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
Statistical framework solving the A/B testing "peeking problem" using Sequential Probability Ratio Test (SPRT) with interactive Streamlit dashboard.
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.
A/B testing engine with always-valid sequential inference (mSPRT) — peek continuously without inflating false positives. CUPED variance reduction, SRM detection, guardrails. FastAPI + React.
Official implementation of On the Tightness and Computational Tractability of Higher-Dimensional Confidence Sequences
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.
Bayesian estimation, simulation, and sequential analysis — a foundational experiment for building probabilistic thinking in quantitative modeling.
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.
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.
Sequential evidence accumulation for flood warning without a validation set. Companion implementation, London Geo Meetup #5, Birkbeck, 12 August 2026.
Reproducible benchmark for sequential change-point detection (fixed threshold, CUSUM, windowed GLR, W-formula) applied to thermal fault detection in silicon microring resonators. Validated on public Monte Carlo simulation and a real oscilloscope transient.
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.
Simulation framework measuring how often A/B decision rules are wrong. Daily peeking: 5% -> 21.5% false positive rate.
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".
Lean 4 library for martingale inequalities, anytime-valid inference, and concentration. Apache 2.0.
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