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| Format: | Preprint |
| Veröffentlicht: |
2024
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| Schlagworte: | |
| Online-Zugang: | https://arxiv.org/abs/2409.19888 |
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| _version_ | 1866915196864299008 |
|---|---|
| author | Wang, Ruodu |
| author_facet | Wang, Ruodu |
| contents | We prove that the only admissible way of merging arbitrary e-values is to use a weighted arithmetic average. This result completes the picture of merging methods for e-values, and generalizes the result of Vovk and Wang (2021, Annals of Statistics, 49(3), 1736--1754) that the only admissible way of symmetrically merging e-values is to use the arithmetic average combined with a constant. Although the proved statement is naturally anticipated, its proof relies on a sophisticated application of optimal transport duality and a minimax theorem. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2409_19888 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | The only admissible way of merging arbitrary e-values Wang, Ruodu Statistics Theory We prove that the only admissible way of merging arbitrary e-values is to use a weighted arithmetic average. This result completes the picture of merging methods for e-values, and generalizes the result of Vovk and Wang (2021, Annals of Statistics, 49(3), 1736--1754) that the only admissible way of symmetrically merging e-values is to use the arithmetic average combined with a constant. Although the proved statement is naturally anticipated, its proof relies on a sophisticated application of optimal transport duality and a minimax theorem. |
| title | The only admissible way of merging arbitrary e-values |
| topic | Statistics Theory |
| url | https://arxiv.org/abs/2409.19888 |