Investigate matrix e-processes

Investigate the theory of matrix e-processes, including their construction, properties, and potential advantages for composite sequential testing with matrix-valued data, beyond the initial formulations presented in this work.

Background

The paper introduces matrix e-processes as a generalization of scalar e-processes, providing a framework for matrix-valued sequential testing via matrix Ville-type inequalities. While initial definitions and examples are given, a broader theory (e.g., optimality, closure properties, practical constructions, and applications) remains to be developed.