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Preprint Sep 2026

Reference-Null Calibrated Thresholds for E-Processes with Applications to Conformal Martingales

E-processes provide a flexible framework for anytime-valid inference, with the conventional rejection boundary $1/\alpha$ typically justified by Ville's inequality. Such a boundary is universal but can be conservative, as it does not exploit additional information about the null distribution. We propose a reference-nul...

Yi Ding, Lan Wei, Xue-Hu Zhu et al. · 1 citation

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