A single online multicalibration algorithm adaptively refines a dyadic grid and achieves instance-dependent rates: O(T^{2/3}) worst-case, O(sqrt T) for marginal stochastic data, and O(sqrt(JT)) for J-piecewise stationary means.
Sequential Tests of Statistical Hypotheses
7 Pith papers cite this work. Polarity classification is still indexing.
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2026 7representative citing papers
Under independence and tail conditions on random symmetric matrices, the DNN relaxation of the standard quadratic program is exact with probability tending to 1, the optimizer is unique and rank one, and recoverable in O(n^2) time.
Statistical model checking on the K+S model shows macro-financial and structural parameters produce stronger transient effects on unemployment and GDP growth than heuristic-rule parameters under fixed precision policies.
A generalization of the Benjamini-Hochberg procedure controls the FDR curve below any specified level in location families, and the standard procedure simultaneously controls the entire curve for free.
Power-one sequential tests exist for testing any weakly compact null set of distributions against its complement.
42% of significant turn-level associations in LLM conversation analysis are spurious due to unaccounted autocorrelation, with a validated two-stage correction framework improving replication.
Statistical model checking reproduces key stylized facts of the Island Model with confidence intervals, confirms moderate exploration rates are optimal, and enables counterfactual sensitivity analysis across parameters.
citing papers explorer
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Instance-Adaptive Online Multicalibration
A single online multicalibration algorithm adaptively refines a dyadic grid and achieves instance-dependent rates: O(T^{2/3}) worst-case, O(sqrt T) for marginal stochastic data, and O(sqrt(JT)) for J-piecewise stationary means.
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Exactness of the DNN Relaxation for Random Standard Quadratic Programs
Under independence and tail conditions on random symmetric matrices, the DNN relaxation of the standard quadratic program is exact with probability tending to 1, the optimizer is unique and rank one, and recoverable in O(n^2) time.
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Statistical Model Checking of the Keynes+Schumpeter Model: A Transient Sensitivity Analysis of a Macroeconomic ABM
Statistical model checking on the K+S model shows macro-financial and structural parameters produce stronger transient effects on unemployment and GDP growth than heuristic-rule parameters under fixed precision policies.
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Simultaneous false discovery rate control in location families
A generalization of the Benjamini-Hochberg procedure controls the FDR curve below any specified level in location families, and the standard procedure simultaneously controls the entire curve for free.
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Power one sequential tests exist for weakly compact $\mathscr P$ against $\mathscr P^c$
Power-one sequential tests exist for testing any weakly compact null set of distributions against its complement.
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The Autocorrelation Blind Spot: Why 42% of Turn-Level Findings in LLM Conversation Analysis May Be Spurious
42% of significant turn-level associations in LLM conversation analysis are spurious due to unaccounted autocorrelation, with a validated two-stage correction framework improving replication.
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Statistical Model Checking of the Island Model: An Established Economic Agent-Based Model of Endogenous Growth
Statistical model checking reproduces key stylized facts of the Island Model with confidence intervals, confirms moderate exploration rates are optimal, and enables counterfactual sensitivity analysis across parameters.