2024-06-30-duchi24a.md

title	section	abstract	layout	series	publisher	issn	id	month	tex_title	firstpage	lastpage	page	order	cycles	bibtex_author	author	date	address	container-title	volume	genre	issued	pdf	extras
An information-theoretic lower bound in time-uniform estimation	Original Papers	We present an information-theoretic lower bound for the problem of parameter estimation with time-uniform coverage guarantees. We use a reduction to sequential testing to obtain stronger lower bounds that capture the hardness of the time-uniform setting. In the case of location model estimation and logistic regression, our lower bound is $\Omega(\sqrt{n^{-1}\log \log n})$, which is tight up to constant factors in typical settings.	inproceedings	Proceedings of Machine Learning Research	PMLR	2640-3498	duchi24a	0	An information-theoretic lower bound in time-uniform estimation	1486	1500	1486-1500	1486	false	Duchi, John and Haque, Saminul	given family John Duchi given family Saminul Haque	2024-06-30		Proceedings of Thirty Seventh Conference on Learning Theory	247	inproceedings	date-parts 2024 6 30	https://proceedings.mlr.press/v247/duchi24a/duchi24a.pdf