相关论文: Conformal testing: binary case with Markov alterna…

Use copula to model dependency of variable extends multivariate gaussian assumption. In this paper we first empirically studied copula regression model with continous response. Both simulation study and real data study are given. Secondly…

Conformal inference is a fundamental and versatile tool that provides distribution-free guarantees for many machine learning tasks. We consider the transductive setting, where decisions are made on a test sample of $m$ new points, giving…

Markov chain models are used in various fields, such behavioral sciences or econometrics. Although the goodness of fit of the model is usually assessed by large sample approximation, it is desirable to use conditional tests if the sample…

Split conformal prediction has recently sparked great interest due to its ability to provide formally guaranteed uncertainty sets or intervals for predictions made by black-box neural models, ensuring a predefined probability of containing…

In a Monte-Carlo test, the observed dataset is fixed, and several resampled or permuted versions of the dataset are generated in order to test a null hypothesis that the original dataset is exchangeable with the resampled/permuted ones.…

Markov decision processes are useful models of concurrency optimisation problems, but are often intractable for exhaustive verification methods. Recent work has introduced lightweight approximative techniques that sample directly from…

We consider sequential decision making problems for binary classification scenario in which the learner takes an active role in repeatedly selecting samples from the action pool and receives the binary label of the selected alternatives.…

Permutation tests are a powerful and flexible approach to inference via resampling. As computational methods become more ubiquitous in the statistics curriculum, use of permutation tests has become more tractable. At the heart of the…

In this paper, we derive power guarantees of some sequential tests for bounded mean under general alternatives. We focus on testing procedures using nonnegative supermartingales which are anytime valid and consider alternatives which…

As a natural extension to the standard conformal prediction method, several conformal risk control methods have been recently developed and applied to various learning problems. In this work, we seek to control the conformal risk in…

Markov processes are used in a wide range of disciplines, including finance. The transition densities of these processes are often unknown. However, the conditional characteristic functions are more likely to be available, especially for…

Conformal inference provides a rigorous statistical framework for uncertainty quantification in machine learning, enabling well-calibrated prediction sets with precise coverage guarantees for any classification model. However, its reliance…

Consider two random variables contaminated by two unknown transformations. The aim of this paper is to test the equality of those transformations. Two cases are distinguished: first, the two random variables have known distributions.…

Conformal Test Martingales (CTMs) are a standard method within the Conformal Prediction framework for testing the crucial assumption of data exchangeability by monitoring deviations from uniformity in the p-value sequence. Although…

We aim at enforcing hard constraints to impose a global structure on sequences generated from Markov models. In this report, we study the complexity of sampling Markov sequences under two classes of constraints: Binary Equalities and…

Maximum likelihood estimators are often of limited practical use due to the intensive computation they require. We propose a family of alternative estimators that maximize a stochastic variation of the composite likelihood function. Each of…

When permutation methods are used in practice, often a limited number of random permutations are used to decrease the computational burden. However, most theoretical literature assumes that the whole permutation group is used, and methods…

We introduce Markov substitute processes, a new model at the crossroad of statistics and formal grammars, and prove its main property : Markov substitute processes with a given support form an exponential family.

Model-based testing (MBT) promises a scalable solution to testing large systems, if a model is available. Creating these models for large systems, however, has proven to be difficult. Composing larger models from smaller ones could solve…

We study finite-sample inference for the trade-off function of two unknown probability distributions, the function that traces the optimal type I/type II error frontier in binary testing. Given samples from distributions $P$ and $Q$, we…