20 citations · 42 across the 13 of their papers we have counts for
6 papers · 1 filter
E-values and sequential power-one tests for monotonicity and unimodality
Hongjian Wang, Aaditya Ramdas
We develop e-values and e-processes testing the null hypothesis that a distribution over nonnegative integers is monotone, and that a distribution over integers is unimodal given a…
Testing by Betting while Borrowing and Bargaining
Hongjian Wang, Wouter M. Koolen, Aaditya Ramdas
Testing by betting has been a cornerstone of the game-theoretic statistics literature. One bets against the null hypothesis, and the accumulated wealth quantifies the evidenc…
Time-Uniform Confidence Spheres for Means of Random Vectors
Ben Chugg, Hongjian Wang, Aaditya Ramdas
We study sequential mean estimation in . In particular, we derive time-uniform confidence spheres -- confidence sphere sequences (CSSs) -- which contain the mean of r…
Anytime-valid t-tests and confidence sequences for Gaussian means with unknown variance
Hongjian Wang, Aaditya Ramdas
In 1976, Lai constructed a nontrivial confidence sequence for the mean of a Gaussian distribution with unknown variance . Curiously, he employed both an improper (right Ha…
Huber-Robust Confidence Sequences
Hongjian Wang, Aaditya Ramdas
Confidence sequences are confidence intervals that can be sequentially tracked, and are valid at arbitrary data-dependent stopping times. This paper presents confidence sequences f…
Catoni-style confidence sequences for heavy-tailed mean estimation
Hongjian Wang, Aaditya Ramdas
A confidence sequence (CS) is a sequence of confidence intervals that is valid at arbitrary data-dependent stopping times. These are useful in applications like A/B testing, multi-…