Conformal testing: binary case with Markov alternatives

Vladimir Vovk, Ilia Nouretdinov, Alex Gammerman
Proceedings of the Eleventh Symposium on Conformal and Probabilistic Prediction with Applications, PMLR 179:207-218, 2022.

Abstract

We continue study of conformal testing in binary model situations. In this paper 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 simplicity and computational efficiency.

Cite this Paper

BibTeX
@InProceedings{pmlr-v179-vovk22a, title = {Conformal testing: binary case with Markov alternatives}, author = {Vovk, Vladimir and Nouretdinov, Ilia and Gammerman, Alex}, booktitle = {Proceedings of the Eleventh Symposium on Conformal and Probabilistic Prediction with Applications}, pages = {207--218}, year = {2022}, editor = {Johansson, Ulf and Boström, Henrik and An Nguyen, Khuong and Luo, Zhiyuan and Carlsson, Lars}, volume = {179}, series = {Proceedings of Machine Learning Research}, month = {24--26 Aug}, publisher = {PMLR}, pdf = {https://proceedings.mlr.press/v179/vovk22a/vovk22a.pdf}, url = {https://proceedings.mlr.press/v179/vovk22a.html}, abstract = {We continue study of conformal testing in binary model situations. In this paper 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 simplicity and computational efficiency. } }
Endnote
%0 Conference Paper %T Conformal testing: binary case with Markov alternatives %A Vladimir Vovk %A Ilia Nouretdinov %A Alex Gammerman %B Proceedings of the Eleventh Symposium on Conformal and Probabilistic Prediction with Applications %C Proceedings of Machine Learning Research %D 2022 %E Ulf Johansson %E Henrik Boström %E Khuong An Nguyen %E Zhiyuan Luo %E Lars Carlsson %F pmlr-v179-vovk22a %I PMLR %P 207--218 %U https://proceedings.mlr.press/v179/vovk22a.html %V 179 %X We continue study of conformal testing in binary model situations. In this paper 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 simplicity and computational efficiency.
APA
Vovk, V., Nouretdinov, I. & Gammerman, A.. (2022). Conformal testing: binary case with Markov alternatives. Proceedings of the Eleventh Symposium on Conformal and Probabilistic Prediction with Applications, in Proceedings of Machine Learning Research 179:207-218 Available from https://proceedings.mlr.press/v179/vovk22a.html.

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