The Type-II Error of Test Supermartingales: e-Power versus the Chernoff-Stein Exponent

arXiv:2609.27765 · math.ST, cs.IT, cs.LG, math.IT, math.PR, stat.ML, stat.TH · Submitted 2026-08-19 · Read on arXiv

math.ST, cs.IT, cs.LG, math.IT, math.PR, stat.ML, stat.TH

Submitted: 2026-08-19

Updated: 2026-08-19

Terminology

• Degeneracy — 5× in this paper · explained in 3 episodes
• Consistency — 3× in this paper · explained in 3 episodes
• Adaptivity — 2× in this paper · explained in 1 episode
• Calibration — 1× in this paper · explained in 7 episodes
• Homogeneity — 1× in this paper · explained in 2 episodes
• Uncertainty Quantification — 1× in this paper · explained in 8 episodes

Sources

• Admissible anytime-valid sequential inference must rely on nonnegative martingales

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