 0 09 Jun 2020
Confidence sequences for sampling without replacement Ian Waudby-Smith Aaditya Ramdas 74 43 0 08 Jun 2020
Estimating the number and effect sizes of non-null hypotheses Jennifer Brennan Ramya Korlakai Vinayak Kevin Jamieson 10 3 0 17 Feb 2020
Universal Inference Larry A. Wasserman Aaditya Ramdas Sivaraman Balakrishnan 109 148 0 24 Dec 2019