84 citations · 275 across the 49 of their papers we have counts for
51 papers
Anytime-valid simulation-based hypothesis testing
Patrick Forré, Lydia Brenner
For a given data distribution i.i.d., we investigate the hypothesis testing problem: vs. , for two different model pr…
Type-II Error Bounds for Test Supermartingales from Lower-Tail Hypotheses
Patrick Forré
In safe hypothesis testing with test supermartingals, Ville's inequality provides anytime-valid type-I error guarantees for every significance level , if one rejects the…
The Type-II Error of Test Supermartingales: e-Power versus the Chernoff-Stein Exponent
Patrick Forré
In safe hypothesis testing with test supermartingales, Ville's inequality provides anytime-valid type-I error guarantees for every significance level , if one rejects th…
Sample-Smooth Spaces: A Convenient Category for Differentiable Probabilistic Programming
Patrick Forré
We introduce the category of sample-smooth spaces over a mixed site. The test objects are the products of a Cartesian space with the u…
A Direct Route to Markov Chain Convergence via Asymptotic Equivalence with the Target
Patrick Forré
For a Markov kernel with an invariant probability measure , we give a self-contained proof of the Markov chain convergence theorem via a criterion called asymptotic equivale…
Foundations of Independent Component Analysis
Patrick Forré
We present the mathematical foundations of linear independent component analysis (ICA) models based on standard literature in a self-contained note. It is aimed at readers with a b…