From the 1 of 103 linked papers with an AI index.
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Universality of e-detectors for ARL control
Aaditya Ramdas
An e-detector for a pre-change class is a nonnegative process such that for all stopping times and all $P \in \mathcal P…
Gaffke's confidence interval for the mean of bounded data is inadmissible but asymptotically efficient
Jiahao Ming, Aaditya Ramdas, Yi Shen +2
Given observations , Gaffke (2005) defined \[ K_n(\mathbf x)=\mathbb{P}_{\mathbf D}\!\left\{\sum_{i=1}^n x_iD_i\le 1\right\}, \qquad (D_0,D_1,\ldots,D_n)…
Testing by Betting while Borrowing and Bargaining
Hongjian Wang, Wouter M. Koolen, Aaditya Ramdas
Testing by betting has been a cornerstone of the game-theoretic statistics literature. One bets against the null hypothesis, and the accumulated wealth quantifies the evidenc…
E-values and sequential power-one tests for monotonicity and unimodality
Hongjian Wang, Aaditya Ramdas
We develop e-values and e-processes testing the null hypothesis that a distribution over nonnegative integers is monotone, and that a distribution over integers is unimodal given a…
Strong duality for the GROW criterion
Ashwin Ram, Martin Larsson, Johannes Ruf +1
This paper presents general strong duality results when testing hypotheses by betting against them. A bet is an e-variable for a composite null hypothesis $\Pcal$: a nonnegative ra…
Bentkus-type asymptotic e-values
Diego Martinez-Taboada, Ben Chugg, Aaditya Ramdas
Asymptotic e-values are emerging as a powerful alternative to asymptotic p-values, particularly in post-hoc inference and multiple testing, where significance levels may be data-de…