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Merging sequential e-values via martingales

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arxiv 2007.06382 v3 pith:OGDNEGTY submitted 2020-07-13 math.ST stat.TH

Vladimir Vovk , Ruodu Wang This is my paper · ORCID
classification math.STstat.TH
keywords merginge-valuesmartingalessequentialclasse-valuefunctionsindependent
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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 admissible methods for constructing e-processes can also be obtained in this way. In the case of merging independent e-values, the situation becomes much more complicated, and we provide a general class of such merging functions based on martingales applied to reordered data.

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Cited by 1 Pith paper

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  1. Risk-Limiting Audits for Parliamentary Majorities

    stat.AP 2026-07 accept novelty 6.0 of 10

    A parliamentary majority can be certified with far fewer inspected ballots than certifying every reported seat, using a product of seat-level anytime-valid e-processes and adaptive sampling.

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