2 papers
stat.ME2025
Generalized Universal Inference on Risk Minimizers
Neil Dey, Ryan Martin, Jonathan P. Williams
A common goal in statistics and machine learning is estimation of unknowns. Point estimates alone are of little value without an accompanying measure of uncertainty, but traditiona…
stat.ME2024
Multiple Testing in Generalized Universal Inference
Neil Dey, Ryan Martin, Jonathan P. Williams
Compared to p-values, e-values provably guarantee safe, valid inference. If the goal is to test multiple hypotheses simultaneously, one can construct e-values for each individual t…