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Optimal sequential tests yield log-optimal e-processes

Aaditya Ramdas, Ashwin Ram

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

C1strongest claim

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.

C2weakest assumption

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.

C3one line summary

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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[1] and Ramdas, Aaditya , journal= 2023
[2] New England Journal of Statistics in Data Science , volume= 2024
[3] Howard and Aaditya Ramdas and Jon McAuliffe and Jasjeet S
[4] Journal of the Royal Statistical Society: Series B (Statistical Methodology) , year =
[5] Ramdas, Aaditya and Wang, Ruodu , title =. Foundations and Trends. 2025 , volume = 2025
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First computed 2026-05-18T03:09:49.407702Z
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Signature Pith Ed25519 (pith-v1-2026-05) · public key
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40eacf2405fb2ae2388e73a43797448a513c406649dbc2ae7525159f8872adad

Aliases

arxiv: 2605.12720 · arxiv_version: 2605.12720v1 · doi: 10.48550/arxiv.2605.12720 · pith_short_12: IDVM6JAF7MVO · pith_short_16: IDVM6JAF7MVOEOEO · pith_short_8: IDVM6JAF
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curl -sH 'Accept: application/ld+json' https://pith.science/pith/IDVM6JAF7MVOEOEOOOSDPF2ERJ \
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Canonical record JSON
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