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New research paper details tight bounds for sequential test stopping times

A new research paper published on arXiv introduces novel lower bounds for stopping times in sequential tests. The paper, authored by Shubhada Agrawal, provides general bounds applicable to non-parametric and composite settings, significantly extending previous parametric results. It also offers conditions for matching upper bounds, demonstrating their applicability in various non-parametric scenarios. AI

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New research paper details tight bounds for sequential test stopping times

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COVERAGE [1]

  1. arXiv stat.ML TIER_1 English(EN) · Shubhada Agrawal, Ashwin Ram, Aaditya Ramdas ·

    On Stopping Times of Power-one Sequential Tests: Tight Lower and Upper Bounds

    arXiv:2504.19952v2 Announce Type: replace-cross Abstract: We present two general lower bounds for stopping times of sequential tests between arbitrary composite nulls $\mathcal P$ and alternatives $\mathcal Q$. The first lower bound is for the ``Wald setting'' where the type-1 er…