2 papers
math.ST2026
Optimal e-values for testing the mean of a bounded random variable against a composite alternative
Sebastian Arnold, Eugenio Clerico
We derive explicitly the e-values with optimal (relative) growth rate in the worst case for testing the mean of a bounded random variable, thereby providing the first application o…
stat.ME2025
An exploration of sequential Bayesian variable selection -- A comment on García-Donato et al. (2025). "Model uncertainty and missing data: An objective Bayesian perspective"
Sebastian Arnold, Alexander Ly
Our comment on García-Donato et al. (2025). "Model uncertainty and missing data: An objective Bayesian perspective" explores a further extension of the proposed methodology. Specif…