arXiv Machine Learning By Jinze Zhao

From Approachability Residuals to Anytime-Valid Evidence: The Online Convex Geometry of Testing by Betting

Read the original on arXiv Machine Learning →

arXiv:2608. 09450v1 Announce Type: new Abstract: Betting-based sequential tests and Blackwell approachability are linked by a rate-explicit reduction through support-function residuals.

Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.

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