2 papers
math.PR2025
Time-uniform Chernoff bounds via nonnegative supermartingales
Steven R. Howard, Aaditya Ramdas, Jon McAuliffe +1
We develop a class of exponential bounds for the probability that a martingale sequence crosses a time-dependent linear threshold. Our key insight is that it is both natural and fr…
stat.ME2024
The uniform general signed rank test and its design sensitivity
Steven R. Howard, Samuel D. Pimentel
A sensitivity analysis in an observational study tests whether the qualitative conclusions of an analysis would change if we were to allow for the possibility of limited bias due t…