Professor Vladimir Vovk

  1. 2021
  2. Published

    Testing randomness online

    Vovk, V., Nov 2021, In: Statistical Science. 36, 4, p. 595-611 17 p.

    Research output: Contribution to journalArticlepeer-review

  3. Published

    Conformal Changepoint Detection in Continuous Model Situations

    Nouretdinov, I., Vovk, V. & Gammerman, A., 10 Sep 2021, 1 p. COPA 2021 : 10th Symposium on Conformal and Probabilistic Prediction with Applications.

    Research output: Other contribution

  4. Published

    E-values: Calibration, combination, and applications

    Vovk, V. & Wang, R., 9 Aug 2021, In: The Annals of Statistics. 49, 3, p. 1736-1754 19 p.

    Research output: Contribution to journalArticlepeer-review

  5. Forthcoming

    Admissible ways of merging p-values under arbitrary dependence

    Vovk, V., Wang, B. & Wang, R., 15 Jun 2021, (Accepted/In press) In: The Annals of Statistics.

    Research output: Contribution to journalArticlepeer-review

  6. Forthcoming

    Universal predictive systems

    Vovk, V., 5 May 2021, (Accepted/In press) In: Pattern Recognition.

    Research output: Contribution to journalArticlepeer-review

  7. Published

    Vladimir Vovk’s contribution to the Discussion of ‘Testing by betting: A strategy for statistical and scientific communication’ by Glenn Shafer

    Vovk, V., 5 May 2021, In: Journal of the Royal Statistical Society: Series A (Statistics in Society). 184, 2, p. 445-446 2 p.

    Research output: Contribution to journalArticle

  8. Published

    Conformal testing in a binary model situation

    Vovk, V., 2021, Proceedings of Machine Learning Research. Carlsson, L., Luo, Z., Cherubin, G. & Nguyen, K. (eds.). Vol. 152. p. 131-150 20 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  9. Forthcoming

    Nonparametric fiducial prediction

    Vovk, V., 2021, (Accepted/In press) Handbook on BFF Inference. Berger, J., Meng, X-L., Reid, N. & Xie, M. (eds.). Chapman and Hall, 17 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)peer-review

  10. Published

    Retrain or not retrain: Conformal test martingales for change-point detection

    Vovk, V., Petej, I., Nouretdinov, I., Ahlberg, E., Carlsson, L. & Gammerman, A., 2021, Proceedings of Machine Learning Research. Carlsson, L., Luo, Z., Cherubin, G. & Nguyen, K. (eds.). Vol. 152. p. 191-210 20 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  11. 2020
  12. Published

    Conformal calibration

    Vovk, V., Petej, I., Toccaceli, P., Gammerman, A., Ahlberg, E. & Carlsson, L., Sep 2020, Proceedings of Machine Learning Research. Gammerman, A., Vovk, V., Luo, Z., Smirnov, E. & Cherubin, G. (eds.). Vol. 128. p. 84-99 16 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  13. Published

    Training conformal predictors

    Colombo, N. & Vovk, V., Sep 2020, Proceedings of Machine Learning Research. Gammerman, A., Vovk, V., Luo, Z., Smirnov, E. & Cherubin, G. (eds.). Vol. 128. p. 55-64 10 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  14. Published

    Computationally efficient versions of conformal predictive distributions

    Vovk, V., Petej, I., Nouretdinov, I., Manokhin, V. & Gammerman, A., 15 Jul 2020, In: Neurocomputing. 397, p. 292-308 17 p.

    Research output: Contribution to journalArticlepeer-review

  15. Published

    Combining p-values via averaging

    Vovk, V. & Wang, R., 11 Jun 2020, In: Biometrika. 107, 4, p. 791-808 18 p., asaa027.

