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arXiv · 2308.07318

Li, Li, and Dai's Contribution to the Discussion of "Estimating Means of Bounded Random Variables by Betting" by Waudby-Smith and Aaditya Ramdas

Yijia Li·Yuantong Li·Xiaowu Dai
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Abstract

We congratulate Waudby-Smith and Ramdas for their interesting paper \cite{waudbysmith2022estimating} in generating confidence intervals and time-uniform confidence sequences for mean estimation with bounded observations. Their methodology utilizes composite nonnegative martingales and establishes a connection to game-theoretic probability. Our comments will focus on numerical comparisons with alternative methods.

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Yijia Li, Yuantong Li, Xiaowu Dai. 2023-06-06. Li, Li, and Dai's Contribution to the Discussion of "Estimating Means of Bounded Random Variables by Betting" by Waudby-Smith and Aaditya Ramdas. https://arxiv.org/abs/2308.07318

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