Can two verifiers be compared while the data streams in?
research/forecast-duel
Anytime-valid duels between two verifiers: the optimal betting e-process on the Brier difference grows at exactly KL(q‖(rA+rB)/2), a peeking z-test falsely declares a winner 19–38% of the time at nominal 5%, a bet mixture stays ≤3.8% and costs 15–41% more decisions.
What it found
For fixed reports rA, rB and binary outcomes with frequency q, the Brier difference is a two-point gamble and A is better exactly when q is on A’s side of the midpoint π=(rA+rB)/2. Betting a fraction λ of wealth on it gives an anytime-valid e-process whose best bet grows at exactly KL(q‖π), so the expected decision time is ln(1/α)/KL. A z-test checked after every task falsely declares a winner in 19–38% of null runs at nominal 5%; a uniform mixture over bets stays at or below 3.8% and costs 15–41% extra tasks; a bet twice too large has negative growth. Fixed reports, i.i.d. outcomes. Stylised.
A figure from its own output
Paper, code and results
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Produced with AI assistance (Claude). Results are from the code in this repository and are simulated or stylised unless the abstract says otherwise; nothing here implies affiliation with or endorsement by any lab, researcher or company cited. MIT licensed.