Philip B. Stark’s contribution to the Discussion of ‘Estimating means of bounded random variables by betting’ by Waudby-Smith and Ramdas
Philip B. Stark 对《通过投注估计有界随机变量均值》的讨论
This paper is a gem, and I predict it will have lasting impact on theoretical and applied statistics. Drawing on intellectual heritage spanning more than 80 years, illustrating and leveraging deep connections among results in probability, finance, information theory, computer science, and statistics, Waudby-Smith and Ramdas present mature, intuitive, flexible, computable, and powerful methods for two fundamental (indeed, canonical) nonparametric inference problems:…