Work

Conformal testing: binary case with Markov alternatives

Year: 2021

Type: preprint

Abstract: We continue study of conformal testing in binary model situations. In this note we consider Markov alternatives to the null hypothesis of exchangeability. We propose two new classes of conformal test martingales; one class is statistically efficient in our experiments, and the other class partially sacrifices statistical efficiency to gain computational efficiency.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.2111.01885

Authors: Vovk, Vladimir, Nouretdinov, Ilia, Gammerman, Alex

Language: English

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W3208340990

Cites: 8

Cited by: 2

Related to: 20