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Statistical paper clarifies best-arm identification and FWER control

By PulseAugur Editorial · [1 sources] ·

This paper explores the theoretical underpinnings of best-arm identification in statistics, specifically addressing the use of union bounds and their relationship to familywise error rate (FWER) control. It clarifies how multiplicity adjustments, such as Bonferroni correction, arise in this context, even when the best arm is unique. The authors demonstrate an equivalence between two common hypothesis orientations, showing how multiplicity issues manifest differently but remain present in both. AI

IMPACT This research clarifies statistical methods relevant to machine learning algorithms that involve selecting the best option from multiple choices.

RANK_REASON The item is an academic paper published on arXiv discussing statistical methodology. [lever_c_demoted from research: ic=1 ai=0.7]

Read on arXiv cs.LG →

AI-generated summary · Google Gemini · from 1 sources. How we write summaries →

Statistical paper clarifies best-arm identification and FWER control

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The item is an academic paper published on arXiv discussing statistical methodology. [lever_c_demoted from research: ic=1 ai=0.7]
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COVERAGE [1]

  1. arXiv cs.LG TIER_1 English(EN) · Rianne de Heide ·

    Where Does the Union Bound Go? Best-Arm Identification and Strong FWER Control

    arXiv:2608.19903v1 Announce Type: cross Abstract: In fixed-confidence best-arm identification, proofs often use a union bound across the competing arms. From a multiple-testing point of view this can look puzzling: if the best arm is unique, only one hypothesis of the form ``arm …

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