136 citations · 816 across the 52 of their papers we have counts for
6 papers · 1 filter
Game-theoretic statistics and safe anytime-valid inference
Aaditya Ramdas, Peter Grünwald, Vladimir Vovk +1
Safe anytime-valid inference (SAVI) provides measures of statistical evidence and certainty -- e-processes for testing and confidence sequences for estimation -- that remain valid…
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-…
E-Statistics, Group Invariance and Anytime Valid Testing
Muriel Felipe Pérez-Ortiz, Tyron Lardy, Rianne de Heide +1
We study worst-case-growth-rate-optimal (GROW) e-statistics for hypothesis testing between two group models. It is known that under a mild condition on the action of the underlying…
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…
Minimax risk classifiers with 0-1 loss
Santiago Mazuelas, Mauricio Romero, Peter Grünwald
Supervised classification techniques use training samples to learn a classification rule with small expected 0-1 loss (error probability). Conventional methods enable tractable lea…