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Game-theoretic statistics and safe anytime-valid inference
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 …
e-processes for testing and confidence sequences for estimation—that remain valid at all …
Estimating means of bounded random variables by betting
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 …
problem of estimating a bounded mean. Our approach generalizes and improves on the …
[KNIHA][B] Algorithmic learning in a random world
Vladimir Vovk Alexander Gammerman Glenn Shafer Second Edition Page 1 Vladimir Vovk
Alexander Gammerman Glenn Shafer Algorithmic Learning in a Random World Second …
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 …
the Bayesian posterior, this e-posterior allows for making predictions against arbitrary loss …
False discovery rate control with e-values
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 …
uncertainty, significance and evidence. In brief, e-values are realized by random variables …
Admissible anytime-valid sequential inference must rely on nonnegative martingales
Confidence sequences, anytime p-values (called p-processes in this paper), and e-
processes all enable sequential inference for composite and nonparametric classes of …
processes all enable sequential inference for composite and nonparametric classes of …
Safe testing
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 …
evidence which, unlike p-values, allows for effortlessly combining evidence from several …
Hypothesis testing with e-values
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 …
The book is organized into three parts: Fundamental Concepts, Core Ideas, and Advanced …
Protected test-time adaptation via online entropy matching: A betting approach
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 …
two components. First, we introduce a statistical framework that detects distribution shifts in …
Quantifying uncertainty in land-use land-cover classification using conformal statistics
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 …
biodiversity and ecosystems integrity. As a result, the systematic generation of annual …