A simple geometric proof for the characterisation of e-merging functions

Fuente: arXiv
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Autore principale: Clerico, Eugenio
Natura: Preprint
Pubblicazione: 2025
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author Clerico, Eugenio
author_facet Clerico, Eugenio
contents E-values offer a powerful framework for aggregating evidence across different (possibly dependent) statistical experiments. A fundamental question is to identify e-merging functions, namely mappings that merge several e-values into a single valid e-value. A simple and elegant characterisation of this function class was recently obtained by Wang(2025), though via technically involved arguments. This note gives a short and intuitive geometric proof of the same characterisation, based on a supporting hyperplane argument applied to concave envelopes. We also show that the result holds even without imposing monotonicity in the definition of e-merging functions, which was needed for the existing proof. This shows that any non-monotone merging rule is automatically dominated by a monotone one, and hence extending the definition beyond the monotone case brings no additional generality.
format Preprint
id arxiv_https___arxiv_org_abs_2512_09708
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle A simple geometric proof for the characterisation of e-merging functions
Clerico, Eugenio
Statistics Theory
E-values offer a powerful framework for aggregating evidence across different (possibly dependent) statistical experiments. A fundamental question is to identify e-merging functions, namely mappings that merge several e-values into a single valid e-value. A simple and elegant characterisation of this function class was recently obtained by Wang(2025), though via technically involved arguments. This note gives a short and intuitive geometric proof of the same characterisation, based on a supporting hyperplane argument applied to concave envelopes. We also show that the result holds even without imposing monotonicity in the definition of e-merging functions, which was needed for the existing proof. This shows that any non-monotone merging rule is automatically dominated by a monotone one, and hence extending the definition beyond the monotone case brings no additional generality.
title A simple geometric proof for the characterisation of e-merging functions
topic Statistics Theory
url https://arxiv.org/abs/2512.09708