21 citations · 54 across the 19 of their papers we have counts for
4 papers · 1 filter
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…
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…
A variational approach to dimension-free self-normalized concentration
Ben Chugg, Aaditya Ramdas
We study the self-normalized concentration of vector-valued stochastic processes. We focus on bounds for "sub-" processes, a well-known and quite general class that encompasses…
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…