True and false discoveries with independent e-values

03/01/2020

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by   Vladimir Vovk, et al.

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In this note we use e-values (a non-Bayesian version of Bayes factors) in the context of multiple hypothesis testing assuming that the base tests produce independent e-values. Our simulation studies and theoretical considerations suggest that, under this assumption, our new algorithms are superior to the known algorithms using independent p-values and to our recent algorithms using e-values that are not necessarily independent.