Authors and Citation

Authors

• Akbar Alasgarli. Author, maintainer.

Citation

Alasgarli A (2026). seqcomp: Sequential Comparison of Probabilistic Forecasts. R package version 0.1.0. The implementation was developed with reference to the arXiv version of Choe and Ramdas (2024), which contains appendix material with additional formulae, proofs, and definitions used in the implementation. The main citation refers to the published Operations Research version., https://github.com/alasgarliakbar/seqcomp.

@Manual{,
  title = {seqcomp: Sequential Comparison of Probabilistic Forecasts},
  author = {Akbar Alasgarli},
  year = {2026},
  note = {R package version 0.1.0. The implementation was developed with reference to the arXiv version of Choe and Ramdas (2024), which contains appendix material with additional formulae, proofs, and definitions used in the implementation. The main citation refers to the published Operations Research version.},
  url = {https://github.com/alasgarliakbar/seqcomp},
}

Choe Y, Ramdas A (2024). “Comparing Sequential Forecasters.” Operations Research, 72(4), 1368–1387. doi:10.1287/opre.2021.0792.

@Article{,
  title = {Comparing Sequential Forecasters},
  author = {Yo Joong Choe and Aaditya Ramdas},
  journal = {Operations Research},
  year = {2024},
  volume = {72},
  number = {4},
  pages = {1368--1387},
  doi = {10.1287/opre.2021.0792},
}

Howard S, Ramdas A, McAuliffe J, Sekhon J (2021). “Time-uniform, nonparametric, nonasymptotic confidence sequences.” The Annals of Statistics, 49(2). doi:10.1214/20-AOS1991.

@Article{,
  title = {Time-uniform, nonparametric, nonasymptotic confidence sequences},
  author = {Steven R. Howard and Aaditya Ramdas and Jon McAuliffe and Jasjeet Sekhon},
  journal = {The Annals of Statistics},
  year = {2021},
  volume = {49},
  number = {2},
  doi = {10.1214/20-AOS1991},
}

Howard S, Ramdas A, McAuliffe J, Sekhon J (2020). “Time-uniform Chernoff bounds via nonnegative supermartingales.” Probability Surveys, 17. doi:10.1214/18-PS321.

@Article{,
  title = {Time-uniform Chernoff bounds via nonnegative supermartingales},
  author = {Steven R. Howard and Aaditya Ramdas and Jon McAuliffe and Jasjeet Sekhon},
  journal = {Probability Surveys},
  year = {2020},
  volume = {17},
  doi = {10.1214/18-PS321},
}

Ramdas A, Grünwald P, Vovk V, Shafer G (2023). “Game-Theoretic Statistics and Safe Anytime-Valid Inference.” Statistical Science, 38(4), 576–601. doi:10.1214/23-STS894.

@Article{,
  title = {Game-Theoretic Statistics and Safe Anytime-Valid Inference},
  author = {Aaditya Ramdas and Peter Grünwald and Vladimir Vovk and Glenn Shafer},
  journal = {Statistical Science},
  year = {2023},
  volume = {38},
  number = {4},
  pages = {576--601},
  doi = {10.1214/23-STS894},
}

Waudby-Smith I, Arbour D, Sinha R, Kennedy E, Ramdas A (2024). “Time-uniform central limit theory and asymptotic confidence sequences.” The Annals of Statistics, 52(6). doi:10.1214/24-AOS2408.

@Article{,
  title = {Time-uniform central limit theory and asymptotic confidence sequences},
  author = {Ian Waudby-Smith and David Arbour and Ritwik Sinha and Edward H. Kennedy and Aaditya Ramdas},
  journal = {The Annals of Statistics},
  year = {2024},
  volume = {52},
  number = {6},
  doi = {10.1214/24-AOS2408},
}