1 citations · 1 across the 4 of their papers we have counts for
6 papers
Sequential Conditional Independence Testing with Machine Learning Models
Angel Reyero-Lobo, Michele Meziu, Sebastian Uriel Arias +1
Conditional independence testing is a ubiquitous problem in scientific discovery. The widely employed model-X assumption shifts the modelling burden from the dependence of the outp…
Rao-Blackwellized e-variables
Dante de Roos, Ben Chugg, Peter Grünwald +1
We show that for any concave utility, the expected utility of an e-variable can only increase after conditioning on a sufficient statistic, echoing the classic Rao-Blackwell theore…
On admissibility in post-hoc hypothesis testing
Ben Chugg, Tyron Lardy, Aaditya Ramdas +1
The validity of classical hypothesis testing requires the significance level be fixed before any statistical analysis takes place. This is a stringent requirement. For instance…
Optimal E-Values for Exponential Families: the Simple Case
Peter Grünwald, Tyron Lardy, Yunda Hao +2
We provide a general condition under which e-variables in the form of a simple-vs.-simple likelihood ratio exist when the null hypothesis is a composite, multivariate exponential f…
A universal generic description of the dynamics of the current COVID-19 pandemic
Heinrich Stolz, Dirk Semkat, Peter Grünwald
The ongoing COVID-19 pandemic is challenging every part of society. From a scientific point of view the first major task is to predict the dynamics of the pandemic, allowing govern…
Almost the Best of Three Worlds: Risk, Consistency and Optional Stopping for the Switch Criterion in Nested Model Selection
Stéphanie van der Pas, Peter Grünwald
We study the switch distribution, introduced by Van Erven et al. (2012), applied to model selection and subsequent estimation. While switching was known to be strongly consistent,…