A Bayesian predictive model adaptively selects martingale factors to construct asymptotically log-optimal confidence sequences for bounded means while preserving anytime validity under misspecification.
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6 Pith papers cite this work, alongside 66 external citations. Polarity classification is still indexing.
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2026 6verdicts
UNVERDICTED 6representative citing papers
Finite-size general security for DPSK QKD is achieved with positive key rates for 10^5 signals beyond 12 dB loss via variable-length entropy accumulation and conic optimization.
A T-estimation-based procedure for adaptive density estimation and optimal control in offline contextual MDPs without stationarity, providing oracle risk bounds under two loss functions and finite-sample cost guarantees.
Constructs a minimax-optimal adaptive test for constant volatility in the nonparametric Gaussian white noise model under infill asymptotics, measuring deviations via the ratio of sigma(t) to its L2-average.
Profile MLE for the regime-switching threshold in null-recurrent diffusion converges at rate n^{-(1+γ)/2} to the arg sup of a doubly stochastic drifted Poisson process involving local time of oscillating Brownian motion.
Calibration experiments allow empirical Bayes to learn observational bias distributions, enabling consistent causal effect estimation from observational studies.
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Asymptotically Log-Optimal Bayes-Assisted Confidence Sequences for Bounded Means
A Bayesian predictive model adaptively selects martingale factors to construct asymptotically log-optimal confidence sequences for bounded means while preserving anytime validity under misspecification.
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Finite-size general security for differential phase shift keying via variable-length quantum key distribution
Finite-size general security for DPSK QKD is achieved with positive key rates for 10^5 signals beyond 12 dB loss via variable-length entropy accumulation and conic optimization.
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Adaptive Estimation and Optimal Control in Offline Contextual MDPs without Stationarity
A T-estimation-based procedure for adaptive density estimation and optimal control in offline contextual MDPs without stationarity, providing oracle risk bounds under two loss functions and finite-sample cost guarantees.
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Sharp adaptive nonparametric testing for constant volatility
Constructs a minimax-optimal adaptive test for constant volatility in the nonparametric Gaussian white noise model under infill asymptotics, measuring deviations via the ratio of sigma(t) to its L2-average.
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Self-organized regime switching in null-recurrent dynamics
Profile MLE for the regime-switching threshold in null-recurrent diffusion converges at rate n^{-(1+γ)/2} to the arg sup of a doubly stochastic drifted Poisson process involving local time of oscillating Brownian motion.
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The Illusion of Learning from Observational Data: An Empirical Bayes Perspective
Calibration experiments allow empirical Bayes to learn observational bias distributions, enabling consistent causal effect estimation from observational studies.