Asditya Ramdas

Mathematics Statistics

Sequential Estimation of Quantiles

Here’s an interesting talk by Aaditya Ramdas on “Sequential Estimation of Quantiles with Applications to A/B-testing and Best-arm Identification” From the description: Consider the problem of sequentially estimating quantiles of any distribution over a complete, fully-ordered set, based on a stream of i.i.d. observations. We propose new, theoretically sound and practically tight confidence sequences for […]

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