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math.ST2025
Assumption-lean weak limits and tests for two-stage adaptive experiments
Ziang Niu, Zhimei Ren
Adaptive experiments are becoming increasingly popular in real-world applications for effectively maximizing in-sample welfare and efficiency by data-driven sampling. Despite their…
math.ST2024
The saddlepoint approximation for averages of conditionally independent random variables
Ziang Niu, Jyotishka Ray Choudhury, Eugene Katsevich
Motivated by the application of saddlepoint approximations to resampling-based statistical tests, we prove that the Lugannani-Rice formula has vanishing relative error when applied…