    Research output: Contribution to journalArticlepeer-review

  16. 2019
  17. Published

    Test statistics and p-values

    Gurevich, Y. & Vovk, V., 29 Aug 2019, Proceedings of Machine Learning Research. Gammerman, A., Vovk, V., Luo, Z. & Smirnov, E. (eds.). Vol. 105. p. 89-104 16 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  18. Published

    Universally consistent conformal predictive distributions

    Vovk, V., 29 Aug 2019, Proceedings of Machine Learning Research. Gammerman, A., Vovk, V., Luo, Z. & Smirnov, E. (eds.). Vol. 105. p. 105-122 18 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  19. Published

    Game-Theoretic Foundations for Probability and Finance

    Shafer, G. & Vovk, V., Jun 2019, Wiley. 480 p. (Wiley Series in Probability and Statistics)

    Research output: Book/ReportBook

  20. Published

    Nonparametric predictive distributions based on conformal prediction

    Vovk, V., Shen, J., Manokhin, V. & Xie, M., 15 Mar 2019, In: Machine Learning. 108, p. 445-474 30 p.

    Research output: Contribution to journalArticlepeer-review

  21. 2018
  22. E-pub ahead of print

    Conformal Predictive Distributions with Kernels

    Vovk, V., Nouretdinov, I., Manokhin, V. & Gammerman, A., 23 Aug 2018, (E-pub ahead of print) Braverman Readings in Machine Learning. Key Ideas from Inception to Current State - International Conference Commemorating the 40th Anniversary of Emmanuil Braverman’s Decease, Invited Talks. Springer-Verlag, Vol. 11100 . p. 103-121 19 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 11100 LNAI).

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

  23. Published

    Conformal predictive decision making

    Vovk, V. & Bendtsen, C., Jun 2018, Proceedings of Machine Learning Research. Gammerman, A., Vovk, V., Luo, Z., Smirnov, E. & Peeters, R. (eds.). Vol. 91. p. 52-62 11 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  24. Published

    Cross-conformal predictive distributions

    Vovk, V., Nouretdinov, I., Manokhin, V. & Gammerman, A., Jun 2018, Proceedings of Machine Learning Research. Gammerman, A., Vovk, V., Luo, Z., Smirnov, E. & Peeters, R. (eds.). Vol. 91. p. 37-51 15 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  25. 2017
  26. Published

    Criteria of efficiency for set-valued classification

    Vovk, V., Nouretdinov, I., Fedorova, V., Petej, I. & Gammerman, A., Oct 2017, In: Annals of Mathematics and Artificial Intelligence. 81, p. 21-46 26 p.

    Research output: Contribution to journalArticlepeer-review

  27. Published

    Universal probability-free prediction

    Vovk, V. & Pavlovic, D., Oct 2017, In: Annals of Mathematics and Artificial Intelligence. 81, 1-2, p. 1-24 24 p.

    Research output: Contribution to journalArticlepeer-review

  28. Published

    The role of measurability in game-theoretic probability

    Vovk, V., Jul 2017, In: Finance and Stochastics. 21, 3, p. 719–739 21 p.

    Research output: Contribution to journalArticlepeer-review

  29. Published

    Inductive Conformal Martingales for Change-Point Detection

    Volkhonskiy, D., Burnaev, E., Nouretdinov, I., Gammerman, A. & Vovk, V., 2017, 6th Symposium on Conformal and Probabilistic Prediction with Applications (COPA 2017). p. 1-22 22 p.

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

  30. Published

    Nonparametric predictive distributions based on conformal prediction

    Vovk, V., Shen, J., Manokhin, V. & Xie, M., 2017, Proceedings of Machine Learning Research: Proceedings of COPA 2016 (Sixth Symposium on Conformal and Probabilistic Prediction and Applications). Gammerman, A., Vovk, V., Luo, Z. & Papadopoulos, H. (eds.). Vol. 60. p. 82-102 21 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  31. 2016
  32. Published

    Prescience: Probabilistic Guidance on the Retraining Conundrum for Malware Detection

    Deo, A., Dash, S., Suarez de Tangil Rotaeche, G., Vovk, V. & Cavallaro, L., 28 Oct 2016, ACM Workshop on Artificial Intelligence and Security. Vienna, Austria: ACM, p. 71-82 12 p.

