pith:IDVM6JAF
Optimal sequential tests yield log-optimal e-processes
Asymptotically optimal sequential tests can be aggregated into asymptotically log-optimal e-processes using WAIT e-processes.
arxiv:2605.12720 v1 · 2026-05-12 · math.ST · math.PR · stat.ML · stat.TH
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Claims
it is possible to aggregate asymptotically optimal sequential tests into asymptotically log-optimal e-processes. This is accomplished by using a new class of WAIT e-processes.
The definitions of asymptotic optimality for tests and log-optimality for e-processes are compatible in the sense that the optimal rate for stopping times directly translates to the optimal growth rate for the e-process under the alternative.
Asymptotically optimal sequential tests can be aggregated into asymptotically log-optimal e-processes via Weighted Aggregates of Indicators of stopping Times (WAIT e-processes).
References
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| First computed | 2026-05-18T03:09:49.407702Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
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curl -sH 'Accept: application/ld+json' https://pith.science/pith/IDVM6JAF7MVOEOEOOOSDPF2ERJ \
| jq -c '.canonical_record' \
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Canonical record JSON
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