Testing exchangeability: Fork-convexity, supermartingales and e-processes

Time-uniform, nonparametric, nonasymptotic confidence sequences

(2021) Steven R. Howard et al.   ANNALS OF STATISTICS

Universal inference

(2020) Larry Wasserman et al.   PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA

Rectangular Sets of Probability Measures

(2016) Alexander Shapiro   OPERATIONS RESEARCH

Buy low, sell high

(2014) Wouter M. Koolen et al.   THEORETICAL COMPUTER SCIENCE

Universal Codes From Switching Strategies

(2013) Wouter M. Koolen et al.   IEEE TRANSACTIONS ON INFORMATION THEORY

Properties of Jeffreys Mixture for Markov Sources

(2012) Jun'ichi Takeuchi et al.   IEEE TRANSACTIONS ON INFORMATION THEORY

Robust Markov Decision Processes

(2012) Wolfram Wiesemann et al.   MATHEMATICS OF OPERATIONS RESEARCH

Test Martingales, Bayes Factors and p -Values

(2011) Glenn Shafer et al.   STATISTICAL SCIENCE

Insuring against loss of evidence in game-theoretic probability

(2010) A. Philip Dawid et al.   STATISTICS & PROBABILITY LETTERS