Peter D. Grünwald

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
E-values for exponential families: the general case
Bernoulli
2026-09-14Paper
On admissibility in post-hoc hypothesis testing
International Journal of Approximate Reasoning
2026-08-14Paper
Learning with the Minimum Description Length Principle
Journal of the American Statistical Association
2026-04-21Paper
Beyond Neyman-Pearson: e-values enable hypothesis testing with a data-driven alpha
Proceedings of the National Academy of Sciences of the United States of America
2026-03-13Paper
Supermartingales for one-sided tests: sufficient monotone likelihood ratios are sufficient
Statistics & Probability Letters
2025-12-18Paper
Authors' reply to the discussion of `safe testing'
Journal of the Royal Statistical Society. Series B. Statistical Methodology
2025-09-25Paper
Safe testing
Journal of the Royal Statistical Society. Series B. Statistical Methodology
2025-09-25Paper
A tight excess risk bound via a unified PAC-Bayesian-Rademacher-Shtarkov-MDL complexity2025-01-31Paper
Peter D. Grünwald's contribution to the discussion of `Testing by betting: a strategy for statistical and scientific communication' by Glenn Shafer
Journal of the Royal Statistical Society. Series A. Statistics in Society
2025-01-31Paper
Reverse information projections and optimal e-statistics
IEEE Transactions on Information Theory
2025-01-23Paper
E-statistics, group invariance and anytime-valid testing
The Annals of Statistics
2024-10-18Paper
Proposer of the vote of thanks to Waudy-Smith and Ramdas and contribution to the discussion of `Estimating means of bounded random variables by betting'
Journal of the Royal Statistical Society. Series B. Statistical Methodology
2024-07-09Paper
Anytime-Valid Tests of Conditional Independence Under Model-X
Journal of the American Statistical Association
2024-07-05Paper
Generic E-Variables for Exact Sequential k-Sample Tests that allow for Optional Stopping
Journal of Statistical Planning and Inference
2024-03-14Paper
\texttt{E}-values for \(\boldsymbol{k}\)-sample tests with exponential families
Sankhyā. Series A
2024-03-04Paper
Optional stopping with Bayes factors: a categorization and extension of folklore results, with an application to invariant situations
Bayesian Analysis
2024-02-20Paper
Optional stopping with Bayes factors: a categorization and extension of folklore results, with an application to invariant situations
Bayesian Analysis
2024-02-20Paper
The no-free-lunch theorems of supervised learning
Synthese
2024-02-01Paper
Game-theoretic statistics and safe anytime-valid inference
Statistical Science
2024-01-30Paper
Game-theoretic statistics and safe anytime-valid inference
Statistical Science
2024-01-30Paper
Exact anytime-valid confidence intervals for contingency tables and beyond
Statistics & Probability Letters
2023-07-04Paper
Exponential Stochastic Inequality2023-04-27Paper
Robust subgroup discovery. Discovering subgroup lists using MDL
Data Mining and Knowledge Discovery
2022-11-14Paper
Log-optimal anytime-valid E-values
International Journal of Approximate Reasoning
2022-01-20Paper
Minimum description length revisited
International Journal of Mathematics for Industry
2021-06-28Paper
Generic E-Variables for Exact Sequential k-Sample Tests that allow for Optional Stopping
Journal of Statistical Planning and Inference
2021-06-04Paper
Fast rates for general unbounded loss functions: from ERM to generalized Bayes
(available as arXiv preprint)
2020-10-05Paper
Fast rates for general unbounded loss functions: from ERM to generalized Bayes2020-10-05Paper
Minimax rates without the fixed sample size assumption2020-06-19Paper
Efficient algorithms for minimax decisions under tree-structured incompleteness2020-02-20Paper
Nonquantum Information Gain from Higher-order Correlation Functions2019-05-25Paper
Catching up faster by switching sooner: a predictive approach to adaptive estimation with an application to the AIC-BIC dilemma. With discussion and authors' reply
Journal of the Royal Statistical Society Series B: Statistical Methodology
2019-04-30Paper
Contextuality of misspecification and data-dependent losses
Statistical Science
2018-10-02Paper
Inconsistency of Bayesian inference for misspecified linear models, and a proposal for repairing it
Bayesian Analysis
2018-02-23Paper
Inconsistency of Bayesian inference for misspecified linear models, and a proposal for repairing it
Bayesian Analysis
2018-02-23Paper
Safe probability
Journal of Statistical Planning and Inference
2018-02-16Paper
Safe probability
Journal of Statistical Planning and Inference
2018-02-16Paper
Almost the best of three worlds: risk, consistency and optional stopping for the switch criterion in nested model selection
STATISTICA SINICA
2018-01-26Paper
scientific article; zbMATH DE number 6720712 (Why is no real title available?)2017-05-18Paper
Explicit Bounds for Entropy Concentration Under Linear Constraints
IEEE Transactions on Information Theory
2017-04-28Paper
Bayes factors, relations to minimum description length, and overlapping model classes
Journal of Mathematical Psychology
2016-06-24Paper
Robust probability updating
International Journal of Approximate Reasoning
2016-05-12Paper
Fast rates in statistical and online learning
(available as arXiv preprint)
2016-02-19Paper
Fast rates in statistical and online learning2016-02-19Paper
Follow the leader if you can, hedge if you must
(available as arXiv preprint)
2014-12-08Paper
Follow the leader if you can, hedge if you must2014-12-08Paper
Safe probability: restricted conditioning and extended marginalization
Lecture Notes in Computer Science
2013-08-05Paper
The safe Bayesian. Learning the learning rate via the mixability gap
Lecture Notes in Computer Science
2012-10-16Paper
Making decisions using sets of probabilities: updating, time consistency, and calibration
(available as arXiv preprint)
2012-01-12Paper
Jeffreys versus Shtarkov distributions associated with some natural exponential families
Statistical Methodology
2011-05-20Paper
NML, Bayes and true distributions: a comment on Karabatsos and Walker (2006)
Journal of Mathematical Psychology
2009-12-07Paper
The Statistical Strength of Nonlocality Proofs
IEEE Transactions on Information Theory
2008-12-21Paper
An algorithmic and a geometric characterization of coarsening at random
The Annals of Statistics
2008-11-18Paper
Entropy concentration and the empirical coding game
Statistica Neerlandica
2008-09-18Paper
Suboptimal behavior of Bayes and MDL in classification under misspecification
Machine Learning
2007-09-20Paper
Accumulative prediction error and the selection of time series models
Journal of Mathematical Psychology
2006-10-05Paper
An empirical study of minimum description length model selection with infinite parametric complexity
Journal of Mathematical Psychology
2006-10-05Paper
Learning Theory
Lecture Notes in Computer Science
2006-06-22Paper
Taking the sting out of subjective probability2006-01-24Paper
On discriminative Bayesian network classifiers and logistic regression
Machine Learning
2005-06-17Paper
Learning Theory
Lecture Notes in Computer Science
2005-06-13Paper
scientific article; zbMATH DE number 2000824 (Why is no real title available?)2003-11-04Paper
Kolmogorov complexity and information theory. With an interpretation in terms of questions and answers
Journal of Logic, Language and Information
2003-09-01Paper
scientific article; zbMATH DE number 1804111 (Why is no real title available?)2002-09-22Paper
Model selection based on minimum description length
Journal of Mathematical Psychology
2001-09-17Paper


Research outcomes over time


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