136 citations · 816 across the 52 of their papers we have counts for
6 papers · 1 filter
Description length of canonical and microcanonical models
Francesca Giuffrida, Tiziano Squartini, Peter Grünwald +1
The (non-)equivalence of canonical and microcanonical ensembles is a fundamental question in statistical physics, concerning whether the use of soft and hard constraints in the max…
Reverse Information Projections and Optimal E-statistics
Tyron Lardy, Peter Grünwald, Peter Harremoës
Information projections have found important applications in probability theory, statistics, and related areas. In the field of hypothesis testing in particular, the reverse inform…
Exponential Stochastic Inequality
Peter D. Grünwald, Muriel F. Pérez-Ortiz, Zakaria Mhammedi
We develop the concept of exponential stochastic inequality (ESI), a novel notation that simultaneously captures high-probability and in-expectation statements. It is especially we…
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…
The E-Posterior
Peter Grünwald
We develop a representation of a decision maker's uncertainty based on e-variables. Like the Bayesian posterior, this *e-posterior* allows for making predictions against arbitrary…