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Optimal sequential tests yield log-optimal e-processes

math.ST · 2026-05-12 · accept · novelty 7.0

Asymptotically optimal sequential tests can be aggregated into asymptotically log-optimal e-processes via Weighted Aggregates of Indicators of stopping Times (WAIT e-processes).

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  • Optimal sequential tests yield log-optimal e-processes math.ST · 2026-05-12 · accept · none · ref 25

    Asymptotically optimal sequential tests can be aggregated into asymptotically log-optimal e-processes via Weighted Aggregates of Indicators of stopping Times (WAIT e-processes).