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Akademický článek
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In this paper we study the validity and efficiency of a conformal version of the CUSUM procedure for change detection both experimentally and theoretically.
Comment: 19 pages, 7 figures
Comment: 19 pages, 7 figures
Externí odkaz:
http://arxiv.org/abs/2412.03464
Autor:
Vovk, Vladimir1 (AUTHOR) v.vovk@rhul.ac.uk
Publikováno v:
Journal of the Royal Statistical Society: Series A (Statistics in Society). Apr2021, Vol. 184 Issue 2, p445-446. 2p.
Autor:
Vovk, Vladimir
The usual way of testing probability forecasts in game-theoretic probability is via construction of test martingales. The standard assumption is that all forecasts are output by the same forecaster. In this paper I will discuss possible extensions of
Externí odkaz:
http://arxiv.org/abs/2403.11767
Autor:
Vovk, Vladimir
Publikováno v:
The conference version was published in Proceedings of Machine Learning Research, 204:347-366, 2023 (COPA 2023)
This paper places conformal testing in a general framework of statistical hypothesis testing. A standard approach to testing a composite null hypothesis $H$ is to test each of its elements and to reject $H$ when each of its elements is rejected. It t
Externí odkaz:
http://arxiv.org/abs/2402.06920
Autor:
Vovk, Vladimir
A very simple example demonstrates that Fisher's application of the conditionality principle to regression ("fixed $x$ regression"), endorsed by Sprott and many other followers, makes prediction impossible in the context of statistical learning theor
Externí odkaz:
http://arxiv.org/abs/2402.04859
Autor:
Vovk, Vladimir
This note states a simple property of optimality of the Bayes-Kelly algorithm for conformal testing and poses a related open problem.
Comment: 10 pages
Comment: 10 pages
Externí odkaz:
http://arxiv.org/abs/2402.03035
Autor:
Vovk, Vladimir
This paper establishes the asymptotic uniqueness of long-term probability forecasts in the following form. Consider two forecasters who repeatedly issue probability forecasts for the infinite future. The main result of the paper says that either at l
Externí odkaz:
http://arxiv.org/abs/2312.02033