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SUMMARY:Large-scale sequential experimentation - Wessel Bruinsma and Jiri 
 Hron (University of Cambridge)
DTSTART:20201125T110000Z
DTEND:20201125T123000Z
UID:TALK153901@talks.cam.ac.uk
CONTACT:Elre Oldewage
DESCRIPTION:Standard hypothesis tests require you to commit to a prespecif
 ied sample size. It is not allowed to peek at the data during the collecti
 on process and stop prematurely. Several famous works have unsuspectingly 
 fallen victim to this subtle catch\, impelling the authors to eventually r
 etract the paper. In this reading group\, we will look at uniform confiden
 ce sequences (UCSs)\, which can be used to construct testing procedures th
 at _do_ allow you to peek at the data and stop prematurely\, and see how t
 hese UCSs connect to betting games. In preparation for the reading group\,
  we recommend watching [1] (resp. reading [2] on which the talk is based)\
 , and optionally also watching [3] (resp. reading [4]).\n\n[1] https://www
 .youtube.com/watch?v=po0EsW-ixig\n\n[2] https://arxiv.org/abs/1810.08240\n
 \n[3] https://www.youtube.com/watch?v=N3N26HQBWow\n\n[4] https://arxiv.org
 /abs/2010.09686
LOCATION:https://eng-cam.zoom.us/j/86068703738?pwd=YnFleXFQOE1qR1h6Vmtwbno
 0LzFHdz09
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