Conformal testing: binary case with Markov alternatives
Statistics Theory
2021-11-04 v1 Machine Learning
Statistics Theory
Abstract
We continue study of conformal testing in binary model situations. In this note 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 computational efficiency.
Cite
@article{arxiv.2111.01885,
title = {Conformal testing: binary case with Markov alternatives},
author = {Vladimir Vovk and Ilia Nouretdinov and Alex Gammerman},
journal= {arXiv preprint arXiv:2111.01885},
year = {2021}
}
Comments
8 pages, 8 figures