4 papers
Measuring Evidence against Exchangeability and Group Invariance with E-values
Nick W. Koning
We study e-values for quantifying evidence against exchangeability and general invariance of a random variable under a compact group. We start by characterizing such e-values, and…
Post-hoc Hypothesis Testing and the Post-hoc -value
Nick W. Koning
In traditional hypothesis testing one must pre-specify the significance level to bound the `size' of the test: its probability to falsely reject the hypothesis. Indeed, a data…
How e-values generalize hypothesis testing: a Neyman-Pearson lemma for the e-value
Nick W. Koning
While e-values are swiftly rising in prominence, their formal relationship to classical hypothesis testing remains unsettled. We develop a unified decision-theoretic framework by v…
Assessing solution quality in risk-averse stochastic programs
E. Ruben van Beesten, Nick W. Koning, David P. Morton
In optimization problems, the quality of a candidate solution can be characterized by the optimality gap. For most stochastic optimization problems, this gap must be statistically…