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arXiv · 2006.02329

Conformal e-testing

Vladimir Vovk·Ilia Nouretdinov·Alex Gammerman
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Abstract

There is a useful counterpart of conformal prediction for e-values, called conformal e-prediction. Conformal prediction can serve as basis for testing the assumption of exchangeability, leading to conformal testing. Similarly, conformal e-prediction can also serve as basis for testing. The resulting conformal e-testing looks very different from but inherits some strengths of conformal testing; it even has some advantages over conformal testing. In this paper we discuss systematically both strengths and limitations of conformal e-testing.

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Vladimir Vovk, Ilia Nouretdinov, Alex Gammerman. 2020-06-03. Conformal e-testing. https://arxiv.org/abs/2006.02329

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