Game-theoretic statistics and safe anytime-valid inference

A Ramdas, P Grünwald, V Vovk, G Shafer - Statistical Science, 2023 - projecteuclid.org
Safe anytime-valid inference (SAVI) provides measures of statistical evidence and certainty—
e-processes for testing and confidence sequences for estimation—that remain valid at all …

The e-posterior

PD Grünwald - … Transactions of the Royal Society A, 2023 - royalsocietypublishing.org
We develop a representation of a decision maker's uncertainty based on e-variables. Like
the Bayesian posterior, this e-posterior allows for making predictions against arbitrary loss …

The Bayes factor surface for searches for new physics

A Fowlie - The European Physical Journal C, 2024 - Springer
The Bayes factor surface is a new way to present results from experimental searches for new
physics. Searches are regularly expressed in terms of phenomenological parameters–such …

Beyond Neyman-Pearson

P Grünwald - arXiv preprint arXiv:2205.00901, 2022 - arxiv.org
A standard practice in statistical hypothesis testing is to mention the p-value alongside the
accept/reject decision. We show the advantages of mentioning an e-value instead. With p …

Closed-Form Power and Sample Size Calculations for Bayes Factors

S Pawel, L Held - arXiv preprint arXiv:2406.19940, 2024 - arxiv.org
Determining an appropriate sample size is a critical element of study design, and the
method used to determine it should be consistent with the planned analysis. When the …

Beyond Neyman–Pearson: E-values enable hypothesis testing with a data-driven alpha

PD Grünwald - Proceedings of the National Academy of Sciences, 2024 - pnas.org
A standard practice in statistical hypothesis testing is to mention the P-value alongside the
accept/reject decision. We show the advantages of mentioning an e-value instead. With P …

[PDF][PDF] Safe Anytime-Valid Inference: Practical Maximally Flexible Sampling Designs for Experiments Based on e-Values

A Ly, U Boehm, P Grünwald, A Ramdas… - 2024 - files.de-1.osf.io
We show how e-values simplify the design and the conduct of experiments. These e-values
form anytime-valid tests and confidence intervals that preserve type I error guarantee …

Samuel Pawel and Leonhard Held's contribution to the Discussion of 'Safe Testing'by Grünwald, de Heide, and Koolen

S Pawel, L Held - Journal of the Royal Statistical Society Series …, 2024 - academic.oup.com
We develop the theory of hypothesis testing based on the e-value, a notion of evidence that,
unlike the p-value, allows for effortlessly combining results from several studies in the …

A Bayes Factor Framework for Unified Parameter Estimation and Hypothesis Testing

S Pawel - arXiv preprint arXiv:2403.09350, 2024 - arxiv.org
The Bayes factor, the data-based updating factor of the prior to posterior odds of two
hypotheses, is a natural measure of statistical evidence for one hypothesis over the other …

Improving Data Analysis by Testing by Betting: Optional Continuation and Descriptive Statistics

G Shafer - The New England Journal of Statistics in Data Science, 2023 - nejsds.nestat.org
When testing a statistical hypothesis, is it legitimate to deliberate on the basis of initial data
about whether and how to collect further data? Game-theoretic probability's fundamental …