Safe anytime-valid inference (SAVI) provides measures of statistical evidence and certainty—
e-processes for testing and confidence sequences for estimation—that remain valid at all …

We derive confidence intervals (CIs) and confidence sequences (CSs) for the classical
problem of estimating a bounded mean. Our approach generalizes and improves on the …

A confidence sequence is a sequence of confidence intervals that is uniformly valid over an
unbounded time horizon. Our work develops confidence sequences whose widths go to …

This paper considers the optimal adaptive allocation of measurement effort for identifying the
best among a finite set of options or designs. An experimenter sequentially chooses designs …

Top two algorithms arose as an adaptation of Thompson sampling to best arm identification
in multi-armed bandit models for parametric families of arms. They select the next arm to …

Suppose we observe an infinite series of coin flips X 1, X 2,…, and wish to sequentially test
the null that these binary random variables are exchangeable. Nonnegative …

As bandit algorithms are increasingly utilized in scientific studies and industrial applications,
there is an associated increasing need for reliable inference methods based on the resulting …

Composition is a key feature of differential privacy. Well-known advanced composition
theorems allow one to query a private database quadratically more times than basic privacy …

Pure exploration (aka active testing) is the fundamental task of sequentially gathering
information to answer a query about a stochastic environment. Good algorithms make few …

We study the problem of active pure exploration with fixed confidence in generic stochastic
bandit environments. The goal of the learner is to answer a query about the environment …