E-values: calibration, combination and applications
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Publication:820827
Abstract: Multiple testing of a single hypothesis and testing multiple hypotheses are usually done in terms of p-values. In this paper we replace p-values with their natural competitor, e-values, which are closely related to betting, Bayes factors, and likelihood ratios. We demonstrate that e-values are often mathematically more tractable; in particular, in multiple testing of a single hypothesis, e-values can be merged simply by averaging them. This allows us to develop efficient procedures using e-values for testing multiple hypotheses.
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Cited in
(only showing first 100 items - show all)- Editorial. Probability and statistics: foundations and history. Special issue in honor of Glenn Shafer
- Log-optimal anytime-valid E-values
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- Test martingales, Bayes factors and \(p\)-values
- A discussion of ``A note on universal inference by Tse and Davison
- Anytime-Valid Tests of Conditional Independence Under Model-X
- Detecting systematic anomalies affecting systems when inputs are stationary time series
- Post-selection inference for e-value based confidence intervals
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- Maozai Tian, Keming Yu and Jiangfeng Wang's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Andrej Srakar's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Judith ter Schure's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Christian P. Robert and Joshua Bon's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Stefano Rizzelli's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Luigi Pace and Alessandra Salvan's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Joris Mulder's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Alexander Ly's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Sander Greenland's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Neil Dey, Ryan Martin, and Jonathan P. Williams' contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Christine P. Chai's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Marco Cattaneo's contribution to the discussion of ``Safe testing by Grünwald, de Heide, and Koolen
- Joshua bon and christian P. Robert's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Vladimir Vovk's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Wenkai Xu's contribution to the discussion of `safe testing' by Grünwald, de Heide and Koolen
- Christian Hennig's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Glenn Shafer's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Thorsten Dickhaus's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Martin larsson, aaditya ramdas, and johannes Ruf's contribution to the discussion of `safe testing' by Grünwald, de heide, and koolen
- David R. Bickel's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Seconder of the vote of thanks to Grünwald, de Heide, and Koolen and contribution to the discussion of `safe testing'
- Proposer of the vote of thanks to Grünwald, de Heide, and Koolen and contribution to the discussion of `safe testing'
- Safe testing
- The numeraire e-variable and reverse information projection
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- False Discovery Rate Control For Structured Multiple Testing: Asymmetric Rules And Conformal Q -values
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- A rank-based sequential test of independence
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- Author's reply to the discussion of `Testing by betting: a strategy for statistical and scientific communication' by Glenn Shafer
- Priyantha Wijayatunga's contribution to the discussion of `Testing by betting: a strategy for statistical and scientific communication' by Glenn Shafer
- Ruodu Wang's contribution to the discussion of `Testing by betting: a strategy for statistical and scientific communication' by Glenn Shafer
- Paul Vos's contribution to the discussion of `Testing by betting: a strategy for statistical and scientific communication' by Glenn Shafer
- Judith Ter Schure's contribution to the discussion of `Testing by betting: a strategy for statistical and scientific communication' by Glenn Shafer
- Stephen Senn's contribution to the discussion of `Testing by betting: a strategy for statistical and scientific communication' by Glenn Shafer
- Jorge Mateu's contribution to the discussion of `Testing by betting: a strategy for statistical and scientific communication' by Glenn Shafer
- Ryan Martin's contribution to the discussion of `Testing by betting: a strategy for statistical and scientific communication' by Glenn Shafer
- Nick Longford's contribution to the discussion of `Testing by betting: a strategy for statistical and scientific communication' by Glenn Shafer
- Tze Leung Lai and Anna Choi's contribution to the discussion of `Testing by betting: a strategy for statistical and scientific communication' by Glenn Shafer
- Kuldeep Kumar's contribution to the discussion of `Testing by betting: a strategy for statistical and scientific communication' by Glenn Shafer
- Chloe Krakauer and Kenneth Rice's contribution to the discussion of `Testing by betting: a strategy for statistical and scientific communication' by Glenn Shafer
- Sander Greenland's contribution to the discussion of `Testing by betting: a strategy for statistical and scientific communication' by Glenn Shafer
- Christine P. Chai's contribution to the discussion of `Testing by betting: a strategy for statistical and scientific communication' by Glenn Shafer
- A distillation of the live chat during the discussion of `Testing by betting: a strategy for statistical and scientific communication' by Glenn Shafer
- Christian Hennig's contribution to the discussion of `Testing by betting: a strategy for statistical and scientific communication' by Glenn Shafer
- Vladimir Vovk's contribution to the discussion of `Testing by betting: a strategy for statistical and scientific communication' by Glenn Shafer
- Arthur Paul Pedersen's contribution to the discussion of `Testing by betting: a strategy for statistical and scientific communication' by Glenn Shafer
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