14 citations · 26 across the 16 of their papers we have counts for
7 papers · 1 filter
Adaptive Bayes exactly tracks information over intrinsic time
Akshay Balsubramani
Bayesian and multiplicative-weights updates reweight experts, models, or actions from sequential feedback. We show that the regret of any such update obeys an exact information-acc…
Information on trajectories: martingales and random times
Akshay Balsubramani
Accounting for information flow on the path space of trajectories of a nonnegative martingale yields exact variational identities for it, even at arbitrary random times. This recov…
The concentration game: Bayesian updating, regret, and information
Akshay Balsubramani
We give a two-player zero-sum repeated game between a learner and nature whose value identity generates Bayesian updating and an exact accounting of exponential-weights regret at o…
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…
All you need is log
Akshay Balsubramani
How different are several probability distributions from one another? For two distributions the standard answer is the family of Rényi divergences, singled out by two natural requi…
Deviance-style normalization for jointly overdispersed counts
Akshay Balsubramani
We introduce a Dirichlet--multinomial (DM) deviance residualization for sparse, jointly overdispersed count matrices, the regime that dominates sequencing-based biochemical assays.…