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Test Martingales, Bayes Factors and $p$-Values
v1v2v3 (latest)

Test Martingales, Bayes Factors and ppp-Values

21 December 2009
Glenn Shafer
A. Shen
N. Vereshchagin
V. Vovk
ArXiv (abs)PDFHTML

Papers citing "Test Martingales, Bayes Factors and $p$-Values"

50 / 52 papers shown
STaR-Bets: Sequential Target-Recalculating Bets for Tighter Confidence Intervals
STaR-Bets: Sequential Target-Recalculating Bets for Tighter Confidence Intervals
Václav Voráček
Francesco Orabona
274
3
0
28 May 2025
Asymptotic Time-Uniform Inference for Parameters in Averaged Stochastic
  Approximation
Asymptotic Time-Uniform Inference for Parameters in Averaged Stochastic Approximation
Chuhan Xie
Kaicheng Jin
Jiadong Liang
Zhihua Zhang
228
2
0
19 Oct 2024
Sequential Kernelized Stein Discrepancy
Sequential Kernelized Stein DiscrepancyInternational Conference on Artificial Intelligence and Statistics (AISTATS), 2024
Diego Martinez-Taboada
Aaditya Ramdas
572
1
0
26 Sep 2024
Protected Test-Time Adaptation via Online Entropy Matching: A Betting Approach
Protected Test-Time Adaptation via Online Entropy Matching: A Betting ApproachNeural Information Processing Systems (NeurIPS), 2024
Yarin Bar
Shalev Shaer
Yaniv Romano
TTAOOD
499
17
0
14 Aug 2024
The Concept of Statistical Evidence: Historical Roots and Current
  Developments
The Concept of Statistical Evidence: Historical Roots and Current Developments
Michael Evans
208
3
0
09 Jun 2024
Optimal testing using combined test statistics across independent
  studies
Optimal testing using combined test statistics across independent studiesNeural Information Processing Systems (NeurIPS), 2023
Botond Szabó
A. van der Vaart
Lasse Vuursteen
Harry Van Zanten
259
2
0
30 Oct 2023
Anytime valid and asymptotically optimal statistical inference driven by
  predictive recursion
Anytime valid and asymptotically optimal statistical inference driven by predictive recursionBiometrika (Biometrika), 2023
Vaidehi Dixit
Ryan Martin
360
1
0
23 Sep 2023
On the existence of powerful p-values and e-values for composite
  hypotheses
On the existence of powerful p-values and e-values for composite hypothesesAnnals of Statistics (Ann. Stat.), 2023
Zhenyuan Zhang
Aaditya Ramdas
Ruodu Wang
292
7
0
25 May 2023
Time-uniform confidence bands for the CDF under nonstationarity
Time-uniform confidence bands for the CDF under nonstationarityNeural Information Processing Systems (NeurIPS), 2023
Paul Mineiro
Steven R. Howard
235
2
0
28 Feb 2023
Near-Optimal Non-Parametric Sequential Tests and Confidence Sequences
  with Possibly Dependent Observations
Near-Optimal Non-Parametric Sequential Tests and Confidence Sequences with Possibly Dependent Observations
Aurélien F. Bibaut
Nathan Kallus
Michael Lindon
333
19
0
29 Dec 2022
Multiple testing under negative dependence
Multiple testing under negative dependence
Ziyu Chi
Aaditya Ramdas
Ruodu Wang
435
17
0
19 Dec 2022
A lower confidence sequence for the changing mean of non-negative right
  heavy-tailed observations with bounded mean
A lower confidence sequence for the changing mean of non-negative right heavy-tailed observations with bounded mean
Paul Mineiro
196
2
0
20 Oct 2022
Anytime-valid off-policy inference for contextual bandits
Anytime-valid off-policy inference for contextual banditsACM / IMS Journal of Data Science (JDS), 2022
Ian Waudby-Smith
Lili Wu
Aaditya Ramdas
Nikos Karampatziakis
Paul Mineiro
OffRL
507
49
0
19 Oct 2022
Game-theoretic statistics and safe anytime-valid inference
Game-theoretic statistics and safe anytime-valid inferenceStatistical Science (Statist. Sci.), 2022
Aaditya Ramdas
