Comparing Sequential Forecasters

Comparing Sequential Forecasters

We develop anytime-valid inference methods for estimating & testing the time-varying mean score difference between two sequential forecasters. Published in Operations Research.

October 2023 · Yo Joong Choe, Aaditya Ramdas
Counterfactually Comparing Abstaining Classifiers

Counterfactually Comparing Abstaining Classifiers

We develop a statistical inference approach for counterfactually evaluating and comparing abstaining classifiers using nonparametric causal inference. Published in NeurIPS.

December 2023 · Yo Joong Choe, Aditya Gangrade, Aaditya Ramdas
Combining Evidence Across Filtrations Using Adjusters

Combining Evidence Across Filtrations Using Adjusters

We address an intriguing challenge for anytime-valid sequential inference that arises when combining evidence processes constructed using different information sets. Under review.

May 2024 · Yo Joong Choe, Aaditya Ramdas