Abdou-Raouf Atarmla

The Price of Self-Calibration: Exact Evidence Budgets and Manufactured Blind Sets in Adaptive Monitoring

Self-calibrating monitors adapt their threshold online to guarantee a prescribed long-run false-alarm rate under arbitrary drift. We compute the price of that guarantee, stating every law with its exact domain of validity. First, the guarantee is an accounting identity, insensitive to what the monitor is meant to detec...