4 papers
Always-On Experimentation
Ricardo J. Sandoval, David Arbour, Avi Feller +1
Generative AI has dramatically accelerated the rate at which new treatments---from novel pharmaceuticals to online marketing campaigns---can be conceived and deployed. As a result,…
Multi-Armed Sequential Hypothesis Testing by Betting
Ricardo J. Sandoval, Ian Waudby-Smith, Michael I. Jordan
We consider a variant of sequential testing by betting where, at each time step, the statistician is presented with multiple data sources (arms) and obtains data by choosing one of…
On Nonasymptotic Confidence Intervals for Treatment Effects in Randomized Experiments
Ricardo J. Sandoval, Sivaraman Balakrishnan, Avi Feller +2
We study nonasymptotic (finite-sample) confidence intervals for treatment effects in randomized experiments. In the existing literature, the effective sample sizes of nonasymptotic…
Instance-Log-Optimality of Portfolio-Based E-Processes and their Sequential Hypothesis Tests
Ian Waudby-Smith, Ricardo Sandoval, Ricardo J. Sandoval +1
We consider the problem of sequential hypothesis testing using -processes. For a rich class of composite testing problems---which include bounded mean testing, equal mean testin…