OxTalks is Changing
During Michaelmas Term, OxTalks will be moving to a new platform (full details are available on the Staff Gateway).
For now, continue using the current page and event submission process (freeze period dates to be advised).
If you have any questions, please contact halo@digital.ox.ac.uk
Optimal tests following sequential experiments
We develop methods for inference following sequential experiments by studying the asymptotic properties of tests. We find that the large-sample
power of any test can be matched by a test in a suitable limit-experiment involving Gaussian diffusions. This establishes that a fixed set of statistics are asymptotically sufficient for testing; these are the number of times each treatment has been sampled, and the final value of the score/efficient influence function process for each treatment. We also derive asymptotically optimal tests under various conditions and apply these findings to three types of sequential experiments: costly sampling, group sequential trials and bandit-experiments.
Date:
8 March 2024, 14:15
Venue:
Manor Road Building, Manor Road OX1 3UQ
Venue Details:
Seminar Room C or https://zoom.us/j/93054414699?pwd=YnpYaDhncCtWdGN0MUdJQ1NmRTlGZz09
Speaker:
Karun Adusumilli (University of Pennsylvania)
Organising department:
Department of Economics
Part of:
Nuffield Econometrics Seminar
Booking required?:
Not required
Audience:
Members of the University only
Editors:
Shreyasi Banerjee,
Edward Valenzano