English

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.

Keywords

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

R2 v1 2026-06-23T13:59:35.245Z