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stat.ML2024
Predictive Inference in Multi-environment Scenarios
John C. Duchi, Suyash Gupta, Kuanhao Jiang +1
We address the challenge of constructing valid confidence intervals and sets in problems of prediction across multiple environments. We investigate two types of coverage suitable f…
cs.IT2024★ 1 cited
An information-theoretic lower bound in time-uniform estimation
John C. Duchi, Saminul Haque
We present an information-theoretic lower bound for the problem of parameter estimation with time-uniform coverage guarantees. Via a new a reduction to sequential testing, we obtai…