{"id":53490,"date":"2025-08-20T08:45:49","date_gmt":"2025-08-20T12:45:49","guid":{"rendered":"https:\/\/engineering.jhu.edu\/ams\/?post_type=tribe_events&p=53490"},"modified":"2025-12-02T10:50:50","modified_gmt":"2025-12-02T15:50:50","slug":"ams-weekly-seminar-martin-larsson","status":"publish","type":"tribe_events","link":"https:\/\/engineering.jhu.edu\/ams\/event\/ams-weekly-seminar-martin-larsson\/","title":{"rendered":"AMS Weekly Seminar | Martin Larsson"},"content":{"rendered":"

Location: <\/strong>Krieger 205<\/p>\n

When:<\/strong> December 4th at 1:30 p.m.<\/p>\n

Title: <\/strong>Testing by betting: the numeraire e-variable and reverse information projection<\/span><\/p>\n

Abstract: <\/strong>Testing by betting is a recent approach to sequential (or online) statistical inference, drawing inspiration from finance. This approach naturally leads to the concept of an e-variable: a nonnegative sample statistic whose expected value is at most one if a given null hypothesis is true. This approach has been found to produce strong statistical error bounds and high statistical power in a wide range of applications. In this talk, I will introduce testing by betting and discuss how classical ideas from mathematical finance, in particular the numeraire portfolio, enable an optimality theory for e-variables that dramatically generalizes earlier work. Our results also lead to a duality theory that\u00a0yields the so-called reverse information projection in complete generality. (Based on joint work with Wouter Koolen, Aaditya Ramdas, and Johannes Ruf.)<\/span><\/p>\n

Zoom link:<\/strong> https:\/\/wse.zoom.us\/j\/93600407710?pwd=JBL8VsObRxX6MkhdjAUxCadqJDoZrZ.1<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"

Location: Krieger 205 When: December 4th at 1:30 p.m. Title: Testing by betting: the numeraire e-variable and reverse information projection Abstract: Testing by betting is a recent approach to 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