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cs.IT2023★ 2 cited
Reverse Information Projections and Optimal E-statistics
Tyron Lardy, Peter Grünwald, Peter Harremoës
Information projections have found important applications in probability theory, statistics, and related areas. In the field of hypothesis testing in particular, the reverse inform…
stat.ME2023★ 1 cited
E-values for k-Sample Tests With Exponential Families
Yunda Hao, Peter Grünwald, Tyron Lardy +2
We develop and compare e-variables for testing whether samples of data are drawn from the same distribution, the alternative being that they come from different elements of an…