Different flavours of CUSUM for change point detection.
Open problems in AI safety, stated self-contained for statisticians. A companion to Lionel Levine MAIS.
Poster presented at Wayne State University 2017 Graduate and Postdoc Research Symposium
Adversarial game-integrity system that detects rigged casino games and advantage players using sequential hypothesis testing (SPRT/CUSUM) and anomaly detection.
Statistical framework solving the A/B testing "peeking problem" using Sequential Probability Ratio Test (SPRT) with interactive Streamlit dashboard.
Sequential comparison of probabilistic forecasts and anytime-valid inference in R.
A/B testing engine with always-valid sequential inference (mSPRT) — peek continuously without inflating false positives. CUPED variance reduction, SRM detection, guardrails. FastAPI + React.
Official implementation of On the Tightness and Computational Tractability of Higher-Dimensional Confidence Sequences
From-scratch A/B experimentation library: power, fixed-horizon inference, CUPED, sequential testing. Validated by simulation, then run against the Upworthy and ASOS experiment archives, ending in analyst memos with ship/no-ship calls.
Bayesian estimation, simulation, and sequential analysis — a foundational experiment for building probabilistic thinking in quantitative modeling.
A time-travel debugger and statistical bisector for AI agents: snapshot every step, fork K clones from a checkpoint, and binary-search for the step where the success rate collapses.
Monte Carlo audit of repeated testing, alpha spending, power, and stopping time
Sequential attribution of eavesdropping vs. natural noise in BB84 QKD - identifiability limits, robust change-point detection, and security-preserving operation
Simulation framework measuring how often A/B decision rules are wrong. Daily peeking: 5% -> 21.5% false positive rate.
Prompt versioning and A/B testing that refuses to declare a winner from a peeked p-value: sequential boundaries calibrated for the number of looks you actually take.
Sequential hypothesis testing for continuously-monitored quantum systems. Real-time analysis of measurement signals with adaptive stopping criteria. Published in Quantum 8, 1289 (2024).
Statistically optimal circuit breaker for stochastic systems. 4-state CUSUM-based FSM with provably minimax detection delay (Moustakides 1986). Zero dependencies.
Sequential evidence accumulation for flood warning without a validation set. Companion implementation, London Geo Meetup #5, Birkbeck, 12 August 2026.
Reproducible benchmark for sequential change-point detection (fixed threshold, CUSUM, windowed GLR, W-formula) applied to thermal fault detection in silicon microring resonators. Validated on public Monte Carlo simulation and a real oscilloscope transient.
Code for the paper: "Profit over Proxies: A Scalable Bayesian Decision Framework for Optimizing Multi-Variant Online Experiments".
To associate your repository with the sequential-analysis topic, visit your repo's landing page and select "manage topics."