Game-theoretic statistics and safe anytime-valid inference
Safe anytime-valid inference (SAVI) provides measures of statistical evidence and certainty—
e-processes for testing and confidence sequences for estimation—that remain valid at all …
e-processes for testing and confidence sequences for estimation—that remain valid at all …
Online Heavy-tailed Change-point detection
A Sankararaman… - Uncertainty in Artificial …, 2023 - proceedings.mlr.press
We study algorithms for online change-point detection (OCPD), where samples that are
potentially heavy-tailed, are presented one at a time and a change in the underlying mean …
potentially heavy-tailed, are presented one at a time and a change in the underlying mean …
E-detectors: a nonparametric framework for sequential change detection
Sequential change detection is a classical problem with a variety of applications. However,
the majority of prior work has been parametric, for example, focusing on exponential …
the majority of prior work has been parametric, for example, focusing on exponential …