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stat.ME2024
Multiple Testing in Generalized Universal Inference
Neil Dey, Ryan Martin, Jonathan P. Williams
Compared to p-values, e-values provably guarantee safe, valid inference. If the goal is to test multiple hypotheses simultaneously, one can construct e-values for each individual t…
stat.ME2024
Generalized Universal Inference on Risk Minimizers
Neil Dey, Ryan Martin, Jonathan P. Williams
A common goal in statistics and machine learning is estimation of unknowns. Point estimates alone are of little value without an accompanying measure of uncertainty, but traditiona…