Game-theoretic statistics and safe anytime-valid inference

A Ramdas, P Grünwald, V Vovk, G Shafer - Statistical Science, 2023 - projecteuclid.org
Safe anytime-valid inference (SAVI) provides measures of statistical evidence and certainty—
e-processes for testing and confidence sequences for estimation—that remain valid at all …

Estimating means of bounded random variables by betting

I Waudby-Smith, A Ramdas - Journal of the Royal Statistical …, 2024 - academic.oup.com
We derive confidence intervals (CIs) and confidence sequences (CSs) for the classical
problem of estimating a bounded mean. Our approach generalizes and improves on the …

[KNIHA][B] Algorithmic learning in a random world

V Vovk, A Gammerman, G Shafer - 2005 - Springer
Vladimir Vovk Alexander Gammerman Glenn Shafer Second Edition Page 1 Vladimir Vovk
Alexander Gammerman Glenn Shafer Algorithmic Learning in a Random World Second …

The e-posterior

PD Grünwald - … Transactions of the Royal Society A, 2023 - royalsocietypublishing.org
We develop a representation of a decision maker's uncertainty based on e-variables. Like
the Bayesian posterior, this e-posterior allows for making predictions against arbitrary loss …

False discovery rate control with e-values

R Wang, A Ramdas - Journal of the Royal Statistical Society …, 2022 - academic.oup.com
E-values have gained attention as potential alternatives to p-values as measures of
uncertainty, significance and evidence. In brief, e-values are realized by random variables …

Admissible anytime-valid sequential inference must rely on nonnegative martingales

A Ramdas, J Ruf, M Larsson, W Koolen - arxiv preprint arxiv:2009.03167, 2020 - arxiv.org
Confidence sequences, anytime p-values (called p-processes in this paper), and e-
processes all enable sequential inference for composite and nonparametric classes of …

Safe testing

P Grünwald, R de Heide… - 2020 Information Theory …, 2020 - ieeexplore.ieee.org
We present a new theory of hypothesis testing. The main concept is the s-value, a notion of
evidence which, unlike p-values, allows for effortlessly combining evidence from several …

Hypothesis testing with e-values

A Ramdas, R Wang - arxiv preprint arxiv:2410.23614, 2024 - arxiv.org
This book is written to offer a humble, but unified, treatment of e-values in hypothesis testing.
The book is organized into three parts: Fundamental Concepts, Core Ideas, and Advanced …

Protected test-time adaptation via online entropy matching: A betting approach

Y Bar, S Shaer, Y Romano - Advances in Neural …, 2025 - proceedings.neurips.cc
We present a novel approach for test-time adaptation via online self-training, consisting of
two components. First, we introduce a statistical framework that detects distribution shifts in …

Quantifying uncertainty in land-use land-cover classification using conformal statistics

D Valle, R Izbicki, RV Leite - Remote Sensing of Environment, 2023 - Elsevier
Land-use land-cover (LULC) change is one of the most important anthropogenic threats to
biodiversity and ecosystems integrity. As a result, the systematic generation of annual …