sequential-testing

Runs ~20 options strategies against live market data in shadow mode, records every hypothetical fill under worst/base/optimistic assumptions, and grades each with anytime-valid e-processes. Places no orders.

Sequential Hypothesis Testing with e-Values and p-Values

Which model is really behind your API relay or agent IDE? Behavioral fingerprinting + anytime-valid sequential tests (FPR<=1%). LLMs can't be random - measured on 9 frontier models.

Sequential testing for efficient and reliable comparison of stochastic algorithms.

Fixed Sequence Multiple Testing Procedures

Bayesian A/B Testing for Proportions

Walds Sequential Probability Ratio Testing (SPRT) statistical evaluator for LLM and AI agent comparison in Ruby.

A/B testing and causal inference scored against known answers: simulations where I set the effect, and a randomised benchmark the observational methods have to recover.

A/B testing engine: frequentist + Bayesian + CUPED variance reduction + peeking-safe sequential testing

Bayesian multi-armed bandits for continuous prompt experimentation: Thompson sampling routes traffic to the best prompt variant and a stopping rule promotes a winner without a fixed-N A/B test. Zero dependencies, TypeScript-first.

Sequential A/B Testing Framework in Python

A/B test analysis that is correct by default, informative by design, and composable by construction. 88 classes, 60+ paper references.

A solution for simulating realistic exoplanet transit light curves and training a classifier to detect exoplanet transits

Ad campaign performance evaluation using AB Testing

Rank-targeted nested sequential design for LLM evaluation: reach the same ranking conclusion for less, and see which comparisons the data never supported.

Causal bandit orchestration platform for real-time adaptive experimentation, sequential testing, and interference-aware decisioning.

Automated canary control plane for LLM configs: shadow testing, sequential inference (SPRT/CUSUM), drift monitoring

Your A/B test winner is about half as good as it looked. The winner's curse, peeking and power measured on 32,363 real randomised experiments -- with a live demo that re-splits the traffic in your browser.

Anytime-valid A/B test analyzer that holds the false-positive rate under 1.5% while you peek at the dashboard continuously, where naive fixed-horizon testing leaks to 23% at 15 looks. mSPRT with confidence sequences, CUPED variance reduction (50% on the demo, SE 0.223 to 0.135), a peeking guard, and a reproducible A/A simulation.

Changepoint detection, FDR control, always-valid sequential tests, conformal prediction, causal inference, survival, extreme value, empirical Bayes and capture-recapture. TypeScript, zero dependencies.