Safe anytime-valid inference (SAVI) provides measures of statistical evidence and certainty—
e-processes for testing and confidence sequences for estimation—that remain valid at all …

Contextual bandit algorithms are ubiquitous tools for active sequential experimentation in
healthcare and the tech industry. They involve online learning algorithms that adaptively …

We present a new theory of hypothesis testing. The main concept is the s-value, a notion of
evidence which, unlike p-values, allows for effortlessly combining evidence from several …

I discuss the benefits of looking through the 'Bayesian lens'(seeking a Bayesian
interpretation of ostensibly non-Bayesian methods), and the dangers of wearing 'Bayesian …

Abstract Model-X knockoffs is a flexible wrapper method for high-dimensional regression
algorithms, which provides guaranteed control of the false discovery rate (FDR). Due to the …

Conformal inference provides a general distribution-free method to rigorously calibrate the
output of any machine learning algorithm for novelty detection. While this approach has …

In the recent Basel Accords, the Expected Shortfall (ES) replaces the Value-at-Risk (VaR) as
the standard risk measure for market risk in the banking sector, making it the most important …

E-statistics, group invariance and anytime-valid testing Page 1 The Annals of Statistics 2024,
Vol. 52, No. 4, 1410–1432 https://doi.org/10.1214/24-AOS2394 © Institute of Mathematical …

Probability forecasts for binary events play a central role in many applications. Their quality
is commonly assessed with proper scoring rules, which assign forecasts numerical scores …

We study how to combine p-values and e-values, and design multiple testing procedures
where both p-values and e-values are available for every hypothesis. Our results provide a …