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13 results for testing-by-betting

Testing-by-betting strategies almost surely go bankrupt under null hypotheses.

problem Understanding the behavior of betting strategies under null hypotheses.
method Analyzed the asymptotics of betting strategies under null distributions, focusing on the almost sure divergence of sums.
result Testing-by-betting strategies go bankrupt with probability one under any non-degenerate null distribution.

This work examines the effects of allowing borrowing in betting-based hypothesis testing.

problem The impact of allowing borrowing in betting-based hypothesis testing.
method Examined the consequences of allowing borrowing in each round, adjusting the rejection threshold accordingly.
result There is no extra price to pay for the possibility of borrowing if a path-dependent threshold is used.

Study efficient sequential evaluation of large language models using historical data.

problem Sequentially evaluate a new large language model (LLM) on a fixed question set.
method Construct a confidence sequence (CS) and design active querying rules to shrink CS width.
result Simple uniform sampling can sometimes outperform adaptive querying rules.

Proposes real-time risk monitoring for machine learning systems under unknown shifts.

problem Dynamic distribution shifts challenge real-world machine learning systems' risk assurances.
method Sequential hypothesis testing with 'testing by betting' to detect risk violations.
result Effective real-time risk monitoring under various unknown shifts.

Sequential tests for two-sample and independence testing using betting strategies.

problem Testing sequential data for two-sample and independence without kernel selection issues.
method Prediction-based betting strategies that adaptively determine distribution and joint distribution.
result Prediction-based tests outperform kernel-based approaches in high-dimensional or structured data settings.