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Reverse Information Projection and POE e-values

This package give python code to compute the reverse information projection in a case of multivariate Bernoulli distributions with Frank-Wolfe algorithm. It is only applicable when projecting on a set parameterized by union of convex sets.

To install, first create a new virtual environment

python3 -m venv test_ripr

then activate it with

source test_ripr/bin/activate

and finally, install the library with pip install git+https://github.com/TimotheeMathieu/evalue-ripr.git.

See examples in the examples folder to get started on using this package.

Citing

This code was developped for the paper "Optimal Posterior E-values with Non-Convex Parameter Sets with Applications to Voting Systems" (Adrienne Tuynman and Timothée Mathieu, 2026, https://arxiv.org/abs/2606.29998). Please cite this paper when using this software.

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Reverse Information Projection of Multivariate Bernoulli Distributions

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