A framework for optimal posterior e-values with non-convex composite hypotheses, demonstrated via statistical tests for multiple voting systems including the first treatment of Schulze.
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A Bayesian predictive model adaptively selects martingale factors to construct asymptotically log-optimal confidence sequences for bounded means while preserving anytime validity under misspecification.
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Optimal Posterior E-values with Non-Convex Parameter Sets with Applications to Voting Systems
A framework for optimal posterior e-values with non-convex composite hypotheses, demonstrated via statistical tests for multiple voting systems including the first treatment of Schulze.