2 citations · 3 across the 5 of their papers we have counts for
5 papers
Anytime-Valid Tests for Sparse Anomalies
Muriel F. Pérez-Ortiz, Rui M. Castro, Ivo V. Stoepker
We consider the problem of testing sequentially for the presence of sparse anomalies among a large number of data streams. To this end, we design and analyze Anytime-Valid (AV) tes…
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…
Anytime-Valid Tests of Group Invariance through Conformal Prediction
Tyron Lardy, Muriel Felipe Pérez-Ortiz
We develop anytime-valid tests of invariance under the action of compact groups. The resulting test statistics are optimal in a logarithmic-growth sense. We apply our method to ext…
Exponential Stochastic Inequality
Peter D. Grünwald, Muriel F. Pérez-Ortiz, Zakaria Mhammedi
We develop the concept of exponential stochastic inequality (ESI), a novel notation that simultaneously captures high-probability and in-expectation statements. It is especially we…
E-Statistics, Group Invariance and Anytime Valid Testing
Muriel Felipe Pérez-Ortiz, Tyron Lardy, Rianne de Heide +1
We study worst-case-growth-rate-optimal (GROW) e-statistics for hypothesis testing between two group models. It is known that under a mild condition on the action of the underlying…