sequential-analysis

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

Monte Carlo audit of repeated testing, alpha spending, power, and stopping time

A/B testing engine with always-valid sequential inference (mSPRT) — peek continuously without inflating false positives. CUPED variance reduction, SRM detection, guardrails. FastAPI + React.

Adversarial game-integrity system that detects rigged casino games and advantage players using sequential hypothesis testing (SPRT/CUSUM) and anomaly detection.

Sequential comparison of probabilistic forecasts and anytime-valid inference in R.

Official implementation of On the Tightness and Computational Tractability of Higher-Dimensional Confidence Sequences

Statistical framework solving the A/B testing "peeking problem" using Sequential Probability Ratio Test (SPRT) with interactive Streamlit dashboard.

Bayesian estimation, simulation, and sequential analysis — a foundational experiment for building probabilistic thinking in quantitative modeling.

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.

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.

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.

An original firewall built on real math — provably consistent rules and a tunable, proven bound on false positives.

Sequential attribution of eavesdropping vs. natural noise in BB84 QKD - identifiability limits, robust change-point detection, and security-preserving operation

Code for the paper: "Profit over Proxies: A Scalable Bayesian Decision Framework for Optimizing Multi-Variant Online Experiments".

Real-time structural-break detection in time series: whitening by the series' own history, CUSUM/GLR/Shiryaev-Roberts on the whitened stream, LightGBM rankers and causal TCNs. ~Rank 160 of 1,716 in the ADIA Lab / CrunchDAO challenge, with the full 158-experiment research record run with an LLM assistant.