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DTSTART:20191103T060000
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DTSTART;TZID=America/Toronto:20200821T103000
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URL:/statistics-and-actuarial-science/events/department
 -seminar-martin-larsson-carnegie-mellon-university
SUMMARY:Department Seminar by Martin Larsson\, Carnegie Mellon University
CLASS:PUBLIC
DESCRIPTION:Summary \n\nOPTIMAL SUPERMARTINGALES FOR ANYTIME-VALID SEQUENTI
 AL TESTING\n\n-------------------------\n\nStatistical testing is`anytime-
 valid’ if the decision to stop or\ncontinue an experiment can depend on 
 anything that has been observed\nso far\, without compromising statistical
  error guarantees. For\ninstance\, suppose that a promising but inconclusi
 ve study receives\nfunding to gather additional data. Then standard p-valu
 e analysis is\ninvalidated\, but anytime-valid testing is not. A recent ap
 proach to\nanytime-valid testing views a test statistic as a bet against t
 he null\nhypothesis. These bets are constrained to be supermartingales - h
 ence\nunprofitable - under the null\, but designed to be profitable under 
 the\nrelevant alternative hypotheses. This perspective opens the door to\n
 using tools from financial mathematics. In this talk I will explain\nhow n
 otions such as supermartingale measures\, fork-convexity\, the\noptional d
 ecomposition theorem\, and universal portfolios can be used\nto design opt
 imal supermartingales for anytime-valid sequential\ntesting. (This talk is
  based on ongoing work with Aaditya Ramdas (CMU)\nand Johannes Ruf (LSE).)
  \n\nPLEASE NOTE: This talk will be given through Webex. To join\, pleas
 e\nclick here: Department seminar by Martin Larsson\n[https://uwaterloo.w
 ebex.com/uwaterloo/onstage/g.php?MTID=e9e0f4bdb17f4e6e07b8c3abb701fd4e4]\n
  
DTSTAMP:20250518T204446Z
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