From the 1 of 12 linked papers with an AI index.
4 papers · 1 filter
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)…
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…
Distribution-uniform anytime-valid sequential inference and the Robbins-Siegmund distributions
Ian Waudby-Smith, Edward H. Kennedy, Aaditya Ramdas
This paper develops a theory of distribution- and time-uniform asymptotics, culminating in the first large-sample anytime-valid inference procedures that are shown to be uniformly…
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…