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Conformal e-testing

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arxiv 2006.02329 v2 pith:I25O7MAO submitted 2020-06-03 math.ST stat.TH

Vladimir Vovk , Ilia Nouretdinov , Alex Gammerman This is my paper · ORCID
classification math.STstat.TH
keywords conformaltestinge-testingbasise-predictionpredictionservesome
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There is a useful counterpart of conformal prediction for e-values, called conformal e-prediction. Conformal prediction can serve as basis for testing the assumption of exchangeability, leading to conformal testing. Similarly, conformal e-prediction can also serve as basis for testing. The resulting conformal e-testing looks very different from but inherits some strengths of conformal testing; it even has some advantages over conformal testing. In this paper we discuss systematically both strengths and limitations of conformal e-testing.

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  1. Validity and efficiency of the conformal CUSUM procedure

    math.ST 2024-12 conditional novelty 7.0 of 10

    Conformal CUSUM can be tuned so its pre-change statistics match the ideal likelihood-ratio CUSUM exactly, giving controlled false alarms under exchangeability alone.

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