Paper
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
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Raw Data (Debug)
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