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TESTING March 11, 2026

Optimized combination of independent or simultaneous e-values

Authors

Jiahao Ming, Yi Shen, Ruodu Wang

Abstract

We show that a class of optimized e-value combinations, arising from a standard construction of e-processes, remains valid even when the tuning parameter is optimized based on the data. This result holds for independent e-values, and, more generally, for a new class called simultaneous e-variables, whose dependence structure lies between independence and sequential validity. We further propose an improved combination test for such e-values based on elementary symmetric polynomials.

Metadata

arXiv ID: 2603.10329
Provider: ARXIV
Primary Category: stat.ME
Published: 2026-03-11
Fetched: 2026-03-12 04:21

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Raw Data (Debug)
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