Testing exchangeability: fork-convexity, supermartingales and e-processes
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Publication:2069034
DOI10.1016/j.ijar.2021.06.017OpenAlexW3175186327MaRDI QIDQ2069034
Aaditya Ramdas, Wouter M. Koolen, Martin Larsson, Johannes Ruf
Publication date: 20 January 2022
Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.00630
universal codinggame-theoretic probabilityoptional stoppingmethod of mixturesanytime-valid sequential inferencecomposite Snell envelope
Related Items (4)
Game-theoretic statistics and safe anytime-valid inference ⋮ A composite generalization of Ville's martingale theorem using e-processes ⋮ Sequentially valid tests for forecast calibration ⋮ Sequential testing for elicitable functionals via supermartingales
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