Peter Grünwald
V. Vovk
Glenn Shafer
438
195
0
04 Oct 2022
E-values as unnormalized weights in multiple testing
E-values as unnormalized weights in multiple testingBiometrika (Biometrika), 2022
Nikolaos Ignatiadis
Ruodu Wang
Aaditya Ramdas
650
33
0
26 Apr 2022
Anytime-valid sequential testing for elicitable functionals via
  supermartingales
Anytime-valid sequential testing for elicitable functionals via supermartingalesBernoulli (Bernoulli), 2022
P. Casgrain
Martin Larsson
J. Ziegel
271
11
0
12 Apr 2022
Post-selection inference for e-value based confidence intervals
Post-selection inference for e-value based confidence intervalsElectronic Journal of Statistics (EJS), 2022
Ziyu Xu
Ruodu Wang
Aaditya Ramdas
695
24
0
23 Mar 2022
Nonparametric extensions of randomized response for private confidence
  sets
Nonparametric extensions of randomized response for private confidence setsInternational Conference on Machine Learning (ICML), 2022
Ian Waudby-Smith
Zhiwei Steven Wu
Aaditya Ramdas
322
10
0
17 Feb 2022
Nonparametric Two-Sample Testing by Betting
Nonparametric Two-Sample Testing by Betting
S. Shekhar
Aaditya Ramdas
576
48
0
16 Dec 2021
Conformal testing: binary case with Markov alternatives
Conformal testing: binary case with Markov alternativesInternational Symposium on Conformal and Probabilistic Prediction with Applications (ISCPPA), 2021
V. Vovk
I. Nouretdinov
A. Gammerman
193
3
0
02 Nov 2021
Tight Concentrations and Confidence Sequences from the Regret of
  Universal Portfolio
Tight Concentrations and Confidence Sequences from the Regret of Universal Portfolio
Francesco Orabona
Kwang-Sung Jun
423
60
0
27 Oct 2021
Comparing Sequential Forecasters
Comparing Sequential Forecasters
Yo Joong Choe
Aaditya Ramdas
AI4TS
729
16
0
30 Sep 2021
Generic E-Variables for Exact Sequential k-Sample Tests that allow for
  Optional Stopping
Generic E-Variables for Exact Sequential k-Sample Tests that allow for Optional Stopping
Rosanne Turner
A. Ly
Peter Grünwald
256
19
0
04 Jun 2021
Time-uniform central limit theory and asymptotic confidence sequences
Time-uniform central limit theory and asymptotic confidence sequencesAnnals of Statistics (Ann. Stat.), 2021
Ian Waudby-Smith
David Arbour
Ritwik Sinha
Edward H. Kennedy
Aaditya Ramdas
CML
1.1K
41
0
11 Mar 2021
Testing exchangeability: fork-convexity, supermartingales, and
  e-processes
Testing exchangeability: fork-convexity, supermartingales, and e-processesInternational Journal of Approximate Reasoning (IJAR), 2021
Aaditya Ramdas
Johannes Ruf
Martin Larsson
Wouter M. Koolen
556
79
0
01 Feb 2021
Anytime-Valid Inference for Multinomial Count Data
Anytime-Valid Inference for Multinomial Count Data
Michael Lindon
Alan Malek
210
24
0
06 Nov 2020
p-value peeking and estimating extrema
p-value peeking and estimating extrema
Akshay Balsubramani
101
0
0
02 Nov 2020
Testing with p*-values: Between p-values, mid p-values, and e-values
Testing with p*-values: Between p-values, mid p-values, and e-values
Ruodu Wang
457
6
0
27 Oct 2020
Estimating means of bounded random variables by betting
Estimating means of bounded random variables by betting
Ian Waudby-Smith
Aaditya Ramdas
973
235
0
19 Oct 2020
Finite sample inference for generic autoregressive models
Finite sample inference for generic autoregressive models
Hien Nguyen
128
0
0
23 Sep 2020
Admissible anytime-valid sequential inference must rely on nonnegative
  martingales
Admissible anytime-valid sequential inference must rely on nonnegative martingales
Aaditya Ramdas
Johannes Ruf
Martin Larsson
Wouter M. Koolen
437
135
0
07 Sep 2020
False discovery rate control with e-values
