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Time-sensitive anytime-valid testing

math.ST · 2026-05-07 · unverdicted · novelty 7.0

A time-sensitive betting framework optimizes expected rewards for early rejection in anytime-valid tests, yielding an exponential-decay-optimal (EDO) criterion as a finite-time counterpart to the growth-rate-optimal (GRO) one.

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  • Time-sensitive anytime-valid testing math.ST · 2026-05-07 · unverdicted · none · ref 23

    A time-sensitive betting framework optimizes expected rewards for early rejection in anytime-valid tests, yielding an exponential-decay-optimal (EDO) criterion as a finite-time counterpart to the growth-rate-optimal (GRO) one.