Year: 2026
Type: preprint
Abstract: Sequential studies with heterogeneous strata may define the estimand under a target mixture that differs from the sampling distribution. We organize the design problem by guarantee class: one pooled confidence sequence for a single prespecified target, shared pooled inference for a prespecified target set, and stratum-resolved inference when local guarantees must remain available. For target-set pooled inference we derive minimax, gap-aware, and range-capped shared proposals and an adaptive tracking rule. A specialized augmented off-policy score removes between-stratum mean heterogeneity asymptotically, recovering Neyman allocation for efficient single-target pooled inference. Robust directional certification over a convex target set is a classical intersection-union problem and does not require an M-fold vertex split. We derive a Gaussian information lower bound and an exact finite-support characteristic information that coincides with the bounded nonparametric KL-inf limit, and state sufficient conditions for first-order attainment of the Gaussian constant. Within the local-CS architecture, regularly varying boundaries imply a general allocation law with the 2/3 exponent for root-n variance-adaptive widths. Simulations and a PromptEval replay illustrate the resulting guarantee-efficiency frontier.
Source: arXiv (Cornell University)
Author: Hait, Subir
Institution: Michigan State University
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W7214967334