{"paper":{"title":"Time-uniform, nonparametric, nonasymptotic confidence sequences","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR","stat.ME","stat.TH"],"primary_cat":"math.ST","authors_text":"Aaditya Ramdas, Jasjeet Sekhon, Jon McAuliffe, Steven R. Howard","submitted_at":"2018-10-18T19:05:00Z","abstract_excerpt":"A confidence sequence is a sequence of confidence intervals that is uniformly valid over an unbounded time horizon. Our work develops confidence sequences whose widths go to zero, with nonasymptotic coverage guarantees under nonparametric conditions. We draw connections between the Cram\\'er-Chernoff method for exponential concentration, the law of the iterated logarithm (LIL), and the sequential probability ratio test -- our confidence sequences are time-uniform extensions of the first; provide tight, nonasymptotic characterizations of the second; and generalize the third to nonparametric sett"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1810.08240","kind":"arxiv","version":9},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/1810.08240/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}