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What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Anytime Validity is Free: Inducing Sequential Tests
Nick W. Koning, Sam van Meer · 2025-01-08 · via math.ST updates on arXiv.org

Anytime valid sequential tests permit us to stop testing based on the current data, without invalidating the inference. Given a maximum number of observations $N$, one may believe this must come at the cost of power when compared to a conventional test that waits until all $N$ observations have arrived. Our first contribution is to show that this is false: for any valid test based on $N$ observations, we show how to construct an anytime valid sequential test that matches it after $N$ observations. Our second contribution is that we may continue testing by using the outcome of a $[0, 1]$-valued test as a conditional significance level in subsequent testing, leading to an overall procedure that is valid at the original significance level. This shows that anytime validity and optional continuation are readily available in traditional testing, without requiring explicit use of e-values. We illustrate this by deriving the anytime valid sequentialized $z$-test and $t$-test, which at time $N$ coincide with the traditional $z$-test and $t$-test. Finally, we characterize the SPRT by invariance under test induction, and also show under an i.i.d. assumption that the SPRT is induced by the Neyman-Pearson test for a tiny significance level and huge $N$.