Game-theoretic statistical inference: Optional Sampling, Universal Inference, and Multiple Testing based on E-Values (25w5482)

The Chennai Mathematical Institute will host the "Game-theoretic statistical inference: Optional Sampling, Universal Inference, and Multiple Testing based on e-Values" workshop in Chennai, India from June 29 to July 4, 2025.

This BIRS workshop brings together internationally leading researchers in mathematical statistics, probability theory, machine learning, medical sciences, and economics to discuss and develop methodologies which address problems arising in the recent `replicability crisis' caused by unjustified use of p-values and statistical methods.

A large fraction of published research in academic journals in applied sciences such as medicine and psychology has been claimed as irreproducible. In light of this, traditional methods for hypothesis testing, most notably those based on p-values, have come under intense scrutiny. One central problem is the following: if our test result is promising but non-conclusive, scientists cannot simply decide to gather a few more data points and recalculate the p-value. While this practice is ubiquitous in science, it invalidates p-values and type-I-error guarantees and makes the results of standard meta-analyses hard to interpret. This issue is not unique for p-values: other approaches, such as replacing testing by estimation with confidence intervals, suffer from similar optional stopping/continuation problems.

The BIRS workshop will discuss extensively the recently developed methodologies unified under the newly developed theme of e-values (expectation-values) and e-processes, to address the above issues and many others. The theme of e-values has gained substantial interest from the statistical community as well as medical and financial researchers, and the related science will be further advanced by the interactions among participants from different fields.

The Chennai Mathematical Institute (CMI) in Chennai, India, and the Banff International Research Station for Mathematical Innovation and Discovery (BIRS) in Banff, are collaborative Canada-US-Mexico ventures that provide an environment for creative interaction as well as the exchange of ideas, knowledge, and methods within the Mathematical Sciences, with related disciplines and with industry. The research station in Banff is supported by Canada's Natural Science and Engineering Research Council (NSERC), the U.S. National Science Foundation (NSF), and Alberta's Advanced Education