expectation: A modern take on statistical A/B testing with e-values and martingales скачать в хорошем качестве

expectation: A modern take on statistical A/B testing with e-values and martingales

🔊 Recorded at PyCon DE & PyData 2025, April 23, 2025 https://2025.pycon.de/program/ZKNTGN/ 🎓 Modern statistical hypothesis testing meets game theory in this exploration of e-values and martingales for flexible, valid sequential analysis. Speakers: Jako Rostami Description: In this presentation, Jako Rostami introduces 'expectation', a Python library implementing modern statistical hypothesis testing using e-values and martingales. The framework offers an alternative approach to traditional A/B testing, based on game-theoretic probability theory. Rostami demonstrates how e-values can be interpreted through a betting/wealth accumulation metaphor, where evidence against a null hypothesis is viewed as accumulated wealth under sequential testing conditions. The framework allows for flexible stopping rules and continuous monitoring without invalidating results, addressing common challenges in practical A/B testing scenarios. Through live code demonstrations, Rostami illustrates the library's application in sequential testing, change point detection, and confidence sequences. The approach maintains statistical validity while offering practitioners more flexibility than traditional p-value methods. A key advantage is the framework's ability to handle sequential testing scenarios while maintaining type-1 error guarantees through Ville's inequality. The library implements these concepts in a modular, object-oriented design with comprehensive documentation and research-based implementations. While positioned as complementary to existing statistical methods rather than a replacement, the framework offers particular value in sequential testing scenarios common in industrial monitoring, finance, and clinical trials. ⭐️ About PyCon DE & PyData: The PyCon DE & PyData conference unite the Python, AI, and data science communities, offering a unique platform for collaboration and innovation. The PyCon DE & PyData 2025 conference, provided an exceptional experience, fostering deeper connections within the Python community while showcasing advancements in AI and data science. Attendees enjoyed a diverse and engaging program, solidifying the event as a highlight for Python and AI enthusiasts nationwide. Follow us: • LinkedIn:   / 28908640   • X: https://www.x.com/pyconde Links: • Conference website: http://pycon.de • Other sessions: https://2025.pycon.de/talks/ The conference is organized by • Python Softwareverband e.V.: http://pysv.org • NumFOCUS Inc.: http://numfocus.org • Pioneers Hub gemeinnützige GmbH: http://pioneershub.org If you enjoyed this session, please like, comment, and subscribe to our channel for more insightful talks and discussions. Share this video with your network to spread the knowledge! Hashtags: #Python #PyConDE #PyData #OpenSource #AI #DataScience #MachineLearning #SoftwareDevelopment #LLMs #Community Acknowledgements: Special thanks to all the volunteers and sponsors who made this event possible. About: Python Softwareverband e.V.: PySV is a non-profit that promotes the use and development of Python in Germany through events, education, and advocacy, fostering an open Python community. NumFOCUS Inc. supports open-source scientific computing by providing financial and logistical support to key projects like NumPy and Jupyter, promoting sustainable development and collaboration. Pioneers Hub gemeinnützige GmbH: is a non-profit fostering innovation in AI and tech by connecting experts and promoting knowledge exchange through events and collaborative initiatives. www.pydata.org PyData is an educational program of NumFOCUS, a 501(c)3 non-profit organization in the United States. PyData provides a forum for the international community of users and developers of data analysis tools to share ideas and learn from each other. The global PyData network promotes discussion of best practices, new approaches, and emerging technologies for data management, processing, analytics, and visualization. PyData communities approach data science using many languages, including (but not limited to) Python, Julia, and R.