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Anytime-valid simulation-based hypothesis testing

For a given data distribution $(X_t)_{t \in \mathbb{N}} \sim Q$ i.i.d., we investigate the hypothesis testing problem: $H_0: Q = P_0$ vs. $H_1: Q = P_1$, for two different model probability distributions $P_0$ and $P_1$.

By Patrick Forr\'e, Lydia BrennerarXiv - stat.ML

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Originally published by arXiv - stat.ML on Oct 7, 2026.

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