Log-optimal anytime-valid E-values

DOI10.1016/j.ijar.2021.09.010OpenAlexW3203933637MaRDI QIDQ2069033

Wouter M. Koolen, Peter D. Grünwald

Publication date: 20 January 2022

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ijar.2021.09.010

zbMATH Keywords

hypothesis testinganytime-valid E-valuebetting scoreE-valueimplied targettest martingales

Mathematics Subject Classification ID

Reasoning under uncertainty in the context of artificial intelligence (68T37)

Related Items (2)

A composite generalization of Ville's martingale theorem using e-processes ⋮ Generic E-Variables for Exact Sequential k-Sample Tests that allow for Optional Stopping

Cites Work

• Unnamed Item
• Test martingales, Bayes factors and \(p\)-values
• E-values: calibration, combination and applications
• Game‐Theoretic Foundations for Probability and Finance

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