Time-uniform, nonparametric, nonasymptotic confidence sequences
From MaRDI portal
Publication:2039804
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
sequential probability ratio testexponential concentrationconfidence sequencematrix concentrationempirical-Bernstein bound
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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