[📌 Blog] A gentle, (mostly) non-technical introduction to game-theoretic statistics, e-values, and my recent paper with Aaditya Ramdas on combining evidence across asymmetric information sets. Originally posted in the UChicago Data Science Institute Blog.
We address an intriguing challenge for sequential anytime-valid inference that arises when combining evidence processes constructed using different information sets. Revision submitted.
We develop a statistical inference approach for counterfactually evaluating and comparing abstaining classifiers using nonparametric causal inference. Published in NeurIPS.
We develop anytime-valid inference methods for estimating & testing the time-varying mean score difference between two sequential forecasters. Published in Operations Research.