4 papers
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…
Post-Hoc Large-Sample Statistical Inference
Ben Chugg, Etienne Gauthier, Michael I. Jordan +2
We derive inferential procedures for large sample sizes that remain valid under data-dependent significance levels (so-called "post-hoc valid inference"). Classical statistical too…
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…
Universal Log-Optimality for General Classes of e-processes and Sequential Hypothesis Tests
Ian Waudby-Smith, Ricardo Sandoval, Michael I. Jordan
We consider the problem of sequential hypothesis testing by betting. For a general class of composite testing problems -- which include bounded mean testing, equal mean testing for…