Dear friends,
We invite attendees to a week-long workshop on game-theoretic statistics and safe anytime-valid inference from May 29 to Jun 3 in Eindhoven, Netherlands.
The motivating problems include continuous monitoring of sequential experiments, reproducibility of scientific discoveries, auditing and meta-analyses. The methodological tools include confidence sequences (sequential analogs of confidence intervals), e-values and e-processes, anytime-valid p-values, etc.
The technical underpinnings involve nonnegative supermartingales, testing by betting, self-normalization, the mixture method, finite-time versions of the law of the iterated logarithm, the sequential likelihood ratio test and its nonparametric generalizations, Bayes factors, universal inference, and other ideas from game-theoretic probability and online learning.
Registration is free, and a few spots remain. Researchers interested in attending this workshop (and possibly presenting) can email the organizers for more information.
Best wishes,
Aaditya Ramdas and Peter Grunwald(workshop organizers)
