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Methods of merging several p-values into a single p-value are important in their own right and widely used in multiple hypothesis testing. This paper is the first to systematically study the admissibility (in Wald's sense) of p-merging…

Statistics Theory · Mathematics 2021-03-30 Vladimir Vovk , Bin Wang , Ruodu Wang

The problem of combining p-values is an old and fundamental one, and the classic assumption of independence is often violated or unverifiable in many applications. There are many well-known rules that can combine a set of arbitrarily…

Statistics Theory · Mathematics 2025-03-21 Matteo Gasparin , Ruodu Wang , Aaditya Ramdas

Multiple testing of a single hypothesis and testing multiple hypotheses are usually done in terms of p-values. In this paper we replace p-values with their natural competitor, e-values, which are closely related to betting, Bayes factors,…

Statistics Theory · Mathematics 2021-10-26 Vladimir Vovk , Ruodu Wang

We study the problem of merging sequential or independent e-values into one e-value or e-process. We describe a class of e-value merging functions via martingales and show that it dominates all merging methods for sequential e-values. All…

Statistics Theory · Mathematics 2024-02-23 Vladimir Vovk , Ruodu Wang

This paper proposes general methods for the problem of multiple testing of a single hypothesis, with a standard goal of combining a number of p-values without making any assumptions about their dependence structure. An old result by…

Statistics Theory · Mathematics 2019-10-09 Vladimir Vovk , Ruodu Wang

Combining p-values from independent statistical tests is a popular approach to meta-analysis, particularly when the data underlying the tests are either no longer available or are difficult to combine. A diverse range of p-value combination…

Methodology · Statistics 2017-12-15 Nicholas Heard , Patrick Rubin-Delanchy

Averaging the parameters of models that have the same architecture and initialization can provide a means of combining their respective capabilities. In this paper, we take the perspective that this "merging" operation can be seen as…

Machine Learning · Computer Science 2022-08-29 Michael Matena , Colin Raffel

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…

Methodology · Statistics 2026-03-12 Jiahao Ming , Yi Shen , Ruodu Wang

A general method to combine several estimators of the same quantity is investigated. In the spirit of model and forecast averaging, the final estimator is computed as a weighted average of the initial ones, where the weights are constrained…

Methodology · Statistics 2015-05-26 Frédéric Lavancier , Paul Rochet

Equation with the symmetric integral with respect to stochastic measure is considered. For the integrator, we assume only $\sigma$-additivity in probability and continuity of the paths. It is proved that the averaging principle holds for…

Probability · Mathematics 2024-07-23 Vadym Radchenko

In this paper we propose a flexible and lightweight technique for merging compressed indices based on variants of Burrows-Wheeler transform (BWT), thus addressing the need for algorithms that compute compressed indices over large…

Data Structures and Algorithms · Computer Science 2019-03-06 Lavinia Egidi , Giovanni Manzini

Various methods of combining individual p-values into one p-value are widely used in many areas of statistical applications. We say that a combining method is valid for arbitrary dependence (VAD) if it does not require any assumption on the…

Statistics Theory · Mathematics 2021-08-17 Yuyu Chen , Peng Liu , Ken Seng Tan , Ruodu Wang

Model merging has emerged as a cost-efficient approximation to multitask learning. Among merging strategies, task arithmetic is notable for its simplicity and effectiveness. In this work, we provide a theoretical motivation for task vectors…

Obtaining more accurate equity value estimates is the starting point for stock selection, value-based indexing in a noisy market, and beating benchmark indices through tactical style rotation. Unfortunately, discounted cash flow, method of…

Statistical Finance · Quantitative Finance 2008-12-02 Kenton K. Yee

In mixture model-based clustering applications, it is common to fit several models from a family and report clustering results from only the `best' one. In such circumstances, selection of this best model is achieved using a model selection…

Methodology · Statistics 2017-10-09 Yuhong Wei , Paul D. McNicholas

Model merging, particularly through weight averaging, has shown surprising effectiveness in saving computations and improving model performance without any additional training. However, the interpretability of why and how this technique…

Machine Learning · Computer Science 2025-08-20 Hu Wang , Congbo Ma , Ibrahim Almakky , Ian Reid , Gustavo Carneiro , Mohammad Yaqub

Merging beliefs depends on the relative reliability of their sources. When unknown, assuming equal reliability is unwarranted. The solution proposed in this article is that every reliability profile is possible, and only what holds…

Artificial Intelligence · Computer Science 2021-01-08 Paolo Liberatore

In contemporary e-commerce platforms, search result pages display two types of items: ad items and organic items. Ad items are determined through an advertising auction system, while organic items are selected by a recommendation system.…

Computer Science and Game Theory · Computer Science 2025-12-01 Nan An , Weian Li , Qi Qi , Liang Zhang

The weighted average is by far the most popular approach to combining multiple forecasts of some future outcome. This paper shows that both for probability or real-valued forecasts, a non-trivial weighted average of different forecasts is…

Methodology · Statistics 2015-09-28 Ville Satopää , Lyle Ungar

Merging has become a widespread way to cheaply combine individual models into a single model that inherits their capabilities and attains better performance. This popularity has spurred rapid development of many new merging methods, which…

Machine Learning · Computer Science 2024-09-30 Derek Tam , Yash Kant , Brian Lester , Igor Gilitschenski , Colin Raffel
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