Martingale Methods for Sequential Estimation of Convex Functionals and Divergences

16 March 2021

Papers citing "Martingale Methods for Sequential Estimation of Convex Functionals and Divergences"

6 / 6 papers shown

Title
Gambling-Based Confidence Sequences for Bounded Random Vectors Jeonghun Ryu G. Wornell 26 3 0 06 Feb 2024
Time-Uniform Confidence Spheres for Means of Random Vectors Ben Chugg Hongjian Wang Aaditya Ramdas 43 5 0 14 Nov 2023
Optimal PAC Bounds Without Uniform Convergence Ishaq Aden-Ali Yeshwanth Cherapanamjeri Abhishek Shetty Nikita Zhivotovskiy 25 16 0 18 Apr 2023
The extended Ville's inequality for nonintegrable nonnegative supermartingales Hongjian Wang Aaditya Ramdas 20 6 0 03 Apr 2023
Nonparametric Two-Sample Testing by Betting S. Shekhar Aaditya Ramdas 21 25 0 16 Dec 2021
Estimating means of bounded random variables by betting Ian Waudby-Smith Aaditya Ramdas 53 148 0 19 Oct 2020