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10/29/2021
A/B/n Testing with Control in the Presence of Subpopulations
Motivated by A/B/n testing applications, we consider a finite set of dis...
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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 ...
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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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06/18/2019
Safe Testing
We present a new theory of hypothesis testing. The main concept is the S...
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11/28/2018
Mixture Martingales Revisited with Applications to Sequential Tests and Confidence Intervals
This paper presents new deviation inequalities that are valid uniformly ...
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06/04/2018
Sequential Test for the Lowest Mean: From Thompson to Murphy Sampling
Learning the minimum/maximum mean among a finite set of distributions is...
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06/09/2017
Monte-Carlo Tree Search by Best Arm Identification
Recent advances in bandit tools and techniques for sequential learning a...
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02/15/2016