2 papers
math.ST2025
Testing hypotheses generated by constraints
Martin Larsson, Aaditya Ramdas, Johannes Ruf
E-variables are nonnegative random variables with expected value at most one under any distribution from a given null hypothesis. Every nonasymptotically valid test can be obtained…
math.PR2025
Nonasymptotic and distribution-uniform Komlós-Major-Tusnády approximation
Ian Waudby-Smith, Martin Larsson, Aaditya Ramdas
We present nonasymptotic concentration inequalities for sums of independent and identically distributed random variables that yield asymptotic strong Gaussian approximations of Kom…