The only admissible way of merging arbitrary e-values
本文证明合并任意e值的唯一可接受方法是加权算术平均，推广了Vovk和Wang关于对称合并的结果，证明依赖于最优传输对偶和极小极大定理。
Abstract In this paper it is proved that the only admissible way of merging arbitrary $ e $-values is to use a weighted arithmetic average. This result completes the picture of merging methods for arbitrary $ e $-values and generalizes the result of Vovk & Wang (2021) that the only admissible way of symmetrically merging $ e $-values is to use the arithmetic average combined with a constant. Although the proved statement is naturally anticipated, its proof relies on a sophisticated application of optimal transport duality and a minimax theorem.