7 citations · 23 across the 17 of their papers we have counts for
6 papers · 1 filter
Reducing sequential change detection to sequential estimation
Shubhanshu Shekhar, Aaditya Ramdas
We consider the problem of sequential change detection, where the goal is to design a scheme for detecting any changes in a parameter or functional of the data stream distribut…
Randomized and Exchangeable Improvements of Markov's, Chebyshev's and Chernoff's Inequalities
Aaditya Ramdas, Tudor Manole
We present simple randomized and exchangeable improvements of Markov's inequality, as well as Chebyshev's inequality and Chernoff bounds. Our variants are never worse and typically…
Huber-Robust Confidence Sequences
Hongjian Wang, Aaditya Ramdas
Confidence sequences are confidence intervals that can be sequentially tracked, and are valid at arbitrary data-dependent stopping times. This paper presents confidence sequences f…
Sequential change detection via backward confidence sequences
Shubhanshu Shekhar, Aaditya Ramdas
We present a simple reduction from sequential estimation to sequential changepoint detection (SCD). In short, suppose we are interested in detecting changepoints in some parameter…
A Sequential Test for Log-Concavity
Aditya Gangrade, Alessandro Rinaldo, Aaditya Ramdas
On observing a sequence of i.i.d.\ data with distribution on , we ask the question of how one can test the null hypothesis that has a log-concave density. Thi…
On the High-dimensional Power of Linear-time Kernel Two-Sample Testing under Mean-difference Alternatives
Aaditya Ramdas, Sashank J. Reddi, Barnabas Poczos +2
Nonparametric two sample testing deals with the question of consistently deciding if two distributions are different, given samples from both, without making any parametric assumpt…