False discovery rate control with e-values
Ruodu Wang
Aaditya Ramdas
677
149
0
06 Sep 2020
Merging sequential e-values via martingales
Merging sequential e-values via martingalesElectronic Journal of Statistics (EJS), 2020
V. Vovk
Ruodu Wang
MoMe
373
13
0
13 Jul 2020
Minimax rates without the fixed sample size assumption
Minimax rates without the fixed sample size assumption
A. Kirichenko
Peter Grünwald
154
3
0
19 Jun 2020
Uncertainty quantification using martingales for misspecified Gaussian
  processes
Uncertainty quantification using martingales for misspecified Gaussian processesInternational Conference on Algorithmic Learning Theory (ALT), 2020
Willie Neiswanger
Aaditya Ramdas
UQCV
281
15
0
12 Jun 2020
Universal Inference
Universal InferenceProceedings of the National Academy of Sciences of the United States of America (PNAS), 2019
Larry A. Wasserman
Aaditya Ramdas
Sivaraman Balakrishnan
415
194
0
24 Dec 2019
E-values: Calibration, combination, and applications
E-values: Calibration, combination, and applicationsAnnals of Statistics (Ann. Stat.), 2019
V. Vovk
Ruodu Wang
565
254
0
12 Dec 2019
Non-algorithmic theory of randomness
Non-algorithmic theory of randomness
V. Vovk
93
7
0
01 Oct 2019
Testing randomness
Testing randomnessStatistical Science (Statist. Sci.), 2019
V. Vovk
265
69
0
21 Jun 2019
Safe Testing
Safe TestingInformation Theory and Applications Workshop (ITA), 2019
Peter Grünwald
R. D. Heide
Wouter M. Koolen
571
262
0
18 Jun 2019
Accumulation Bias in Meta-Analysis: The Need to Consider Time in Error
  Control
Accumulation Bias in Meta-Analysis: The Need to Consider Time in Error ControlF1000Research (F1000Research), 2019
Judith ter Schure
P. Grünwald
AIFin
138
28
0
31 May 2019
The Language of Betting as a Strategy for Statistical and Scientific
  Communication
The Language of Betting as a Strategy for Statistical and Scientific Communication
Glenn Shafer
134
59
0
16 Mar 2019
Mixture Martingales Revisited with Applications to Sequential Tests and
  Confidence Intervals
Mixture Martingales Revisited with Applications to Sequential Tests and Confidence Intervals
E. Kaufmann
Wouter M. Koolen
359
146
0
28 Nov 2018
Time-uniform, nonparametric, nonasymptotic confidence sequences
Time-uniform, nonparametric, nonasymptotic confidence sequences
Steven R. Howard
Aaditya Ramdas
Jon D. McAuliffe
Jasjeet Sekhon
1.2K
315
0
18 Oct 2018
Optional Stopping with Bayes Factors: a categorization and extension of
  folklore results, with an application to invariant situations
Optional Stopping with Bayes Factors: a categorization and extension of folklore results, with an application to invariant situations
A. Hendriksen
R. D. Heide
Peter Grünwald
286
41
0
24 Jul 2018
Performance of Test Supermartingale Confidence Intervals for the Success
  Probability of Bernoulli Trials
Performance of Test Supermartingale Confidence Intervals for the Success Probability of Bernoulli Trials
Peter Wills
E. Knill
K. Coakley
Yanbao Zhang
53
4
0
12 Sep 2017
Why optional stopping can be a problem for Bayesians
Why optional stopping can be a problem for Bayesians
R. D. Heide
Peter Grünwald
289
17
0
28 Aug 2017
Bayes factor consistency
Bayes factor consistency
S. Chib
Todd A. Kuffner
295
28
0
01 Jul 2016
Safe Probability
Safe Probability
Peter Grünwald
195
18
0
06 Apr 2016
Almost the Best of Three Worlds: Risk, Consistency and Optional Stopping
  for the Switch Criterion in Nested Model Selection
Almost the Best of Three Worlds: Risk, Consistency and Optional Stopping for the Switch Criterion in Nested Model Selection
S. V. D. Pas
Peter Grunwald
207
0
0
25 Aug 2014
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