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Savvi 0.3.1 – A Package for Safe Anytime Valid Inference

assuncaolfi.github.io
1 points·by gatopingado·2 lata temu·0 comments

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gatopingado
·w zeszłym roku·discuss
That one egg was forty eggs?
gatopingado
·w zeszłym roku·discuss
Cool experiment!

Once the author started taking pills independently of their stress level, the variance of differences diminished a lot. I'd wager this supports the mean reversion hypothesis.

Also, while I agree with their general conclusion that theanine probably doesn't reduce stress, I'd give assign more probability to the hypothesis that theanine does work, but in other design settings. For example: drinking tea instead of taking pills, or measuring stress levels after a day instead of an hour, or evaluating the difference across time instead of in time chunks.
gatopingado
·2 lata temu·discuss
Thanks for noting! This is the right link for [1]: https://arxiv.org/abs/2210.01948
gatopingado
·2 lata temu·discuss
This is correct. There's been a lot of interest in e-values and non-parametric confidence sequences in recent literature. It's usually refered to as anytime-valid inference [1]. Evan Miller explored a similar idea in [2]. For some practical examples, see my Python library [3] implementing multinomial and time inhomogeneous Bernoulli / Poisson process tests based in [4]. See [5] for linear models / t-tests.

[1] https://arxiv.org/abs/2210.0194

[2] https://www.evanmiller.org/sequential-ab-testing.html

[3] https://github.com/assuncaolfi/savvi/

[4] https://openreview.net/forum?id=a4zg0jiuVi

[5] https://arxiv.org/abs/2210.08589
gatopingado
·2 lata temu·discuss
A logistic regression is the same as a Bernoulli regression, which is the single trial case of a Binomial regression [1].

[1] https://www.pymc.io/projects/examples/en/latest/generalized_...
gatopingado
·2 lata temu·discuss
For anyone interested in anytime-valid testing, I wrote a Python library [1] implementing multinomial and time inhomogeneous Bernoulli / Poisson process tests based in [2].

[1] https://github.com/assuncaolfi/savvi/

[2] https://openreview.net/forum?id=a4zg0jiuVi