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math.ST2026
Strong duality for the GROW criterion
Ashwin Ram, Martin Larsson, Johannes Ruf +1
This paper presents general strong duality results when testing hypotheses by betting against them. A bet is an e-variable for a composite null hypothesis $\Pcal$: a nonnegative ra…
math.ST2021
Testing exchangeability: fork-convexity, supermartingales, and e-processes
Aaditya Ramdas, Johannes Ruf, Martin Larsson +1
Suppose we observe an infinite series of coin flips , and wish to sequentially test the null that these binary random variables are exchangeable. Nonnegative superm…
math.ST2020★ 30 cited
Admissible anytime-valid sequential inference must rely on nonnegative martingales
Aaditya Ramdas, Johannes Ruf, Martin Larsson +1
Confidence sequences, anytime p-values (called p-processes in this paper), and e-processes all enable sequential inference for composite and nonparametric classes of distributions…