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UniversalSPRT

Replication code for "Near-Optimal, Near-Calibrated, Non-Parametric Sequential Tests and Confidence Sequences with Possibly Dependent Observations"

To generate Figure 1, first run the cells in experiment.ipynb and then run plot_experiment.R

To generate Figure 2, change case variable to poisson in both files (cell 5 in notebook, line 11 in R script) and repeat