2023/06/06 by Li, Yijia, Li, Yuantong, Dai, Xiaowu
#Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)
paper · doi:10.48550/arxiv.2308.07318
We congratulate Waudby-Smith and Ramdas for their interesting paper \citewaudbysmith2022estimating 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.