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Authors and Citation

Authors

  • Akbar Alasgarli. Author, maintainer.

Citation

Source: inst/CITATION

Alasgarli A (2026). seqcomp: Sequential Comparison of Probabilistic Forecasts. R package version 0.3.0., https://cran.r-project.org/package=seqcomp. 

@Manual{,
  title = {seqcomp: Sequential Comparison of Probabilistic Forecasts},
  author = {Akbar Alasgarli},
  year = {2026},
  note = {R package version 0.3.0.},
  url = {https://cran.r-project.org/package=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},
}

Arnold S, Gavrilopoulos G, Schulz B, Ziegel J (2026). “Sequential model confidence sets.” Journal of the Royal Statistical Society Series B: Statistical Methodology, qkag066. doi:10.1093/jrsssb/qkag066. 

@Article{,
  title = {Sequential model confidence sets},
  author = {Sebastian Arnold and Georgios Gavrilopoulos and Benedikt Schulz and Johanna Ziegel},
  journal = {Journal of the Royal Statistical Society Series B: Statistical Methodology},
  year = {2026},
  pages = {qkag066},
  doi = {10.1093/jrsssb/qkag066},
}

Waudby-Smith I, Ramdas A (2024). “Estimating means of bounded random variables by betting.” Journal of the Royal Statistical Society Series B: Statistical Methodology, 86(1), 1–27. doi:10.1093/jrsssb/qkad009. 

@Article{,
  title = {Estimating means of bounded random variables by betting},
  author = {Ian Waudby-Smith and Aaditya Ramdas},
  journal = {Journal of the Royal Statistical Society Series B: Statistical Methodology},
  year = {2024},
  volume = {86},
  number = {1},
  pages = {1--27},
  doi = {10.1093/jrsssb/qkad009},
}

Howard S, Ramdas A, McAuliffe J, Sekhon J (2021). “Time-uniform, nonparametric, nonasymptotic confidence sequences.” The Annals of Statistics, 49(2), 1055–1080. 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},
  pages = {1055--1080},
  doi = {10.1214/20-AOS1991},
}

Howard S, Ramdas A, McAuliffe J, Sekhon J (2020). “Time-uniform Chernoff bounds via nonnegative supermartingales.” Probability Surveys, 17, 257–317. 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},
  pages = {257--317},
  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), 2613–2640. 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},
  pages = {2613--2640},
  doi = {10.1214/24-AOS2408},
}