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09/16/2023
Reducing sequential change detection to sequential estimation
We consider the problem of sequential change detection, where the goal i...
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09/07/2023
Total Variation Floodgate for Variable Importance Inference in Classification
Inferring variable importance is the key problem of many scientific stud...
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07/14/2023
On the Sublinear Regret of GP-UCB
In the kernelized bandit problem, a learner aims to sequentially compute...
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06/24/2023
Adaptive Privacy Composition for Accuracy-first Mechanisms
In many practical applications of differential privacy, practitioners se...
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06/11/2023
Differentially Private Conditional Independence Testing
Conditional independence (CI) tests are widely used in statistical data ...
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05/27/2023
Auditing Fairness by Betting
We provide practical, efficient, and nonparametric methods for auditing ...
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05/25/2023
When do exact and powerful p-values and e-values exist?
Given a composite null 𝒫 and composite alternative 𝒬, when and how can w...
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05/18/2023
More powerful multiple testing under dependence via randomization
We show that two procedures for false discovery rate (FDR) control – the...
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05/17/2023
Counterfactually Comparing Abstaining Classifiers
Abstaining classifiers have the option to abstain from making prediction...
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05/08/2023
Risk-limiting Financial Audits via Weighted Sampling without Replacement
We introduce the notion of a risk-limiting financial auditing (RLFA): gi...
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04/29/2023
Sequential Predictive Two-Sample and Independence Testing
We study the problems of sequential nonparametric two-sample and indepen...
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04/28/2023
Online Platt Scaling with Calibeating
We present an online post-hoc calibration method, called Online Platt Sc...
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04/26/2023
An Efficient Doubly-Robust Test for the Kernel Treatment Effect
The average treatment effect, which is the difference in expectation of ...
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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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02/20/2023
Anytime-Valid Confidence Sequences in an Enterprise A/B Testing Platform
A/B tests are the gold standard for evaluating digital experiences on th...
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02/07/2023
A unified recipe for deriving (time-uniform) PAC-Bayes bounds
We present a unified framework for deriving PAC-Bayesian generalization ...
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02/06/2023
Sequential change detection via backward confidence sequences
We present a simple reduction from sequential estimation to sequential c...
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01/23/2023
Huber-Robust Confidence Sequences
Confidence sequences are confidence intervals that can be sequentially t...
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01/09/2023
A Sequential Test for Log-Concavity
On observing a sequence of i.i.d. data with distribution P on ℝ^d, we as...
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12/19/2022
Multiple testing under negative dependence
The multiple testing literature has primarily dealt with three types of ...
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12/18/2022
A Permutation-Free Kernel Independence Test
In nonparametric independence testing, we observe i.i.d. data {(X_i,Y_i)...
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12/14/2022
Sequential Kernelized Independence Testing
Independence testing is a fundamental and classical statistical problem ...
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11/27/2022
A Permutation-free Kernel Two-Sample Test
The kernel Maximum Mean Discrepancy (MMD) is a popular multivariate dist...
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10/19/2022
Anytime-valid off-policy inference for contextual bandits
Contextual bandit algorithms are ubiquitous tools for active sequential ...
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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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10/04/2022
Game-theoretic statistics and safe anytime-valid inference
Safe anytime-valid inference (SAVI) provides measures of statistical evi...
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08/24/2022
Online multiple hypothesis testing for reproducible research
Modern data analysis frequently involves large-scale hypothesis testing,...
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06/15/2022
Brownian Noise Reduction: Maximizing Privacy Subject to Accuracy Constraints
There is a disconnect between how researchers and practitioners handle p...
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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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04/27/2022
Faster online calibration without randomization: interval forecasts and the power of two choices
We study the problem of making calibrated probabilistic forecasts for a ...
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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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03/23/2022
Post-selection inference for e-value based confidence intervals
Suppose that one can construct a valid (1-δ)-CI for each of K parameters...
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03/10/2022
Fully Adaptive Composition in Differential Privacy
Composition is a key feature of differential privacy. Well-known advance...
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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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03/07/2022
E-detectors: a nonparametric framework for online changepoint detection
Sequential changepoint detection is a classical problem with a variety o...
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02/27/2022
Conformal prediction beyond exchangeability
Conformal prediction is a popular, modern technique for providing valid ...
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02/17/2022
Locally private nonparametric confidence intervals and sequences
This work derives methods for performing nonparametric, nonasymptotic st...
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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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12/21/2021
Data blurring: sample splitting a single sample
Suppose we observe a random vector X from some distribution P in a known...
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12/16/2021
Game-theoretic Formulations of Sequential Nonparametric One- and Two-Sample Tests
We study the problem of designing consistent sequential one- and two-sam...
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12/08/2021
Best Arm Identification under Additive Transfer Bandits
We consider a variant of the best arm identification (BAI) problem in mu...
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11/17/2021
Universal Inference Meets Random Projections: A Scalable Test for Log-concavity
Shape constraints yield flexible middle grounds between fully nonparamet...
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10/12/2021
Tracking the risk of a deployed model and detecting harmful distribution shifts
When deployed in the real world, machine learning models inevitably enco...
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09/30/2021
Comparing Sequential Forecasters
Consider two or more forecasters, each making a sequence of predictions ...
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07/23/2021
RiLACS: Risk-Limiting Audits via Confidence Sequences
Accurately determining the outcome of an election is a complex task with...
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07/15/2021
A unified framework for bandit multiple testing
In bandit multiple hypothesis testing, each arm corresponds to a differe...
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04/29/2021
Gaussian Universal Likelihood Ratio Testing
The likelihood ratio test (LRT) based on the asymptotic chi-squared dist...
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03/16/2021