论文标题
通过Martingales合并顺序电子价值
Merging sequential e-values via martingales
论文作者
论文摘要
我们研究将顺序或独立电子价值合并到一个电子价值或电子过程中的问题。我们通过Martingales描述了一类电子价值合并函数，并表明它主导了所有合并方法的顺序电子价值。也可以通过这种方式获得所有用于构建电子过程的可接受方法。在合并独立的电子价值的情况下，情况变得更加复杂，我们根据应用于重新排序数据的martingales提供一般的合并功能。
We study the problem of merging sequential or independent e-values into one e-value or e-process. We describe a class of e-value merging functions via martingales and show that it dominates all merging methods for sequential e-values. All admissible methods for constructing e-processes can also be obtained in this way. In the case of merging independent e-values, the situation becomes much more complicated, and we provide a general class of such merging functions based on martingales applied to reordered data.
