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math.ST2026
The multiply iterated law of the iterated logarithm: game-theoretic foundations of sequential detection boundaries
Akshay Balsubramani
Anytime-valid confidence sequences and e-processes are built almost universally from one recipe: average exponential test statistics over a prior on the tilting scale, then invoke…
math.ST2020
p-value peeking and estimating extrema
Akshay Balsubramani
A pervasive issue in statistical hypothesis testing is that the reported -values are biased downward by data "peeking" -- the practice of reporting only progressively extreme va…