AI RESEARCH
Combining Evidence Across Filtrations
arXiv CS.LG
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ArXi:2402.09698v5 Announce Type: replace-cross In sequential anytime-valid inference, any admissible procedure must be based on e-processes: generalizations of test martingales that quantify the accumulated evidence against a composite null hypothesis at any stopping time. This paper proposes a method for combining e-processes constructed in different filtrations but for the same null.