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arXiv Machine Learning By Patrick Forr\'e

The Type-II Error of Test Supermartingales: e-Power versus the Chernoff-Stein Exponent

Read the original on arXiv Machine Learning →

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 $1/\alpha$.

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