Anytime-Valid Tests of Group Invariance through Conformal Prediction
Methodology
2024-05-24 v3 Statistics Theory
Statistics Theory
Abstract
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.
Keywords
Cite
@article{arxiv.2401.15461,
title = {Anytime-Valid Tests of Group Invariance through Conformal Prediction},
author = {Tyron Lardy and Muriel Felipe Pérez-Ortiz},
journal= {arXiv preprint arXiv:2401.15461},
year = {2024}
}