Sharp Finite-Time Iterated-Logarithm Martingale Concentration
By Akshay Balsubramani. 2014
52 citations recorded by the source corpus.
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- Gautam Kamath
- Ian Waudby-Smith
- Jonathan Ullman
- Aaditya Ramdas
- Jayadev Acharya
- Mark Bun
- Adam D. Smith
- Steven R. Howard
Citations in the corpus
- The structure of optimal private tests for simple hypotheses (2018, methodology): “Theorem 4.6 (Follows from Theorem 4 of [Bal15]) .”
- Uniform, nonparametric, non-asymptotic confidence sequences (2018, methodology): “When bounds are expressed in terms of intrinsic time Vt (Balsubramani, 2014), this is formally justified.”
- Time-uniform, nonparametric, nonasymptotic confidence sequences (2018, methodology): “Balsubramani [5] takes a different approach to deriving confidence sequences satisfying properties (P1)–(P4) by lower bounding a mixture martingale.”
- Estimating means of bounded random variables by betting (2020, methodology): “This ‘pseudo-maximization’ method was popularized and extended by de la Peña [30, 31], and has led to several other followup works [32, 33, 13, 34].”