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math.ST2026
A scale-free density bound for Gaussian maxima
Suhas Vijaykumar
We derive a scale-free bound on the density of the maximum of a centered Gaussian vector. The basic bound is non-uniform, depends logarithmically on the dimension, and allows any c…
math.ST2026
Demonstration Experiments
Guido Imbens, Lorenzo Masoero, Alexander Rakhlin +2
Adaptive experiments are used extensively in online platforms, healthcare and biotechnology, and the social sciences. Often, the primary goal is not to precisely estimate a treatme…