BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//CREST - ECPv5.1.3//NONSGML v1.0//EN
CALSCALE:GREGORIAN
METHOD:PUBLISH
X-WR-CALNAME:CREST
X-ORIGINAL-URL:https://crest.science
X-WR-CALDESC:Events for CREST
BEGIN:VTIMEZONE
TZID:Europe/Helsinki
BEGIN:DAYLIGHT
TZOFFSETFROM:+0200
TZOFFSETTO:+0300
TZNAME:EEST
DTSTART:20260329T010000
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:+0300
TZOFFSETTO:+0200
TZNAME:EET
DTSTART:20261025T010000
END:STANDARD
END:VTIMEZONE
BEGIN:VEVENT
DTSTART;TZID=Europe/Helsinki:20260601T140000
DTEND;TZID=Europe/Helsinki:20260601T153000
DTSTAMP:20260709T175507
CREATED:20260223T141235Z
LAST-MODIFIED:20260512T081622Z
UID:18824-1780322400-1780327800@crest.science
SUMMARY:Michael JORDAN (UC Berkeley & INRIA\, ENS PARIS) - Nonnegative Supermartingales\, Sequential Testing\, and Statistical Contract Theory
DESCRIPTION:Statistical Seminar: Every Monday at 2:00 pm.\nTime: 2:00 pm – 3:00 pm\nDate: 1st June\nPlace: 3001 \n  \nMichael JORDAN (UC Berkeley & INRIA\, ENS PARIS) – Nonnegative Supermartingales\, Sequential Testing\, and Statistical Contract Theory \n  \n Abstract:  \nSequential hypothesis testing is often formulated as the design of stochastic processes that are nonnegative supermartingales under the null hypothesis. Modern challenges in this area involve nonparametric\, composite hypotheses\, both for the null and the alternative. I present a general theorem delineating a class of nonnegative supermartingales that have optimal power against composite alternatives. The characterization is based on a deterministic quantity known as the “portfolio regret”—I show that any process exhibiting sublinear portfolio regret is adaptively\, asymptotically\, and almost surely\nlog-optimal. In the second half of the talk I present an application of these ideas to an emerging area at the intersection of statistical inference and economic mechanism\ndesign. Specifically\, I discuss a game-theoretic problem involving a Principal who wishes to perform tests of hypotheses\, where the choice of hypotheses is made by a strategic\, self-interested Agent. I show that incentive compatibility in this game is assured if and only if the contract provided by the Principal to the Agent is comprised of a set of nonnegative supermartingales. [Joint work with Stephen Bates\, Ricardo\nSandoval\, Michael Sklar\, Jake Soloff\, and Ian Waudby-Smith. \n  \nOrganizers: \nAnna KORBA (CREST)\, Vincent DIVOL (CREST) \, Jaouad MOURTADA (CREST) \n  \nSponsors:\nCREST-CMAP \n
URL:https://crest.science/event/michael-jordan-uc-berkeley-inria-ens-paris-tba/
CATEGORIES:Seminars,Statistics
ATTACH;FMTTYPE=:
END:VEVENT
END:VCALENDAR