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06/19/2023
Invariant correlation under marginal transforms
The Pearson correlation coefficient is generally not invariant under com...
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05/25/2023
When do exact and powerful p-values and e-values exist?
Given a composite null 𝒫 and composite alternative 𝒬, when and how can w...
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01/29/2023
P-values and e-values for non-parametric hypotheses with specified mean and variance
We build natural one-sided p-values and e-values for four types of non-p...
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12/19/2022
Multiple testing under negative dependence
The multiple testing literature has primarily dealt with three types of ...
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08/27/2022
E-backtesting
In the recent Basel Accords, the Expected Shortfall (ES) replaces the Va...
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08/18/2022
Efficiency of nonparametric e-tests
The notion of an e-value has been recently proposed as a possible altern...
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08/17/2022
Choquet regularization for reinforcement learning
We propose Choquet regularizers to measure and manage the level of explo...
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04/26/2022
E-values as unnormalized weights in multiple testing
Most standard weighted multiple testing methods require the weights to d...
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04/25/2022
Joint mixability and negative orthant dependence
A joint mix is a random vector with a constant component-wise sum. It is...
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03/23/2022
Post-selection inference for e-value based confidence intervals
Suppose that one can construct a valid (1-δ)-CI for each of K parameters...
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01/23/2022
Elementary proofs of four standard results on false discovery rate
We collect self-contained elementary proofs of four standard results in ...
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07/15/2021
A unified framework for bandit multiple testing
In bandit multiple hypothesis testing, each arm corresponds to a differe...
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10/27/2020
Testing with p*-values: Between p-values and e-values
We introduce the notion of p*-values (p*-variables), which generalizes p...
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09/06/2020
False discovery rate control with e-values
E-values have gained recent attention as potential alternatives to p-val...
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07/28/2020
Admissible ways of merging p-values under arbitrary dependence
Methods of merging several p-values into a single p-value are important ...
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07/24/2020
Trade-off between validity and efficiency of merging p-values under arbitrary dependence
Various methods of combining individual p-values into one p-value are wi...
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07/13/2020
A class of ie-merging functions
We describe a general class of ie-merging functions and pose the problem...
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03/01/2020
True and false discoveries with independent e-values
In this note we use e-values (a non-Bayesian version of Bayes factors) i...
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02/20/2020
The Directional Optimal Transport
We introduce a constrained optimal transport problem where origins x can...
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12/31/2019
True and false discoveries with e-values
We discuss controlling the number of false discoveries using e-values in...
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12/12/2019
Combining e-values and p-values
Multiple testing of a single hypothesis and testing multiple hypotheses ...
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10/08/2018