Conformal e-testing

Vladimir Vovk; Ilia Nouretdinov; Alex Gammerman

doi:10.1016/j.patcog.2025.111841

Conformal e-testing

Vladimir Vovk, Ilia Nouretdinov, Alex Gammerman

Research output: Contribution to journal › Article › peer-review

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
Article number	111841
Pages (from-to)	1-9
Journal	Pattern Recognition
Volume	168
Early online date	29 May 2025
DOIs	https://doi.org/10.1016/j.patcog.2025.111841
Publication status	E-pub ahead of print - 29 May 2025

Keywords

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

Access to Document

10.1016/j.patcog.2025.111841Licence: CC BY

Cite this

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title = "Conformal e-testing",

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.",

keywords = "conformal e-testing, e-value, conformal e-pseudomartingale, conformal CUSUM e-procedure, conformal reverse Shiryaev–Roberts e-procedure",

author = "Vladimir Vovk and Ilia Nouretdinov and Alex Gammerman",

note = "This paper is part of the Special Issue on Conformal Prediction and Distribution-Free Uncertainty Quantification.",

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AB - 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.

KW - conformal e-testing

KW - e-value

KW - conformal e-pseudomartingale

KW - conformal CUSUM e-procedure

KW - conformal reverse Shiryaev–Roberts e-procedure

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DO - 10.1016/j.patcog.2025.111841

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