e-process
A class of nonnegative martingales or supermartingales whose expectation under the null hypothesis does not exceed 1, providing sequential hypothesis tests that are valid at any stopping time via Ville's inequality.
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The conformal test martingale (CTM) is a special case of the e-process, in which a conformal function A maps each data point to a conformal score and computes a conformal p-value, which are then combined into an e-process for sequential testing.
An e-process is a class of nonnegative martingales or supermartingales whose expectation under the null hypothesis does not exceed 1, thereby providing anytime-valid sequential tests via Ville's inequality.
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The conformal test martingale (CTM) is a special case of the e-process, in which a conformal function A maps each data point to a conformal score and computes a conformal p-value, which are then combined into an e-process for sequential testing.
50%UnverifiedAn e-process is a class of nonnegative martingales or supermartingales whose expectation under the null hypothesis does not exceed 1, thereby providing anytime-valid sequential tests via Ville's inequality.
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