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Regularized e-processes: anytime valid inference with knowledge-based efficiency gains

Regularized e-processes: anytime valid inference with knowledge-based efficiency gains

Classical statistical methods have theoretical justification when the sample size is predetermined by the data-collection plan. In applications, however, it's often the case that sample sizes aren't predetermined; instead, investigators might use the data observed along the way to make on-the-fly decisions about when to stop data collection. Since those …