38 citations · 70 across the 19 of their papers we have counts for
5 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…
Deep anytime-valid hypothesis testing
Teodora Pandeva, Patrick Forré, Aaditya Ramdas +1
We propose a general framework for constructing powerful, sequential hypothesis tests for a large class of nonparametric testing problems. The null hypothesis for these problems is…
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…
Risk-limiting Financial Audits via Weighted Sampling without Replacement
Shubhanshu Shekhar, Ziyu Xu, Zachary C. Lipton +2
We introduce the notion of a risk-limiting financial auditing (RLFA): given transactions, the goal is to estimate the total misstated monetary fraction~() to a given accur…
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…