21 citations · 54 across the 19 of their papers we have counts for
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math.ST2025
Closed-form empirical Bernstein confidence sequences for scalars and matrices
Ben Chugg, Aaditya Ramdas
We derive a new closed-form variance-adaptive confidence sequence (CS) for estimating the average conditional mean of a sequence of bounded random variables. Empirically, it yields…
math.ST2025
Rao-Blackwellized e-variables
Dante de Roos, Ben Chugg, Peter Grünwald +1
We show that for any concave utility, the expected utility of an e-variable can only increase after conditioning on a sufficient statistic, echoing the classic Rao-Blackwell theore…
math.ST2025
On admissibility in post-hoc hypothesis testing
Ben Chugg, Tyron Lardy, Aaditya Ramdas +1
The validity of classical hypothesis testing requires the significance level be fixed before any statistical analysis takes place. This is a stringent requirement. For instance…