A new 'test by betting' algorithm using interior-point barrier updates over the full decision domain rejects false null hypotheses faster than Online Newton Step while preserving anytime validity.
Peeking with peak: Sequential, nonparametric composite hypothesis tests for means of multiple data streams
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Optimistic Interior Point Methods for Sequential Hypothesis Testing by Betting
A new 'test by betting' algorithm using interior-point barrier updates over the full decision domain rejects false null hypotheses faster than Online Newton Step while preserving anytime validity.