The extended Ville's inequality for nonintegrable nonnegative
supermartingales

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The extended Ville's inequality for nonintegrable nonnegative supermartingales

3 April 2023

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Papers citing "The extended Ville's inequality for nonintegrable nonnegative supermartingales"

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Title
Randomized and Exchangeable Improvements of Markov's, Chebyshev's and Chernoff's Inequalities Aaditya Ramdas Tudor Manole 176 30 0 05 Apr 2023
A unified recipe for deriving (time-uniform) PAC-Bayes bounds Ben Chugg Hongjian Wang Aaditya Ramdas 87 26 0 07 Feb 2023
Game-theoretic statistics and safe anytime-valid inference Aaditya Ramdas Peter Grünwald V. Vovk Glenn Shafer 104 130 0 04 Oct 2022
E-Statistics, Group Invariance and Anytime Valid Testing M. F. Pérez-Ortiz Tyron Lardy R. D. Heide Peter Grünwald 69 22 0 16 Aug 2022
A composite generalization of Ville's martingale theorem Johannes Ruf Martin Larsson Wouter M. Koolen Aaditya Ramdas 107 14 0 09 Mar 2022
Comparing Sequential Forecasters Yo Joong Choe Aaditya Ramdas AI4TS 67 12 0 30 Sep 2021
Martingale Methods for Sequential Estimation of Convex Functionals and Divergences Tudor Manole Aaditya Ramdas 68 20 0 16 Mar 2021
Testing exchangeability: fork-convexity, supermartingales, and e-processes Aaditya Ramdas Johannes Ruf Martin Larsson Wouter M. Koolen 150 64 0 01 Feb 2021
Estimating means of bounded random variables by betting Ian Waudby-Smith Aaditya Ramdas 139 163 0 19 Oct 2020
Admissible anytime-valid sequential inference must rely on nonnegative martingales Aaditya Ramdas Johannes Ruf Martin Larsson Wouter M. Koolen 85 111 0 07 Sep 2020
Confidence sequences for sampling without replacement Ian Waudby-Smith Aaditya Ramdas 71 43 0 08 Jun 2020
Time-uniform, nonparametric, nonasymptotic confidence sequences Steven R. Howard Aaditya Ramdas Jon D. McAuliffe Jasjeet Sekhon 119 245 0 18 Oct 2018