Asymptotically optimal sequential tests can be aggregated into asymptotically log-optimal e-processes via Weighted Aggregates of Indicators of stopping Times (WAIT e-processes).
Adrian Drăgulescu and Victor M
2 Pith papers cite this work. Polarity classification is still indexing.
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SGD weight matrices are portfolio allocations whose spectra transition from Marchenko-Pastur to inverse-Wishart, unified by a Spectral Invariance Theorem that preserves singular-value distributions under isotropic perturbations.
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Optimal sequential tests yield log-optimal e-processes
Asymptotically optimal sequential tests can be aggregated into asymptotically log-optimal e-processes via Weighted Aggregates of Indicators of stopping Times (WAIT e-processes).
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Spectral Portfolio Theory: From SGD Weight Matrices to Wealth Dynamics
SGD weight matrices are portfolio allocations whose spectra transition from Marchenko-Pastur to inverse-Wishart, unified by a Spectral Invariance Theorem that preserves singular-value distributions under isotropic perturbations.