Global Sequential Testing for Multi-Stream Auditing
arXiv:2602.21479v1 Announce Type: new Abstract: Across many risk-sensitive areas, it is critical to continuously audit the performance of machine learning systems and detect any unusual behavior quickly. This can be modeled as a sequential hypothesis testing problem with $k$ incoming streams of data and a global null hypothesis that asserts that the system is working as expected across all $k$ streams. The standard global test employs a Bonferroni correction and has an expected stopping time bound of $Oleft(lnfrac{k}{alpha}right)$ […]