2 papers
math.ST2025
On universal inference in Gaussian mixture models
Hongjian Shi, Mathias Drton
A recent line of work provides new statistical tools based on game-theory and achieves safe anytime-valid inference without assuming regularity conditions. In particular, the frame…
math.ST2025
Existence of Direct Density Ratio Estimators
Erika Banzato, Mathias Drton, Kian Saraf-Poor +1
Many two-sample problems call for a comparison of two distributions from an exponential family. Density ratio estimation methods provide ways to solve such problems through direct…