Optimal augmentation size for BONuS under a point-mass prior

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Let m~opt\tilde m_{\textnormal{opt}} be the choice of augmentation size that maximizes the power of BONuS for a point-mass prior, with mm fixed. Optimal augmentation-size conjecture.

m~opt=Θ(m).\tilde m_{\textnormal{opt}}=\Theta(\sqrt{m}).

The preceding expansion balances a pseudocount bias of order 1/m~1/\tilde m against learner degradation of order m~/m\tilde m/m, suggesting this scaling. Whether the exact BONuS power has this optimizer remains open.

References

Primary source

Abhinav Chakraborty, Junu Lee and Eugene Katsevich, “Power of masking methods for adaptive testing in a multivariate normal means problem”, arXiv:2601.07764 (2026).

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