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 exchangeability. The resulting conformal e-testing looks very different from but inherits some strengths of conformal testing; it even has some advantages over conformal testing.
Original language | English |
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Number of pages | 30 |
Journal | Pattern Recognition |
Publication status | Accepted/In press - 10 May 2025 |
Keywords
- conformal e-testing
- e-value
- conformal e-pseudomartingale
- conformal CUSUM e-procedure
- conformal reverse Shiryaev–Roberts e-procedure