V. H. de la Peña

collaborators

3 papers

stat.ME2026

Mitigating the Winner's Curse While Controlling Multiplicity: e-Process Methods for Anytime-Valid Inference in Dose-Ranging Trials

Victor K. de la Pena, Fangyuan Lin, Demissie Alemayehu +1

Phase II dose-ranging trials often report the largest observed dose-control effect while inspecting accumulating data repeatedly. This creates two coupled distortions: selection op…

math.PR2026

The Exact Ville Identity: From the Absorbing Case to the General Law with an Application to E-Values

Victor H. de la Pena, Michael J. Klass

For a nonnegative supermartingale $(M_{n})$ with $M_{0} = 1$ , let $T_{b}$ be the first time it reaches a level $b > 1$ . Ville's inequality gives only the bound $P (T_{b} < \infty) \leq 1/ b$ …

stat.ML2026

Bounded Difference Concentration for Infinitely Exchangeable Sequences with Applications to AI Benchmark Uncertainty

Fangyuan Lin, Spencer Frei, Victor H. de la Pena

We consider the concentration properties of functions of infinitely exchangeable random variables. By conditioning on the de Finetti directing measure, we show that the deviation o…