PS-DME is a new framework that controls post-selection false coverage rate for distributional KPI estimates via e-values and is provably more sample-efficient than data splitting under explicit conditions.
As shown next, this implies that the following statistic pk(F) = min n 1,2 exp −2nk(Tk(F)) 2 o (24) is a valid p-value for the null hypothesis (21)
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Post-Selection Distributional Model Evaluation
PS-DME is a new framework that controls post-selection false coverage rate for distributional KPI estimates via e-values and is provably more sample-efficient than data splitting under explicit conditions.