Aaditya Ramdas

research

∙ 09/16/2023

Reducing sequential change detection to sequential estimation

We consider the problem of sequential change detection, where the goal i...

0 Shubhanshu Shekhar, et al. ∙

research

∙ 09/07/2023

Total Variation Floodgate for Variable Importance Inference in Classification

Inferring variable importance is the key problem of many scientific stud...

0 Wenshuo Wang, et al. ∙

research

∙ 07/14/2023

On the Sublinear Regret of GP-UCB

In the kernelized bandit problem, a learner aims to sequentially compute...

0 Justin Whitehouse, et al. ∙

research

∙ 06/24/2023

Adaptive Privacy Composition for Accuracy-first Mechanisms

In many practical applications of differential privacy, practitioners se...

0 Ryan Rogers, et al. ∙

research

∙ 06/11/2023

Differentially Private Conditional Independence Testing

Conditional independence (CI) tests are widely used in statistical data ...

0 Iden Kalemaj, et al. ∙

research

∙ 05/27/2023

Auditing Fairness by Betting

We provide practical, efficient, and nonparametric methods for auditing ...

0 Ben Chugg, et al. ∙

research

∙ 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...

0 Zhenyuan Zhang, et al. ∙

research

∙ 05/18/2023

More powerful multiple testing under dependence via randomization

We show that two procedures for false discovery rate (FDR) control – the...

0 Ziyu Xu, et al. ∙

research

∙ 05/17/2023

Counterfactually Comparing Abstaining Classifiers

Abstaining classifiers have the option to abstain from making prediction...

0 Yo Joong Choe, et al. ∙

research

∙ 05/08/2023

Risk-limiting Financial Audits via Weighted Sampling without Replacement

We introduce the notion of a risk-limiting financial auditing (RLFA): gi...

0 Shubhanshu Shekhar, et al. ∙

research

∙ 04/29/2023

Sequential Predictive Two-Sample and Independence Testing

We study the problems of sequential nonparametric two-sample and indepen...

0 Aleksandr Podkopaev, et al. ∙

research

∙ 04/28/2023

Online Platt Scaling with Calibeating

We present an online post-hoc calibration method, called Online Platt Sc...

0 Chirag Gupta, et al. ∙

research

∙ 04/26/2023

An Efficient Doubly-Robust Test for the Kernel Treatment Effect

The average treatment effect, which is the difference in expectation of ...

0 Diego Martinez-Taboada, et al. ∙

research

∙ 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, ...

0 Rina Foygel Barber, et al. ∙

research

∙ 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...

0 Aaditya Ramdas, et al. ∙

research

∙ 04/03/2023

The extended Ville's inequality for nonintegrable nonnegative supermartingales

Following initial work by Robbins, we rigorously present an extended the...

0 Hongjian Wang, et al. ∙

research

∙ 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...

0 Akash V. Maharaj, et al. ∙

research

∙ 02/07/2023

A unified recipe for deriving (time-uniform) PAC-Bayes bounds

We present a unified framework for deriving PAC-Bayesian generalization ...

0 Ben Chugg, et al. ∙

research

∙ 02/06/2023

Sequential change detection via backward confidence sequences

We present a simple reduction from sequential estimation to sequential c...

0 Shubhanshu Shekhar, et al. ∙

research

∙ 01/23/2023

Huber-Robust Confidence Sequences

Confidence sequences are confidence intervals that can be sequentially t...

0 Hongjian Wang, et al. ∙

research

∙ 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...

0 Aditya Gangrade, et al. ∙

research

∙ 12/19/2022

Multiple testing under negative dependence

The multiple testing literature has primarily dealt with three types of ...

0 Ziyu Chi, et al. ∙

research

∙ 12/18/2022

A Permutation-Free Kernel Independence Test

In nonparametric independence testing, we observe i.i.d. data {(X_i,Y_i)...

0 Shubhanshu Shekhar, et al. ∙

research

∙ 12/14/2022

Sequential Kernelized Independence Testing

Independence testing is a fundamental and classical statistical problem ...

0 Aleksandr Podkopaev, et al. ∙

research

∙ 11/27/2022

A Permutation-free Kernel Two-Sample Test

The kernel Maximum Mean Discrepancy (MMD) is a popular multivariate dist...

