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| Główni autorzy: | , , |
|---|---|
| Format: | Preprint |
| Wydane: |
2026
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| Hasła przedmiotowe: | |
| Dostęp online: | https://arxiv.org/abs/2602.08096 |
| Etykiety: |
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Spis treści:
- Inference on the conditional mean function (CMF) is central to tasks from adaptive experimentation to optimal treatment assignment and algorithmic fairness auditing. In this work, we provide a novel asymptotic anytime-valid test for a CMF global null (e.g., that all conditional means are zero) and contrasts between CMFs, enabling experimenters to make high confidence decisions at any time during the experiment beyond a minimum sample size. We provide mild conditions under which our tests achieve (i) asymptotic type-I error guarantees, (i) power one, and, unlike past tests, (iii) optimal sample complexity relative to a Gaussian location testing. By inverting our tests, we show how to construct function-valued asymptotic confidence sequences for the CMF and contrasts thereof. Experiments on both synthetic and real-world data show our method is well-powered across various distributions while preserving the nominal error rate under continuous monitoring.