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04/08/2023
De Finetti's Theorem and Related Results for Infinite Weighted Exchangeable Sequences
De Finetti's theorem, also called the de Finetti-Hewitt-Savage theorem, ...
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04/05/2023
Randomized and Exchangeable Improvements of Markov's, Chebyshev's and Chernoff's Inequalities
We present simple randomized and exchangeable improvements of Markov's i...
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04/03/2023
The extended Ville's inequality for nonintegrable nonnegative supermartingales
Following initial work by Robbins, we rigorously present an extended the...
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10/09/2022
QuTE: decentralized multiple testing on sensor networks with false discovery rate control
This paper designs methods for decentralized multiple hypothesis testing...
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04/28/2022
Generalized permutation tests
Permutation tests are an immensely popular statistical tool, used for te...
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04/26/2022
E-values as unnormalized weights in multiple testing
Most standard weighted multiple testing methods require the weights to d...
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03/09/2022
A composite generalization of Ville's martingale theorem
We provide a composite version of Ville's theorem that an event has zero...
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02/02/2022
Catoni-style confidence sequences for heavy-tailed mean estimation
A confidence sequence (CS) is a sequence of confidence intervals that is...
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03/16/2021
Sequential Estimation of Convex Divergences using Reverse Submartingales and Exchangeable Filtrations
We present a unified technique for sequential estimation of convex diver...
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10/19/2020
Variance-adaptive confidence sequences by betting
This paper derives confidence intervals (CI) and time-uniform confidence...
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09/07/2020
Admissible anytime-valid sequential inference must rely on nonnegative martingales
Wald's anytime-valid p-values and Robbins' confidence sequences enable s...
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09/06/2020
False discovery rate control with e-values
E-values have gained recent attention as potential alternatives to p-val...
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06/08/2020
Confidence sequences for sampling without replacement
Many practical tasks involve sampling sequentially without replacement f...
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11/14/2016
