On the near-optimality of betting confidence sets for bounded means

v1v2 (latest)

On the near-optimality of betting confidence sets for bounded means

2 October 2023

ArXiv (abs)PDF HTML

Papers citing "On the near-optimality of betting confidence sets for bounded means"

10 / 10 papers shown

Title
Time-Uniform Confidence Spheres for Means of Random Vectors Ben Chugg Hongjian Wang Aaditya Ramdas 186 5 0 14 Nov 2023
Tight Concentrations and Confidence Sequences from the Regret of Universal Portfolio Francesco Orabona Kwang-Sung Jun 103 42 0 27 Oct 2021
Estimating means of bounded random variables by betting Ian Waudby-Smith Aaditya Ramdas 139 163 0 19 Oct 2020
Confidence sequences for sampling without replacement Ian Waudby-Smith Aaditya Ramdas 71 43 0 08 Jun 2020
Introduction to Online Convex Optimization Elad Hazan OffRL 198 1,940 0 07 Sep 2019
Time-uniform, nonparametric, nonasymptotic confidence sequences Steven R. Howard Aaditya Ramdas Jon D. McAuliffe Jasjeet Sekhon 119 245 0 18 Oct 2018
Black-Box Reductions for Parameter-free Online Learning in Banach Spaces Ashok Cutkosky Francesco Orabona 92 148 0 17 Feb 2018
On the Complexity of Best Arm Identification in Multi-Armed Bandit Models E. Kaufmann Olivier Cappé Aurélien Garivier 209 1,028 0 16 Jul 2014
Concentration inequalities for sampling without replacement Rémi Bardenet Odalric-Ambrym Maillard 104 167 0 16 Sep 2013
Empirical Bernstein Bounds and Sample Variance Penalization Andreas Maurer Massimiliano Pontil 418 545 0 21 Jul 2009