Asymptotically optimal sequential tests can be aggregated into asymptotically log-optimal e-processes via Weighted Aggregates of Indicators of stopping Times (WAIT e-processes).
International Journal of Approximate Reasoning , volume=
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Constrained log-optimal e-variables are obtained by post-processing the unconstrained optimal e-variable via an appropriate transformation.
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Optimal sequential tests yield log-optimal e-processes
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 e-variables under constraints
Constrained log-optimal e-variables are obtained by post-processing the unconstrained optimal e-variable via an appropriate transformation.