Log-optimal anytime-valid E-values
نویسندگان
چکیده
We consider the problem of measuring statistical evidence against a composite null hypothesis. base our approach on concept an E-value, which measures by multiplication factor achieved engaging in bets that are fair under null. adopt log-optimality criterion for choosing among all possible E-values, was considered earlier fixed sample size. extend these ideas to sequential testing optional stopping, revisiting anytime-valid E-values. Our main contribution is formulation criterion. study its properties, and work out examples analytically computationally.
منابع مشابه
Worst - Case - Optimal Anytime
Coalition formation is one of the key problems in mul-tiagent systems. One would prefer a coalition structure that maximizes the sum of the values of the coalitions , but often the number of coalition structures is too large to allow exhaustive search for the optimal one. This paper focuses on nding a worst case bound on how good the optimal coalition structure is compared to the best coalition...
متن کاملOptimal Incremental and Anytime Scheduling
We discuss the use of constraint programming for a class of reactive applications that concurrently monitor and control their environment. Programs dealing with such problems have to be incremental and anytime, in the sense that sensor information is accumulated incrementally and control decisions have to be made on request while the program is running. We present as a real-life example the sch...
متن کاملAnytime Optimal Coalition Structure Generation
A key problem when forming effective coalitions of autonomous agents is determining the best groupings, or the optimal coalition structure, to select to achieve some goal. To this end, we present a novel, anytime algorithm for this task that is significantly faster than current solutions. Specifically, we empirically show that we are able to find solutions that are optimal in 0.082% of the time...
متن کاملInformed Asymptotically Optimal Anytime Search
Path planning in robotics often requires finding high-quality solutions to continuously valued and/or high-dimensional problems. These problems are challenging and most planning algorithms instead solve simplified approximations. Popular approximations include graphs and random samples, as respectively used by informed graph-based searches and anytime sampling-based planners. Informed graph-bas...
متن کاملWorst-Case-Optimal Anytime Coalition Structure Generation
Coalition formation is one of the key problems in multiagent systems. One would prefer a coalition structure that maximizes the sum of the values of the coalitions, but often the number of coalition structures is too large to allow exhaustive search for the optimal one. This paper focuses on nding a worst case bound on how good the optimal coalition structure is compared to the best coalition s...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Journal of Approximate Reasoning
سال: 2021
ISSN: ['1873-4731', '0888-613X']
DOI: https://doi.org/10.1016/j.ijar.2021.09.010