True and false discoveries with independent and sequential e-values
Methodology
2024-08-14 v2
Abstract
In this paper we use e-values in the context of multiple hypothesis testing assuming that the base tests produce independent, or sequential, e-values. Our simulation and empirical studies and theoretical considerations suggest that, under this assumption, our new algorithms are superior to the known algorithms using independent p-values and to our recent algorithms designed for e-values without the assumption of independence.
Cite
@article{arxiv.2003.00593,
title = {True and false discoveries with independent and sequential e-values},
author = {Vladimir Vovk and Ruodu Wang},
journal= {arXiv preprint arXiv:2003.00593},
year = {2024}
}
Comments
24 pages, 5 figures