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math.ST2025
Confidence Sequences for Generalized Linear Models via Regret Analysis
Eugenio Clerico, Hamish Flynn, Wojciech Kotłowski +1
We develop a methodology for constructing confidence sets for parameters of statistical models via a reduction to sequential prediction. Our key observation is that for any general…
math.ST2025
Uniform mean estimation for monotonic processes
Eugenio Clerico, Hamish E Flynn, Patrick Rebeschini
We consider the problem of deriving uniform confidence bands for the mean of a monotonic stochastic process, such as the cumulative distribution function (CDF) of a random variable…