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stat.ML2026
Vector-valued self-normalized concentration inequalities beyond sub-Gaussianity
Diego Martinez-Taboada, Tomas Gonzalez, Aaditya Ramdas
The study of self-normalized processes plays a crucial role in a wide range of applications, from sequential decision-making to econometrics. While the behavior of self-normalized…
stat.ML2025
Sequential Kernelized Stein Discrepancy
Diego Martinez-Taboada, Aaditya Ramdas
We present a sequential version of the kernelized Stein discrepancy goodness-of-fit test, which allows for conducting goodness-of-fit tests for unnormalized densities that are cont…