Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Nonparametric iterated-logarithm extensions of the sequential
  generalized likelihood ratio test   We develop a nonparametric extension of the sequential generalized likelihood
ratio (GLR) test and corresponding time-uniform confidence sequences for the
mean of a univariate distribution. By utilizing a geometric interpretation of
the GLR statistic, we derive a simple analytic upper bound on the probability
that it exceeds any prespecified boundary; these are intractable to approximate
via simulations due to infinite horizon of the tests and the composite
nonparametric nulls under consideration. Using time-uniform boundary-crossing
inequalities, we carry out a unified nonasymptotic analysis of expected sample
sizes of one-sided and open-ended tests over nonparametric classes of
distributions (including sub-Gaussian, sub-exponential, sub-gamma, and
exponential families). Finally, we present a flexible and practical method to
construct time-uniform confidence sequences that are easily tunable to be
uniformly close to the pointwise Chernoff bound over any target time interval.

18
The categories of this paper are: econ
4
The categories of this paper are: cond-mat
28
The categories of this paper are: alg-geom
37
The categories of this paper are: supr-con
30
The categories of this paper are: q-alg
23
The categories of this paper are: solv-int
1
The categories of this paper are: cs
8
The categories of this paper are: hep-ex
27
The categories of this paper are: comp-gas
36
The categories of this paper are: cmp-lg
24
The categories of this paper are: dg-ga
19
The categories of this paper are: eess
32
The categories of this paper are: atom-ph
6
The categories of this paper are: astro-ph
20
The categories of this paper are: acc-phys
25
The categories of this paper are: patt-sol