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20152024
most citedFast Two-Sample Testing with Analytic Representations of Probability Measures

72 citations · 123 across the 12 of their papers we have counts for

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7 papers · 1 filter

math.ST20232 cited

On the near-optimality of betting confidence sets for bounded means

Shubhanshu Shekhar, Aaditya Ramdas

Constructing nonasymptotic confidence intervals (CIs) for the mean of a univariate distribution from independent and identically distributed (i.i.d.) observations is a fundamental…

math.ST2021

Testing exchangeability: fork-convexity, supermartingales, and e-processes

Aaditya Ramdas, Johannes Ruf, Martin Larsson +1

Suppose we observe an infinite series of coin flips , and wish to sequentially test the null that these binary random variables are exchangeable. Nonnegative superm…

math.ST2020

On conditional versus marginal bias in multi-armed bandits

Jaehyeok Shin, Aaditya Ramdas, Alessandro Rinaldo

The bias of the sample means of the arms in multi-armed bandits is an important issue in adaptive data analysis that has recently received considerable attention in the literature.…

math.ST2019

Are sample means in multi-armed bandits positively or negatively biased?

Jaehyeok Shin, Aaditya Ramdas, Alessandro Rinaldo

It is well known that in stochastic multi-armed bandits (MAB), the sample mean of an arm is typically not an unbiased estimator of its true mean. In this paper, we decouple three d…

math.ST2019

The limits of distribution-free conditional predictive inference

Rina Foygel Barber, Emmanuel J. Candès, Aaditya Ramdas +1

We consider the problem of distribution-free predictive inference, with the goal of producing predictive coverage guarantees that hold conditionally rather than marginally. Existin…

math.ST2018

Simultaneous high-probability bounds on the false discovery proportion in structured, regression, and online settings

Eugene Katsevich, Aaditya Ramdas

While traditional multiple testing procedures prohibit adaptive analysis choices made by users, Goeman and Solari (2011) proposed a simultaneous inference framework that allows use…