Abstract
We introduce probability estimation, a broadly applicable framework to certify randomness in a finite sequence of measurement results without assuming that these results are independent and identically distributed. Probability estimation can take advantage of verifiable physical constraints, and the certification is with respect to classical side information. Examples include randomness from single-photon measurements and device-independent randomness from Bell tests. Advantages of probability estimation include adaptability to changing experimental conditions, unproblematic early stopping when goals are achieved, optimal randomness rates, applicability to Bell tests with small violations, and unsurpassed finite-data efficiency. We greatly reduce latencies for producing random bits and formulate an associated rate-tradeoff problem of independent interest. We also show that the latency is determined by an information-theoretic measure of nonlocality rather than the Bell violation.