E-Processes

[New blog post!] A gentle, (mostly) non-technical introduction to game-theoretic statistics, e-values, and my recent paper with Aaditya Ramdas on combining evidence across asymmetric information sets. Originally posted in the UChicago Data Science Institute Blog.

We develop anytime-valid inference methods for estimating & testing the time-varying mean score difference between two sequential forecasters. Published in Operations Research.

We address an intriguing challenge for anytime-valid sequential inference that arises when combining evidence processes constructed using different information sets. Under review.