We study a class of strategic hypothesis testing problems in which a principal aims to allocate resources among competing agents who possess data or data-generating mechanisms that may be relevant to the principal's goals. Each agent can pay a participation cost to opt into a statistical contract, in which case they ge...
Ben Chugg, Michael I. Jordan, Aaditya Ramdas· 0 citations
The connections between conformal prediction and permutation tests are already widely-known in the literature. Some authors motivate conformal prediction by saying that it computes a permutation p-value for the hypothesis $H_0 : Y_{n+1} = y$, and then inverts this to form a prediction set for $Y_{n+1}$ (i.e., accepts a...
R. Tibshirani, R. F. Barber, Aaditya Ramdas· 0 citations
A simple hedging principle shows how splitting initial wealth between two strategies achieves a best-of-both-worlds guarantee by retaining the smaller of their regrets and the larger of their growth rates.
This work proposes envelope sampling, a theoretically-grounded method for judge recalibration that seeks to minimize an upper bound on the regret of the post-trained model under the assumption that the human reward and re-calibrated reward lie in an $L^2$ ball around the judge.
Sanjit Dandapanthula, Shuvom Sadhuka, Samir Khan et al.· 0 citations
We study distribution-free sequential changepoint detection for independent observations with unknown and unrestricted pre- and post-change laws. We build on the conformal test martingales and associated e-detectors of Vovk(2021), which control the probability of false alarm (PFA) and the average run length (ARL) respe...
Reinforcement learning and contextual bandit algorithms have become increasingly common in sequential decision-making applications. When these methods are deployed in high-stakes domains, there is growing interest not only in learning effective policies, but also in conducting statistical inference for quantities learn...
James Leiner, Aurélien F. Bibaut, Nathan Kallus et al.· 0 citations
We give a necessary and sufficient condition for the existence of power-one sequential tests in an i.i.d. composite testing problem. A level-\(\alpha\) test with power one against every alternative exists if and only if the alternatives are separated from the null by a countable family of finite-block events. We provid...
It is proved that a deterministic order rule on $\mathbb R$ beats chance for every pair of distinct Borel probability measures and that no rule works for every distinct pair of distributions and every unknown unbalanced class prior.
The Conformal LOwer bound on Changepoint Count (CLOCC) is shown to be the only feasible way to provide a lower bound on K under the stated assumptions, a property it is referred to as its universality.
Given $[0,1]$-valued random variables $X_1,\dots,X_n$ such that $\mathbb{E}[X_i | X_1,\dots,X_{i-1}]= \mu$ for all $i$, we propose a new nonasymptotic confidence interval for $\mu$ that is obtained by inverting terminal e-values generated by a novel betting strategy. When the data are iid, its limiting width matches th...
Diego Martinez-Taboada, Aaditya Ramdas· 1 citation
Given observations $\mathbf x=(x_1,\dots,x_n)$, Gaffke (2005) defined \[ K_n(\mathbf x)=\mathbb{P}_{\mathbf D}\!\left\{\sum_{i=1}^n x_iD_i\le 1\right\}, \qquad (D_0,D_1,\ldots,D_n)\sim\mathrm{Dirichlet}(1,\ldots,1), \] and conjectured that it is a $p$-value whenever the inputs are independent e-values. Recently, Vlassi...
Jiahao Ming, Aaditya Ramdas, Yi Shen et al.· arXiv.org· 4 citations· ⚡1
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