1 citations · 2 across the 3 of their papers we have counts for
4 papers
Growth-Optimal E-Variables and an extension to the multivariate Csiszár-Sanov-Chernoff Theorem
Peter Grünwald, Yunda Hao, Akshay Balsubramani
We consider growth-optimal e-variables with maximal e-power, both in an absolute and relative sense, for simple null hypotheses for a -dimensional random vector, and multivariat…
E-Values for Exponential Families: the General Case
Yunda Hao, Peter Grünwald
We analyze common types of e-variables and e-processes for composite exponential family nulls: the optimal e-variable based on the reverse information projection (RIPr), the condit…
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…
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…