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Safe Testing: S-Values and Optional Continuation Peter Gr unwald - PowerPoint PPT Presentation

Sep 21, 2023 •301 likes •368 views

Safe Testing: S-Values and Optional Continuation Peter Gr unwald Rianne de Heide Wouter M. Koolen Context testing composite hypotheses H 0 vs H 1 . Context testing composite hypotheses H 0 vs H 1 . Idea design S 0 that is Safe: sup

  1. Safe Testing: S-Values and Optional Continuation Peter Gr¨ unwald Rianne de Heide Wouter M. Koolen

  2. Context testing composite hypotheses H 0 vs H 1 .

  3. Context testing composite hypotheses H 0 vs H 1 . Idea design S ≥ 0 that is “Safe”: sup P ∈H 0 E P [ S ] ≤ 1. “Grow”: S ≫ 1 on H 1

  4. Context testing composite hypotheses H 0 vs H 1 . Idea design S ≥ 0 that is “Safe”: sup P ∈H 0 E P [ S ] ≤ 1. “Grow”: S ≫ 1 on H 1 Construction

  5. Context testing composite hypotheses H 0 vs H 1 . Idea design S ≥ 0 that is “Safe”: sup P ∈H 0 E P [ S ] ≤ 1. “Grow”: S ≫ 1 on H 1 Construction Poster Martingales, Bayes Factors, Optional Stopping, . . .

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