论文标题

电子统计数据,小组不变性和任何时间有效测试

E-Statistics, Group Invariance and Anytime Valid Testing

论文作者

Pérez-Ortiz, Muriel Felipe, Lardy, Tyron, de Heide, Rianne, Grünwald, Peter

论文摘要

我们研究了两个组模型之间的假设检验的最差基础生长率 - 最佳(增长)电子统计量。众所周知,在基础G的基本组对数据的作用的温和条件下,存在最大不变的统计量。我们表明,在所有E统计量中,无论是否不变,在绝对和相对意义上,最大不变统计量的可能性比都在增长,并且任何时间 - valid检验都可以基于它。在G上,生长的电子统计量等于贝叶斯因素。对G组的关键假设是其不适当的性,这是一种众所周知的群体理论条件,例如在规模阶段家庭中。我们的结果还适用于有限维线性回归。

We study worst-case-growth-rate-optimal (GROW) e-statistics for hypothesis testing between two group models. It is known that under a mild condition on the action of the underlying group G on the data, there exists a maximally invariant statistic. We show that among all e-statistics, invariant or not, the likelihood ratio of the maximally invariant statistic is GROW, both in the absolute and in the relative sense, and that an anytime-valid test can be based on it. The GROW e-statistic is equal to a Bayes factor with a right Haar prior on G. Our treatment avoids nonuniqueness issues that sometimes arise for such priors in Bayesian contexts. A crucial assumption on the group G is its amenability, a well-known group-theoretical condition, which holds, for instance, in scale-location families. Our results also apply to finite-dimensional linear regression.

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