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math.ST2025
A simple geometric proof for the characterisation of e-merging functions
Eugenio Clerico
E-values offer a powerful framework for aggregating evidence across different (possibly dependent) statistical experiments. A fundamental question is to identify e-merging function…
math.ST2025
Confidence Sequences for Generalized Linear Models via Regret Analysis
Eugenio Clerico, Hamish Flynn, Wojciech Kotłowski +1
We develop a methodology for constructing confidence sets for parameters of statistical models via a reduction to sequential prediction. Our key observation is that for any general…