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stat.ME2024★ 1 cited
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…
stat.ME2024
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…