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 languageEnglish
Number of pages30
JournalPattern Recognition
Publication statusAccepted/In press - 10 May 2025

Keywords

  • conformal e-testing
  • e-value
  • conformal e-pseudomartingale
  • conformal CUSUM e-procedure
  • conformal reverse Shiryaev–Roberts e-procedure

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