6 papers · 1 filter
Strong duality for the GROW criterion
Ashwin Ram, Martin Larsson, Johannes Ruf +1
This paper presents general strong duality results when testing hypotheses by betting against them. A bet is an e-variable for a composite null hypothesis $\Pcal$: a nonnegative ra…
Optimal sequential tests yield log-optimal e-processes
Ashwin Ram, Aaditya Ramdas
It has been recently shown that e-processes are sufficient for sequential testing in the following sense: every level- sequential test can be obtained by thresholding an e-proc…
The optimal betting wealth growth rate
Ashwin Ram, Aaditya Ramdas
This paper characterizes the best possible rate of growth of wealth in a Kelly betting game when repeatedly betting against a general i.i.d. null hypothesis , but the…
Power one sequential tests exist for weakly compact against
Ashwin Ram, Aaditya Ramdas
Suppose we observe data from a distribution and we wish to test the composite null hypothesis that against a composite alternative $P\in \mathscr Q\subseteq \m…
Asymptotically optimal sequential change detection for bounded means
Ashwin Ram, Aaditya Ramdas
We consider the problem of quickest changepoint detection under the Average Run Length (ARL) constraint where the pre-change and post-change laws lie in composite families $\mathsc…
An Asymptotic Law of the Iterated Logarithm for
Ashwin Ram, Aaditya Ramdas
The population is a fundamental quantity that appears in lower bounds for (asymptotically) optimal regret of pure-exploration stochastic bandit algorithms, and…