8 papers
The multiply iterated law of the iterated logarithm: game-theoretic foundations of sequential detection boundaries
Akshay Balsubramani
Anytime-valid confidence sequences and e-processes are built almost universally from one recipe: average exponential test statistics over a prior on the tilting scale, then invoke…
Adaptive Bayes exactly tracks information over intrinsic time
Akshay Balsubramani
Bayesian and multiplicative-weights updates reweight experts, models, or actions from sequential feedback. We show that the regret of any such update obeys an exact information-acc…
All you need is log
Akshay Balsubramani
Comparing two probability distributions is a basic building block of statistics and machine learning, and the right family is well understood: the Rényi divergences of order $α\i…
Deviance-style normalization for jointly overdispersed counts
Akshay Balsubramani
We introduce a Dirichlet--multinomial (DM) deviance residualization for sparse, jointly overdispersed count matrices, the regime that dominates sequencing-based biochemical assays.…
Information from coincidences
Akshay Balsubramani
We prove a single algebraic mixed coincidence identity that unifies a broad swath of information-theoretic variational results. For any family of priors and real exponen…
Out-of-Distribution Detection Methods Answer the Wrong Questions
Yucen Lily Li, Daohan Lu, Polina Kirichenko +4
To detect distribution shifts and improve model safety, many out-of-distribution (OOD) detection methods rely on the predictive uncertainty or features of supervised models trained…