116 citations · 238 across the 5 of their papers we have counts for
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math.ST2019★ 35 cited
Sequential estimation of quantiles with applications to A/B-testing and best-arm identification
Steven R. Howard, Aaditya Ramdas
We propose confidence sequences -- sequences of confidence intervals which are valid uniformly over time -- for quantiles of any distribution over a complete, fully-ordered set, ba…
math.ST2018★ 116 cited
Time-uniform, nonparametric, nonasymptotic confidence sequences
Steven R. Howard, Aaditya Ramdas, Jon McAuliffe +1
A confidence sequence is a sequence of confidence intervals that is uniformly valid over an unbounded time horizon. Our work develops confidence sequences whose widths go to zero,…