论文标题
游戏理论统计和安全的录音推理
Game-theoretic statistics and safe anytime-valid inference
论文作者
论文摘要
安全的任何时间 - valid推理（SAVI）提供了统计证据和确定性的度量 - 用于估算的测试和置信序列的电子过程 - 在所有停止时间都保持有效，从而适应累积数据的持续监视和分析，并出于任何原因而累积数据以及可选停止或延续。这些措施至关重要地依赖于测试群虫，这些测试是从一个开始的非负胸腔。由于测试Martingale是投注游戏中玩家的财富过程，因此Savi集中使用游戏理论直觉，语言和数学。我们总结了SAVI目标和理念，并报告了测试复合假设和估计非参数环境中功能的最新进展。
Safe anytime-valid inference (SAVI) provides measures of statistical evidence and certainty -- e-processes for testing and confidence sequences for estimation -- that remain valid at all stopping times, accommodating continuous monitoring and analysis of accumulating data and optional stopping or continuation for any reason. These measures crucially rely on test martingales, which are nonnegative martingales starting at one. Since a test martingale is the wealth process of a player in a betting game, SAVI centrally employs game-theoretic intuition, language and mathematics. We summarize the SAVI goals and philosophy, and report recent advances in testing composite hypotheses and estimating functionals in nonparametric settings.
