2020/03/01 by Vladimir Vovk, Ruodu Wang, Vovk, Vladimir +1 · 1 citation
Decision Sciences · Mathematics · #62F03 #62G10 (Primary) 62A01 (Secondary) #Advanced Statistical Process Monitoring #FOS: Computer and information sciences #Methodology (stat.ME) #Statistical Methods and Inference #Statistical Methods in Clinical Trials
paper · pdf · doi:10.48550/arxiv.2003.00593
openalex publication_date 2020/03/01 · openalex created_date 2020/03/06 · openalex updated_date 2026/07/28
In this paper we use e-values in the context of multiple hypothesis testing assuming that the base tests produce independent, or sequential, e-values. Our simulation and empirical studies and theoretical considerations suggest that, under this assumption, our new algorithms are superior to the known algorithms using independent p-values and to our recent algorithms designed for e-values without the assumption of independence.