Conformal e-testing

Fuente: arXiv
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Autori principali: Vovk, Vladimir, Nouretdinov, Ilia, Gammerman, Alex
Natura: Preprint
Pubblicazione: 2020
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_version_ 1866910680807899136
author Vovk, Vladimir
Nouretdinov, Ilia
Gammerman, Alex
author_facet Vovk, Vladimir
Nouretdinov, Ilia
Gammerman, Alex
contents 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.
format Preprint
id arxiv_https___arxiv_org_abs_2006_02329
institution arXiv
publishDate 2020
record_format arxiv
spellingShingle Conformal e-testing
Vovk, Vladimir
Nouretdinov, Ilia
Gammerman, Alex
Statistics Theory
62G10 (Primary) 68T05, 68Q32, 62L10 (Secondary)
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.
title Conformal e-testing
topic Statistics Theory
62G10 (Primary) 68T05, 68Q32, 62L10 (Secondary)
url https://arxiv.org/abs/2006.02329