Mixture Martingales Revisited with Applications to Sequential Tests and Confidence Intervals.

Emilie Kaufmann Wouter M. Koolen

Published in: J. Mach. Learn. Res. (2021)

Keyphrases

confidence intervals
stopping rules
sample size
markov chain
mixture model
limit theorems
hypothesis testing
stochastic systems
test set
monte carlo
sufficiently small
steady state
roc curve
feature extraction
variance reduction
data sets
multimedia