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Savvi 0.3.1 – A Package for Safe Anytime Valid Inference

assuncaolfi.github.io
1 points·by gatopingado·2 năm trước·0 comments

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gatopingado
·năm ngoái·discuss
That one egg was forty eggs?
gatopingado
·năm ngoái·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 năm trước·discuss
Thanks for noting! This is the right link for [1]: https://arxiv.org/abs/2210.01948
gatopingado
·2 năm trước·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 năm trước·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 năm trước·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