331 citations · 1.8k across the 71 of their papers we have counts for
6 papers · 2 filters
Nonparametric iterated-logarithm extensions of the sequential generalized likelihood ratio test
Jaehyeok Shin, Aaditya Ramdas, Alessandro Rinaldo
We develop a nonparametric extension of the sequential generalized likelihood ratio (GLR) test and corresponding time-uniform confidence sequences for the mean of a univariate dist…
High-dimensional CLT for Sums of Non-degenerate Random Vectors: -rate
Arun Kumar Kuchibhotla, Alessandro Rinaldo
In this note, we provide a Berry--Esseen bounds for rectangles in high-dimensions when the random vectors have non-singular covariance matrices. Under this assumption of non-singul…
Berry-Esseen Bounds for Projection Parameters and Partial Correlations with Increasing Dimension
Arun Kumar Kuchibhotla, Alessandro Rinaldo, Larry Wasserman
We provide finite sample bounds on the Normal approximation to the law of the least squares estimator of the projection parameters normalized by the sandwich-based standard errors.…
A Note on Online Change Point Detection
Yi Yu, Oscar Hernan Madrid Padilla, Daren Wang +1
We investigate sequential change point estimation and detection in univariate nonparametric settings, where a stream of independent observations from sub-Gaussian distributions wit…
Nonparametric Estimation in the Dynamic Bradley-Terry Model
Heejong Bong, Wanshan Li, Shamindra Shrotriya +1
We propose a time-varying generalization of the Bradley-Terry model that allows for nonparametric modeling of dynamic global rankings of distinct teams. We develop a novel estimato…
On conditional versus marginal bias in multi-armed bandits
Jaehyeok Shin, Aaditya Ramdas, Alessandro Rinaldo
The bias of the sample means of the arms in multi-armed bandits is an important issue in adaptive data analysis that has recently received considerable attention in the literature.…