• Corpus ID: 229717721

Merging sequential e-values via martingales

@inproceedings{Vovk2020MergingSE,
  title={Merging sequential e-values via martingales},
  author={Vladimir Vovk and Ruodu Wang},
  year={2020}
}
We study the problem of merging sequential or independent e-values into one e-value for statistical decision making. We describe a class of e-value merging functions via martingales, and show that all merging methods for sequential e-values are dominated by such a class. In case of merging independent e-values, the situation becomes much more sophis-ticated, and we provide a general class of such merging functions based on reordered test martingales. 
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