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math.ST2026
Post-Hoc Large-Sample Statistical Inference
Ben Chugg, Etienne Gauthier, Michael I. Jordan +2
We derive inferential procedures for large sample sizes that remain valid under data-dependent significance levels (so-called "post-hoc valid inference"). Classical statistical too…
math.ST2025
Universal Log-Optimality for General Classes of e-processes and Sequential Hypothesis Tests
Ian Waudby-Smith, Ricardo Sandoval, Michael I. Jordan
We consider the problem of sequential hypothesis testing by betting. For a general class of composite testing problems -- which include bounded mean testing, equal mean testing for…