arXiv Machine Learning

Asymptotically Optimal Sequential Testing with Markovian Data

arXiv:2602. 17587v3 Announce Type: replace-cross Abstract: We study one-sided and $\alpha$-correct sequential hypothesis testing for data generated by an ergodic, finite-state Markov chain.

arXiv Machine Learning
Jun 5

Multi-Armed Sequential Hypothesis Testing by Betting

arXiv:2603. 17925v2 Announce Type: replace-cross Abstract: We consider a variant of sequential testing by betting where, at each time step, the statistician is presented with multiple data sources (arms) and obtains data by choosing one of the arms.

By Ricardo J. Sandoval, Ian Waudby-Smith, Michael I. Jordan
arXiv Machine Learning
Jul 13

Global Sequential Testing for Multi-Stream Auditing

arXiv:2602. 21479v3 Announce Type: replace-cross Abstract: Across many risk-sensitive areas, it is critical to continuously audit machine learning systems as we receive more data to quickly determine if they are performing as designed.

By Beepul Bharti, Ambar Pal, Jeremias Sulam
arXiv Machine Learning
Jun 3

Data- and Variance-dependent Regret Bounds for Online Tabular MDPs

arXiv:2602. 01903v2 Announce Type: replace Abstract: This work studies online episodic tabular Markov decision processes (MDPs) with known transitions and develops best-of-both-worlds algorithms that achieve refined data-dependent regret bounds in the adversarial regime and variance-dependent regret bounds in the stochastic regime.

By Mingyi Li, Taira Tsuchiya, Kenji Yamanishi