sequential-analysis

Different flavours of CUSUM for change point detection.

Adversarial game-integrity system that detects rigged casino games and advantage players using sequential hypothesis testing (SPRT/CUSUM) and anomaly detection.

A/B testing engine with always-valid sequential inference (mSPRT) — peek continuously without inflating false positives. CUPED variance reduction, SRM detection, guardrails. FastAPI + React.

Code for the paper: "Profit over Proxies: A Scalable Bayesian Decision Framework for Optimizing Multi-Variant Online Experiments".

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.

Statistically optimal circuit breaker for stochastic systems. 4-state CUSUM-based FSM with provably minimax detection delay (Moustakides 1986). Zero dependencies.

Sharp review-count and cost bounds with exact certified-uncertainty policies for AI-assisted financial audits