Approximate Bayes Factors Are Approximate E-Processes
Abstract
Recent years have seen a surge of interest in ‘e-values’ and ‘e-processes’,which allow sequential inference and optional stopping while maintainingstrict frequentist Type I error control. For the test of a single parameter wepresent families of Wald-type test statistics that are both e-processes andapproximate Bayes factors (e.g., Jeffreys, 1936).
Fields of Study & Subjects
Statistical Methods and Bayesian Inference
Statistical Methods in Clinical Trials
Probability and Statistical Research
Publication details
- Journal / source
- SSRN Electronic Journal
- Publication date
- 1 January 2026
- Language
- EN
- Document type
- Preprint