InhomogeneousPoissonProcess

multinomial.InhomogeneousPoissonProcess(self, alpha, rho, weights, k=100)

Canary software release test from Lindon and Malek (2022).

Parameters

Name Type Description Default
alpha float Probability of Type I error \(\alpha\). required
rho np.ndarray Assignment probabilities \(\mathbf{\rho}\). required
weights np.ndarray Contrast weights \(W\). required
k float Concentration for Dirichlet prior parameters \(\mathbf{\alpha}_0 = k \mathbf{\rho}\). 100

References

Lindon, Michael, and Alan Malek. 2022. “Anytime-Valid Inference for Multinomial Count Data.” In Advances in Neural Information Processing Systems, edited by Alice H. Oh, Alekh Agarwal, Danielle Belgrave, and Kyunghyun Cho. https://openreview.net/forum?id=a4zg0jiuVi.