93 citations · 326 across the 39 of their papers we have counts for
7 papers · 1 filter
A Generalisation of Ville's Inequality to Monotonic Lower Bounds and Thresholds
Wouter M. Koolen, Muriel Felipe Pérez-Ortiz, Tyron Lardy
Essentially all anytime-valid methods hinge on Ville's inequality to gain validity across time without incurring a union bound. Ville's inequality is a proper generalisation of Mar…
Supermartingales for One-Sided Tests: Sufficient Monotone Likelihood Ratios are Sufficient
Peter D. Grünwald, Wouter M. Koolen
The t-statistic is a widely-used scale-invariant statistic for testing the null hypothesis that the mean is zero. Martingale methods enable sequential testing with the t-statistic…
Hebbian learning inspired estimation of the linear regression parameters from queries
Johannes Schmidt-Hieber, Wouter M Koolen
Local learning rules in biological neural networks (BNNs) are commonly referred to as Hebbian learning. [26] links a biologically motivated Hebbian learning rule to a specific zero…
Testing exchangeability: fork-convexity, supermartingales, and e-processes
Aaditya Ramdas, Johannes Ruf, Martin Larsson +1
Suppose we observe an infinite series of coin flips , and wish to sequentially test the null that these binary random variables are exchangeable. Nonnegative superm…
Admissible anytime-valid sequential inference must rely on nonnegative martingales
Aaditya Ramdas, Johannes Ruf, Martin Larsson +1
Confidence sequences, anytime p-values (called p-processes in this paper), and e-processes all enable sequential inference for composite and nonparametric classes of distributions…
Safe Testing
Peter Grünwald, Rianne de Heide, Wouter Koolen
We develop the theory of hypothesis testing based on the e-value, a notion of evidence that, unlike the p-value, allows for effortlessly combining results from several studies in t…