Anytime-Valid Tests of Group Invariance through Conformal Prediction
Fuente:
arXiv
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866929353189752832 |
|---|---|
| author | Lardy, Tyron Pérez-Ortiz, Muriel Felipe |
| author_facet | Lardy, Tyron Pérez-Ortiz, Muriel Felipe |
| contents | We develop anytime-valid tests of invariance under the action of compact groups. The resulting test statistics are optimal in a logarithmic-growth sense. We apply our method to extend recent anytime-valid tests of independence and to construct tests of normality. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2401_15461 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Anytime-Valid Tests of Group Invariance through Conformal Prediction Lardy, Tyron Pérez-Ortiz, Muriel Felipe Methodology Statistics Theory We develop anytime-valid tests of invariance under the action of compact groups. The resulting test statistics are optimal in a logarithmic-growth sense. We apply our method to extend recent anytime-valid tests of independence and to construct tests of normality. |
| title | Anytime-Valid Tests of Group Invariance through Conformal Prediction |
| topic | Methodology Statistics Theory |
| url | https://arxiv.org/abs/2401.15461 |