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PhD Defense

Testing by Betting and Borrowing Revisited

  • Candidates
    Yonis Kulane , Yonis Kulane
  • Location
    EUR
    Rotterdam
  • Date and time

    June 18, 2025
    11:00 - 12:30

We study the betting game introduced by Shafer & Vovk (2005) and used by Wang & Ramdas (2024) to study borrowing in a betting game. We show how betting is not simply an interpretation for testing with e-values but that it is equivalent to testing with log-optimal e-values. We also uncover the intricate relationship with the betting strategy and the alternative distribution. Moreover, we study the statistical impact of borrowing via Monte Carlo simulations and examine the optimal borrowing strategy.