Tutorials
a martingale theory of evidence (GaTech'23) part 1 part 2 part 3
game-theoretic statistics (Lunteren'23)
game-theoretic statistics (CUSO'22)
conformal prediction and calibration (NCC'22)
safe anytime-valid inference (SAVI'22)
sequential experimentation (KDD'19)
Teaching
undergrad corporate capstone (F24)
game-theoretic probability, statistics and learning (S24)
historical advances in machine learning and ai (F21)
game-theoretic statistical inference (S21)
voting, an american tradition (F20, F22)
the abcde of stat-ml methods (S20, S21, S22, S23)
stat. methods for reproducibility (F19)
intro. to machine learning (S19)
martingales, sequential, concentration (F18)
Workshops
game-theoretic statistics and SAVI (BIRS, 2025, one week)
game-theoretic statistics and SAVI (Oberwolfach, 2024, one week)
sequential anytime-valid inference (SAVI) (Eindhoven, 2022, one week)
distribution-free uncertainty quantification (ICML 2022, one day)
distribution-free uncertainty quantification (ICML 2021, one day)
learning theory (TIFR, 2020, two days)
nonparametrics (NeurIPS 2016, one day)
adaptive data analysis (NeurIPS 2016, one day)
active learning (ICML 2015, one day)
optimization (NeurIPS 2014, one day)
Miscellaneous
special issue on distribution-free uncertainty quantification
special issue on game-theoretic statistics and safe anytime-valid inference
checklists for stat-ml phd students
checklists for stat-ml assistant professors
stat-ml reading group
cartoons
anonymous student feedback
faculty course evaluations
Talks
Most of my talks are not online, but due to the pandemic, some recent ones are. These are some of them:
Podcast (Casual Inference)
JRSS Discussion paper (Estimating means of bounded random variables by betting)
Bias and UQ in bandit data analysis (YoungStats Webinar)
E-values for multiple testing (Intl Seminar on Selective Inference 2022)
Confidence Sequences (Intl Seminar on Selective Inference 2020)
Martingales, e-values and betting (Rutgers) (2020)
Universal Inference (2020)
Sampling without replacement (2021)
Exponential line-crossing inequalities (MIT 2019)
Exponential line-crossing inequalities (CMU 2019)
Quantile A/B testing and bandits (MSR 2018)
Online experimentation (BAIR 2016)
Online multiple testing overview talk (UNC’2020)
Multi-armed bandits with FDR control (2017)
Decaying memory online FDR (from 44:00 (NeurIPS’17 Oral)
Distribution-free UQ Tutorial talk (U Toulouse’20)
Conformal tutorial talk (IAS Princeton’20)
Distribution-free UQ (MBZUAI’21)
Comparing sequential forecasters (CMU’21)
Doubly-sequential experimentation (Vinted’21)
conformal panel with Jordan, Vovk, Wasserman (DFUQ’21)
interactive multiple testing (Cambridge’21)
Martingale UQ for GPs (ICML’20)
Discussion on interactive and online multiple testing
Software
Code to reproduce plots in papers is linked next to each paper. Below, I only list some relevant packages.
Confidence sequences Python package
OnlineFDR R package (shiny app, FDR) (shiny app, FWER) (vignette)
Conformal R package
Conformal Python package
SAVI companies