An e-process is a running score of evidence against 'nothing has changed'; its value at any moment is an e-value, and it stays valid at every look.
Also known as: e-value / test martingale
An e-process is a running score of evidence that your metric has genuinely shifted — think of a pile of chips that grows as the evidence mounts. It starts at one. If nothing is wrong, it drifts around and tends to stay small; if a real change begins, it climbs. You raise an alarm when it crosses a level you set in advance — and because of how it is built, checking it constantly never cheats you.
The practical payoff is a single, honest dial. A large e-value means strong evidence; a small one means keep watching. Every alarm ValidAnytime raises carries the e-value that triggered it, so you can see exactly how much evidence stood behind the call.
Formally, an e-process (in the simplest case a test martingale) has expected value at most one under the null hypothesis. Ville's inequality then bounds the chance it ever exceeds 1/α by α — which is precisely why an e-process is safe to monitor continuously.
ValidAnytime turns these ideas into a live alarm you can trust — valid no matter how often you look. Prove it on your own data, free.