Universal Probability-Free Conformal Prediction

Vladimir Vovk, Dusko Pavlovic

Research output: Chapter in Book/Report/Conference proceedingConference contribution

312 Downloads (Pure)

Abstract

We construct a universal prediction system in the spirit of Popper's falsifiability and Kolmogorov complexity. This prediction system does not depend on any statistical assumptions, but under the IID assumption it dominates, although in a rather weak sense, conformal prediction.
Original languageEnglish
Title of host publicationProceedings of COPA 2016
Subtitle of host publicationFifth Symposium on Conformal and Probabilistic Prediction with Applications
PublisherSpringer
Pages40-47
Number of pages8
Volume9653
ISBN (Electronic)978-3-319-33395-3
ISBN (Print)978-3-319-33394-6
DOIs
Publication statusPublished - 2016

Publication series

NameLecture Notes in Computer Science
Volume9653

Cite this