arXiv:2610. 08210v1 Announce Type: cross Abstract: For a given data distribution $(X_t)_{t \in \mathbb{N}} \sim Q$ i.
For a given data distribution $(X_t)_{t \in \mathbb{N}} \sim Q$ i.i.d., we investigate the hypothesis testing problem: $H_0: Q = P_0$ vs. $H_1: Q = P_1$, for two different model probability distributi...
arXiv:2602. 17587v3 Announce Type: replace-cross Abstract: We study one-sided and $\alpha$-correct sequential hypothesis testing for data generated by an ergodic, finite-state Markov chain.
arXiv:2504. 19952v2 Announce Type: replace-cross Abstract: We present two general lower bounds for stopping times of sequential tests between arbitrary composite nulls $\mathcal P$ and alternatives $\mathcal Q$.
arXiv:2609.27766v1 Announce Type: cross Abstract: In safe hypothesis testing with test supermartingals, Ville's inequality provides anytime-valid type-I error guarantees for every significance level...
arXiv:2602. 13848v2 Announce Type: replace Abstract: We propose a sequential test for detecting arbitrary distribution shifts that allows conformal test martingales (CTMs) to work under a fixed, reference-conditional setting.
arXiv:2610. 23131v1 Announce Type: cross Abstract: Conformal test martingales (CTMs) are e-processes for sequentially testing exchangeability via p-values produced by a conformity function $A$.
arXiv:2609.27179v1 Announce Type: cross Abstract: We study distribution-free sequential changepoint detection for independent observations with unknown and unrestricted pre- and post-change laws. We...
arXiv:2609. 27765v1 Announce Type: cross Abstract: In safe hypothesis testing with test supermartingales, Ville's inequality provides anytime-valid type-I error guarantees for every significance level $\alpha\in(0,1]$, if one rejects the null hypothesis whenever the wealth process first exceeds $1/\alpha$.
arXiv:2603. 17925v2 Announce Type: replace-cross Abstract: We consider a variant of sequential testing by betting where, at each time step, the statistician is presented with multiple data sources (arms) and obtains data by choosing one of the arms.
arXiv:2608. 09450v1 Announce Type: new Abstract: Betting-based sequential tests and Blackwell approachability are linked by a rate-explicit reduction through support-function residuals.
arXiv:2609.27179v2 Announce Type: replace-cross Abstract: We study the challenging problem of distribution-free sequential changepoint detection for independent observations with unknown and \emph{co...
arXiv:2608. 06262v1 Announce Type: new Abstract: Model evaluations may fix all tests before observing any responses or select later tests using earlier responses.