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At first, we could implement the e-values from https://arxiv.org/abs/2010.09686
And also quantiles with https://arxiv.org/pdf/1906.09712
Plus use cases in RL/ML to follow progress as seeds come in.
Possibly, we could add https://github.com/gostevehoward/confseq in dependency except that this package is not maintained anymore (does not install for python >= 3.11).
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