Conformal testing: binary case with Markov alternatives

Vladimir Vovk; Ilia Nouretdinov; Alex Gammerman

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arXiv · 2111.01885

Conformal testing: binary case with Markov alternatives

Vladimir Vovk·Ilia Nouretdinov·Alex Gammerman

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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.

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Vladimir Vovk, Ilia Nouretdinov, Alex Gammerman. 2021-11-02. Conformal testing: binary case with Markov alternatives. https://arxiv.org/abs/2111.01885

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