30 citations · 110 across the 29 of their papers we have counts for
3 papers · 1 filter
Propagation of chaos for maxima of particle systems with mean-field drift interaction
Nikolaos Kolliopoulos, Martin Larsson, Zeyu Zhang
We study the asymptotic behavior of the normalized maxima of real-valued diffusive particles with mean-field drift interaction. Our main result establishes propagation of chaos: in…
Anytime-valid sequential testing for elicitable functionals via supermartingales
Philippe Casgrain, Martin Larsson, Johanna Ziegel
We design sequential tests for a large class of nonparametric null hypotheses based on elicitable and identifiable functionals. Such functionals are defined in terms of scoring fun…
A composite generalization of Ville's martingale theorem using e-processes
Johannes Ruf, Martin Larsson, Wouter M. Koolen +1
We provide a composite version of Ville's theorem that an event has zero measure if and only if there exists a nonnegative martingale which explodes to infinity when that event occ…