Admissible anytime-valid sequential inference must rely on nonnegative martingales
Confidence sequences, anytime p-values (called p-processes in this paper), and e-
processes all enable sequential inference for composite and nonparametric classes of …
processes all enable sequential inference for composite and nonparametric classes of …
An information-theoretic lower bound in time-uniform estimation
J Duchi, S Haque - The Thirty Seventh Annual Conference …, 2024 - proceedings.mlr.press
We present an information-theoretic lower bound for the problem of parameter estimation
with time-uniform coverage guarantees. We use a reduction to sequential testing to obtain …
with time-uniform coverage guarantees. We use a reduction to sequential testing to obtain …
On Semi-Supervised Estimation of Distributions
We study the problem of estimating the joint probability mass function (pmf) over two random
variables. In particular, the estimation is based on the observation of m samples containing …
variables. In particular, the estimation is based on the observation of m samples containing …