Search Results for author:
Found 5 papers, 5 papers with code
Confidence sequences for sampling without replacement
We then present Hoeffding- and empirical-Bernstein-type time-uniform CSs and fixed-time confidence intervals for sampling WoR, which improve on previous bounds in the literature and explicitly quantify the benefit of WoR sampling.
Estimating means of bounded random variables by betting
This paper derives confidence intervals (CI) and time-uniform confidence sequences (CS) for the classical problem of estimating an unknown mean from bounded observations.
Anytime-valid off-policy inference for contextual bandits
Importantly, our methods can be employed while the original experiment is still running (that is, not necessarily post-hoc), when the logging policy may be itself changing (due to learning), and even if the context distributions are a highly dependent time-series (such as if they are drifting over time).
Time-uniform central limit theory and asymptotic confidence sequences
This paper introduces time-uniform analogues of such asymptotic confidence intervals, adding to the literature on confidence sequences (CS) -- sequences of confidence intervals that are uniformly valid over time -- which provide valid inference at arbitrary stopping times and incur no penalties for "peeking" at the data, unlike classical confidence intervals which require the sample size to be fixed in advance.
Nonparametric extensions of randomized response for private confidence sets
This work derives methods for performing nonparametric, nonasymptotic statistical inference for population means under the constraint of local differential privacy (LDP).
