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stat.ME2024
Peeking with PEAK: Sequential, Nonparametric Composite Hypothesis Tests for Means of Multiple Data Streams
Brian Cho, Kyra Gan, Nathan Kallus
We propose a novel nonparametric sequential test for composite hypotheses for means of multiple data streams. Our proposed method, \emph{peeking with expectation-based averaged cap…
stat.ME2024
Kernel Debiased Plug-in Estimation: Simultaneous, Automated Debiasing without Influence Functions for Many Target Parameters
Brian Cho, Yaroslav Mukhin, Kyra Gan +1
When estimating target parameters in nonparametric models with nuisance parameters, substituting the unknown nuisances with nonparametric estimators can introduce ``plug-in bias.''…