research
∙
05/29/2023
On concentration of the empirical measure for general transport costs
Let μ be a probability measure on ℝ^d and μ_N its empirical measure with...
share
research
∙
04/12/2022
Anytime-valid sequential testing for elicitable functionals via supermartingales
We design sequential tests for a large class of nonparametric null hypot...
research
∙
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...
research
∙
02/01/2021
How can one test if a binary sequence is exchangeable? Fork-convex hulls, supermartingales, and Snell envelopes
Suppose we observe an infinite series of coin flips X_1,X_2,…, and wish ...
research
∙
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...
research
∙
10/21/2019