Conformal testing in a binary model situation

Vladimir Vovk
Proceedings of the Tenth Symposium on Conformal and Probabilistic Prediction and Applications, PMLR 152:131-150, 2021.

Abstract

Conformal testing is a way of testing the IID assumption based on conformal prediction. The topic of this paper is experimental evaluation of the performance of conformal testing in a model situation in which IID binary observations generated from a Bernoulli distribution are followed by IID binary observations generated from another Bernoulli distribution, with the parameters of the distributions and changepoint known or unknown. Existing conformal test martingales can be used for this task and work well in simple cases, but their efficiency can be improved greatly.

Cite this Paper

BibTeX
@InProceedings{pmlr-v152-vovk21a, title = {Conformal testing in a binary model situation}, author = {Vovk, Vladimir}, booktitle = {Proceedings of the Tenth Symposium on Conformal and Probabilistic Prediction and Applications}, pages = {131--150}, year = {2021}, editor = {Carlsson, Lars and Luo, Zhiyuan and Cherubin, Giovanni and An Nguyen, Khuong}, volume = {152}, series = {Proceedings of Machine Learning Research}, month = {08--10 Sep}, publisher = {PMLR}, pdf = {https://proceedings.mlr.press/v152/vovk21a/vovk21a.pdf}, url = {https://proceedings.mlr.press/v152/vovk21a.html}, abstract = {Conformal testing is a way of testing the IID assumption based on conformal prediction. The topic of this paper is experimental evaluation of the performance of conformal testing in a model situation in which IID binary observations generated from a Bernoulli distribution are followed by IID binary observations generated from another Bernoulli distribution, with the parameters of the distributions and changepoint known or unknown. Existing conformal test martingales can be used for this task and work well in simple cases, but their efficiency can be improved greatly.} }
Endnote
%0 Conference Paper %T Conformal testing in a binary model situation %A Vladimir Vovk %B Proceedings of the Tenth Symposium on Conformal and Probabilistic Prediction and Applications %C Proceedings of Machine Learning Research %D 2021 %E Lars Carlsson %E Zhiyuan Luo %E Giovanni Cherubin %E Khuong An Nguyen %F pmlr-v152-vovk21a %I PMLR %P 131--150 %U https://proceedings.mlr.press/v152/vovk21a.html %V 152 %X Conformal testing is a way of testing the IID assumption based on conformal prediction. The topic of this paper is experimental evaluation of the performance of conformal testing in a model situation in which IID binary observations generated from a Bernoulli distribution are followed by IID binary observations generated from another Bernoulli distribution, with the parameters of the distributions and changepoint known or unknown. Existing conformal test martingales can be used for this task and work well in simple cases, but their efficiency can be improved greatly.
APA
Vovk, V.. (2021). Conformal testing in a binary model situation. Proceedings of the Tenth Symposium on Conformal and Probabilistic Prediction and Applications, in Proceedings of Machine Learning Research 152:131-150 Available from https://proceedings.mlr.press/v152/vovk21a.html.

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