Time-uniform, nonparametric, nonasymptotic confidence sequences

DOI10.1214/20-AOS1991zbMath1476.62170arXiv1810.08240OpenAlexW3148231156MaRDI QIDQ2039804

Jon D. McAuliffe, Jasjeet Sekhon, Aaditya Ramdas, Steven R. Howard

Publication date: 5 July 2021

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.08240

zbMATH Keywords

sequential probability ratio testexponential concentrationconfidence sequencematrix concentrationempirical-Bernstein bound

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Nonparametric estimation (62G05) Random matrices (probabilistic aspects) (60B20) Nonparametric tolerance and confidence regions (62G15) Sample path properties (60G17) Random matrices (algebraic aspects) (15B52) Sequential estimation (62L12)

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