Optimized combination of independent or simultaneous e-values
Methodology
2026-03-12 v1 Probability
Abstract
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.
Cite
@article{arxiv.2603.10329,
title = {Optimized combination of independent or simultaneous e-values},
author = {Jiahao Ming and Yi Shen and Ruodu Wang},
journal= {arXiv preprint arXiv:2603.10329},
year = {2026}
}