Author name: Valentin Kilian, Stefano Cortinovis, Fran\c{c}ois Caron

arXiv:2605.07964v2 Announce Type: replace
Abstract: Confidence sequences based on test martingales provide time-uniform uncertainty quantification for the mean of bounded IID observations without parametric distributional assumptions. Their practical …

arXiv:2605.07964v1 Announce Type: cross
Abstract: Confidence sequences based on test martingales provide time-uniform uncertainty quantification for the mean of bounded IID observations without parametric distributional assumptions. Their practical ef…