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Record W4405425641 · doi:10.48550/arxiv.2408.11307

Improved thresholds for e-values

2024· preprint· en· W4405425641 on OpenAlexfundno aff
Christopher Blier-Wong, Ruodu Wang

Bibliographic record

VenuearXiv (Cornell University) · 2024
Typepreprint
Languageen
FieldDecision Sciences
TopicAdvanced Statistical Process Monitoring
Canadian institutionsnot available
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsStatisticsMathematicsPsychology

Abstract

fetched live from OpenAlex

The rejection threshold used for e-values and e-processes is by default set to 1/α for a guaranteed type-I error control at α, based on Markov’s and Ville’s inequalities. This threshold can be wasteful in practical applications. We discuss how this threshold can be improved under additional distributional assumptions on the e-values; some of these assumptions are naturally plausible and empirically observable, without knowing explicitly the form or model of the e-values. For small values of α, the threshold can roughly be improved (divided) by a factor of 2 for decreasing or unimodal densities, and by a factor of e for decreasing or unimodal-symmetric densities of log-transformed e-values. Moreover, we propose to use the supremum of comonotonic e-values, which is shown to preserve the type-I error guarantee. We also propose some preliminary methods to boost e-values in the e-BH procedure under some distributional assumptions while controlling the false discovery rate. Through a series of simulation studies, we demonstrate the effectiveness of our proposed methods in various testing scenarios, showing enhanced power.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.055
metaresearch head score (Gemma)0.278
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.055
Threshold uncertainty score0.293

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0550.278
Meta-epidemiology (narrow)0.0020.001
Meta-epidemiology (broad)0.0030.003
Bibliometrics0.0040.003
Science and technology studies0.0020.005
Scholarly communication0.0060.010
Open science0.0080.009
Research integrity0.0050.011
Insufficient payload (model declined to judge)0.0090.003

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.267
GPT teacher head0.334
Teacher spread0.067 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2024
Admission routes1
Has abstractyes

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