False discovery rate control with e-values and dependence

False discovery rate control with e-values and dependence

Neyman Seminar
Apr 7, 2021, 09:00 AM - 10:00 AM | On Zoom Evans Hall | Happening As Scheduled
Ruodu Wang, University of Waterloo

E-values (expectation-values) have gained attention as potential alternatives to p-values as measures of uncertainty, significance, and evidence. In brief, e-values are realized by random variables with expectation at most one under the null; examples include betting scores, (point null) Bayes factors, likelihood ratios and stopped supermartingales. We design a natural analog of the...