0 Shubhanshu Shekhar, et al. ∙

research

∙ 10/19/2022

Anytime-valid off-policy inference for contextual bandits

Contextual bandit algorithms are ubiquitous tools for active sequential ...

0 Ian Waudby-Smith, et al. ∙

research

∙ 10/09/2022

QuTE: decentralized multiple testing on sensor networks with false discovery rate control

This paper designs methods for decentralized multiple hypothesis testing...

0 Aaditya Ramdas, et al. ∙

research

∙ 10/04/2022

Game-theoretic statistics and safe anytime-valid inference

Safe anytime-valid inference (SAVI) provides measures of statistical evi...

0 Aaditya Ramdas, et al. ∙

research

∙ 08/24/2022

Online multiple hypothesis testing for reproducible research

Modern data analysis frequently involves large-scale hypothesis testing,...

0 David S. Robertson, et al. ∙

research

∙ 06/15/2022

Brownian Noise Reduction: Maximizing Privacy Subject to Accuracy Constraints

There is a disconnect between how researchers and practitioners handle p...

0 Justin Whitehouse, et al. ∙

research

∙ 04/28/2022

Generalized permutation tests

Permutation tests are an immensely popular statistical tool, used for te...

0 Rina Foygel Barber, et al. ∙

research

∙ 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 ...

0 Chirag Gupta, et al. ∙

research

∙ 04/26/2022

E-values as unnormalized weights in multiple testing

Most standard weighted multiple testing methods require the weights to d...

0 Ruodu Wang, et al. ∙

research

∙ 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...

0 Ziyu Xu, et al. ∙

research

∙ 03/10/2022

Fully Adaptive Composition in Differential Privacy

Composition is a key feature of differential privacy. Well-known advance...

0 Justin Whitehouse, et al. ∙

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...

0 Johannes Ruf, et al. ∙

research

∙ 03/07/2022

E-detectors: a nonparametric framework for online changepoint detection

Sequential changepoint detection is a classical problem with a variety o...

0 Jaehyeok Shin, et al. ∙

research

∙ 02/27/2022

Conformal prediction beyond exchangeability

Conformal prediction is a popular, modern technique for providing valid ...

0 Rina Foygel Barber, et al. ∙

research

∙ 02/17/2022

Locally private nonparametric confidence intervals and sequences

This work derives methods for performing nonparametric, nonasymptotic st...

0 Ian Waudby-Smith, et al. ∙

research

∙ 02/02/2022

Catoni-style confidence sequences for heavy-tailed mean estimation

A confidence sequence (CS) is a sequence of confidence intervals that is...

0 Hongjian Wang, et al. ∙

research

∙ 12/21/2021

Data blurring: sample splitting a single sample

Suppose we observe a random vector X from some distribution P in a known...

9 James Leiner, et al. ∙

research

∙ 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...

0 Shubhanshu Shekhar, et al. ∙

research

∙ 12/08/2021

Best Arm Identification under Additive Transfer Bandits

We consider a variant of the best arm identification (BAI) problem in mu...

0 Ojash Neopane, et al. ∙

research

∙ 11/17/2021

Universal Inference Meets Random Projections: A Scalable Test for Log-concavity

Shape constraints yield flexible middle grounds between fully nonparamet...

10 Robin Dunn, et al. ∙

research

∙ 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...

0 Aleksandr Podkopaev, et al. ∙

research

∙ 09/30/2021

Comparing Sequential Forecasters

Consider two or more forecasters, each making a sequence of predictions ...

0 Yo Joong Choe, et al. ∙

research

∙ 07/23/2021

RiLACS: Risk-Limiting Audits via Confidence Sequences

Accurately determining the outcome of an election is a complex task with...

0 Ian Waudby-Smith, et al. ∙

research

∙ 07/15/2021

A unified framework for bandit multiple testing

In bandit multiple hypothesis testing, each arm corresponds to a differe...

0 Ziyu Xu, et al. ∙

research

∙ 04/29/2021

Gaussian Universal Likelihood Ratio Testing

The likelihood ratio test (LRT) based on the asymptotic chi-squared dist...

0 Robin Dunn, et al. ∙

research

∙ 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...

0 Tudor Manole, et al. ∙

Aaditya Ramdas

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