Optimized combination of independent or simultaneous e-values
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arXiv
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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2026
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| _version_ | 1866914384870113280 |
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| author | Ming, Jiahao Shen, Yi Wang, Ruodu |
| author_facet | Ming, Jiahao Shen, Yi Wang, Ruodu |
| contents | We show that a class of optimized e-value combinations, arising from a standard construction of e-processes, remains valid even when the tuning parameter is optimized based on the data. This result holds for independent e-values, and, more generally, for a new class called simultaneous e-variables, whose dependence structure lies between independence and sequential validity. We further propose an improved combination test for such e-values based on elementary symmetric polynomials. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2603_10329 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Optimized combination of independent or simultaneous e-values Ming, Jiahao Shen, Yi Wang, Ruodu Methodology Probability We show that a class of optimized e-value combinations, arising from a standard construction of e-processes, remains valid even when the tuning parameter is optimized based on the data. This result holds for independent e-values, and, more generally, for a new class called simultaneous e-variables, whose dependence structure lies between independence and sequential validity. We further propose an improved combination test for such e-values based on elementary symmetric polynomials. |
| title | Optimized combination of independent or simultaneous e-values |
| topic | Methodology Probability |
| url | https://arxiv.org/abs/2603.10329 |