38 citations · 70 across the 19 of their papers we have counts for
4 papers · 1 filter
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…
Reducing sequential change detection to sequential estimation
Shubhanshu Shekhar, Aaditya Ramdas
We consider the problem of sequential change detection, where the goal is to design a scheme for detecting any changes in a parameter or functional of the data stream distribut…
Sequential change detection via backward confidence sequences
Shubhanshu Shekhar, Aaditya Ramdas
We present a simple reduction from sequential estimation to sequential changepoint detection (SCD). In short, suppose we are interested in detecting changepoints in some parameter…
Nonparametric Two-Sample Testing by Betting
Shubhanshu Shekhar, Aaditya Ramdas
We study the problem of designing consistent sequential two-sample tests in a nonparametric setting. Guided by the principle of testing by betting, we reframe this task into that o…