136 citations · 816 across the 52 of their papers we have counts for
12 papers · 1 filter
E-values as statistical evidence: A comparison to Bayes factors, likelihoods, and p-values
Ben Chugg, Aaditya Ramdas, Peter Grünwald
A recurring debate in the philosophy of statistics concerns what, exactly, should count as a measure of evidence for or against a given hypothesis. P-values, likelihood ratios, and…
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…
Safe Sequential Testing and Effect Estimation in Stratified Count Data
Rosanne J. Turner, Peter D. Grünwald
Sequential decision making significantly speeds up research and is more cost-effective compared to fixed-n methods. We present a method for sequential decision making for stratifie…
Anytime Valid Tests of Conditional Independence Under Model-X
Peter Grünwald, Alexander Henzi, Tyron Lardy
We propose a sequential, anytime-valid method to test the conditional independence of a response and a predictor given a random vector . The proposed test is based on e-…
Beyond Neyman-Pearson: e-values enable hypothesis testing with a data-driven alpha
Peter Grünwald
A standard practice in statistical hypothesis testing is to mention the p-value alongside the accept/reject decision. We show the advantages of mentioning an e-value instead. With…
Exact Anytime-valid Confidence Intervals for Contingency Tables and Beyond
Rosanne Turner, Peter Grünwald
E-variables are tools for retaining type-I error guarantee with optional stopping. We extend E-variables for sequential two-sample tests to general null hypotheses and anytime-vali…
ALL-IN meta-analysis: breathing life into living systematic reviews and prospective meta-analyses
Judith ter Schure, Peter Grünwald
Science is justly admired as a cumulative process ("standing on the shoulders of giants"), yet scientific knowledge is typically built on a patchwork of research contributions with…
Generic E-Variables for Exact Sequential k-Sample Tests that allow for Optional Stopping
Rosanne Turner, Alexander Ly, Peter Grünwald
We develop E-variables for testing whether two or more data streams come from the same source or not, and more generally, whether the difference between the sources is larger than…
The Anytime-Valid Logrank Test: Error Control Under Continuous Monitoring with Unlimited Horizon
J. ter Schure, M. F. Perez-Ortiz, A. Ly +1
We introduce the anytime-valid (AV) logrank test, a version of the logrank test that provides type-I error guarantees under optional stopping and optional continuation. The test is…
Why optional stopping can be a problem for Bayesians
Rianne de Heide, Peter D. Grünwald
Recently, optional stopping has been a subject of debate in the Bayesian psychology community. Rouder (2014) argues that optional stopping is no problem for Bayesians, and even rec…
Safe Probability
Peter Grünwald
We formalize the idea of probability distributions that lead to reliable predictions about some, but not all aspects of a domain. The resulting notion of `safety' provides a fresh…
Robust Probability Updating
Thijs van Ommen, Wouter M. Koolen, Thijs E. Feenstra +1
This paper discusses an alternative to conditioning that may be used when the probability distribution is not fully specified. It does not require any assumptions (such as CAR: coa…