72 citations · 124 across the 36 of their papers we have counts for
4 papers · 1 filter
Almost sure null bankruptcy of testing-by-betting strategies
Hongjian Wang, Shubhada Agrawal, Aaditya Ramdas
The bounded mean betting procedure serves as a crucial interface between the domains of (1) sequential, anytime-valid statistical inference, and (2) online learning and portfolio s…
A variational approach to dimension-free self-normalized concentration
Ben Chugg, Aaditya Ramdas
We study the self-normalized concentration of vector-valued stochastic processes. We focus on bounds for "sub-" processes, a well-known and quite general class of process that e…
Nonasymptotic and distribution-uniform Komlós-Major-Tusnády approximation
Ian Waudby-Smith, Martin Larsson, Aaditya Ramdas
We present nonasymptotic concentration inequalities for sums of independent and identically distributed random variables that yield asymptotic strong Gaussian approximations of Kom…
Sharp Matrix Empirical Bernstein Inequalities
Hongjian Wang, Aaditya Ramdas
We present two sharp, closed-form empirical Bernstein inequalities for symmetric random matrices with bounded eigenvalues. By sharp, we mean that both inequalities adapt to the unk…