4 papers · 1 filter
Gaussian-efficient testing by betting on the mean of bounded data
Diego Martinez-Taboada, Aaditya Ramdas
Given -valued random variables such that for all , we propose a new nonasymptotic confidence interval for tha…
Bentkus-type asymptotic e-values
Diego Martinez-Taboada, Ben Chugg, Aaditya Ramdas
Asymptotic e-values are emerging as a powerful alternative to asymptotic p-values, particularly in post-hoc inference and multiple testing, where significance levels may be data-de…
Intrinsic-dimension empirical Bernstein inequalities for bounded self-adjoint operators
Diego Martinez-Taboada, Aaditya Ramdas
Operator-valued concentration inequalities are foundational to the analysis of modern high-dimensional statistics and randomized algorithms. However, standard oracle bounds are fre…
Intrinsic dimension concentration inequalities for self-adjoint operators
Diego Martinez-Taboada, Aaditya Ramdas
We derive novel concentration inequalities for the operator norm of the sum of self-adjoint operators that do not explicitly depend on the underlying dimension of the operator, but…