Conformal testing is a way of testing the IID assumption based on conformal prediction. The topic of this paper is experimental evaluation of the performance of conformal testing in a model situation in which IID binary observations generated from a Bernoulli distribution are followed by IID binary observations generated from another Bernoulli distribution, with the parameters of the distributions and changepoint known or unknown. Existing conformal test martingales can be used for this task and work well in simple cases, but their efficiency can be improved greatly.
Original languageEnglish
Title of host publicationProceedings of Machine Learning Research
EditorsLars Carlsson, Zhiyuan Luo, Giovanni Cherubin, Khuong Nguyen
Number of pages20
ISBN (Electronic)ISSN: 2640-3498
Publication statusPublished - 2021


  • conformal test martingales
  • exchangeability martingales
  • Bernoulli model
  • alternative hypothesis

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