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

  33. Published

    Criteria of Efficiency for Conformal Prediction

    Vovk, V., Fedorova, V., Nouretdinov, I. & Gammerman, A., 17 Apr 2016, Conformal and Probabilistic Prediction with Applications: 5th International Symposium, COPA 2016 Madrid, Spain, April 20–22, 2016 Proceedings. Springer, Vol. 9653. p. 23-39 17 p. (Lecture Notes in Computer Science; vol. 9653).

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

  34. Published

    A closer look at adaptive regret

    Adamskiy, D., Koolen, W., Chernov, A. & Vovk, V., Apr 2016, In: Journal of Machine Learning Research. 17, 23, p. 1-21 21 p.

    Research output: Contribution to journalArticlepeer-review

  35. Published

    Purely pathwise probability-free Ito integral

    Vovk, V., 2016, In: Matematychni Studii. 46, 1, p. 96-110 15 p.

    Research output: Contribution to journalArticlepeer-review

  36. Published

    Universal Probability-Free Conformal Prediction

    Vovk, V. & Pavlovic, D., 2016, Proceedings of COPA 2016: Fifth Symposium on Conformal and Probabilistic Prediction with Applications. Springer, Vol. 9653. p. 40-47 8 p. (Lecture Notes in Computer Science; vol. 9653).

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

  37. 2015
  38. Published

    Hypergraphical Conformal Predictors

    Fedorova, V., Gammerman, A., Nouretdinov, I. & Vovk, V., 21 Dec 2015, In: International Journal on Artificial Intelligence Tools. 24, 6, 1560003.

    Research output: Contribution to journalArticlepeer-review

  39. Published

    Transductive Conformal Prediction

    Vovk, V., 21 Dec 2015, In: International Journal on Artificial Intelligence Tools. 24, 6, 1560001.

    Research output: Contribution to journalArticlepeer-review

  40. Published

    Large-scale probabilistic predictors with and without guarantees of validity

    Vovk, V., Petej, I. & Fedorova, V., 7 Dec 2015, NIPS'15: Proceedings of the 28th International Conference on Neural Information Processing Systems. MIT Press, Vol. 1. p. 892-900 9 p.

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

  41. E-pub ahead of print

    The Fundamental Nature of the Log Loss Function

    Vovk, V., 5 Sep 2015, (E-pub ahead of print) Lecture Notes in Computer Science. Beklemishev, L., Blass, A., Dershowitz, N., Finkbeiner, B. & Schulte, W. (eds.). Cham: Springer, Vol. 9300. p. 307-318 12 p. (Lecture Notes in Computer Science; vol. 9300).

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

  42. Published

    Alexey Chervonenkis's Bibliography: Introductory Comments

    Gammerman, A. & Vovk, V., Sep 2015, In: Journal of Machine Learning Research. 16, p. 2051-2066 16 p.

    Research output: Contribution to journalEditorial

  43. Published

    Alexey Chervonenkis's Bibliography

    Gammerman, A. & Vovk, V., Sep 2015, In: Journal of Machine Learning Research. 16, p. 2067-2080 14 p.

    Research output: Contribution to journalEditorial

  44. Published

    Preface to this Special Issue

    Gammerman, A. & Vovk, V., Sep 2015, In: Journal of Machine Learning Research. 16, p. 1677-1681 5 p.

    Research output: Contribution to journalEditorial

  45. Published

    Cross-conformal predictors

    Vovk, V., Jun 2015, In: Annals of Mathematics and Artificial Intelligence. 74, 1-2, p. 9-28 20 p.

    Research output: Contribution to journalArticlepeer-review

  46. Published

    Multiprobabilistic prediction in early medical diagnoses

    Nouretdinov, I., Devetyarov, D., Vovk, V., Burford, B., Camuzeaux, S., Gentry-Maharaj, A., Tiss, A., Smith, C., Luo, Z., Chervonenkis, A., Hallett, R., Waterfield, M., Cramer, R., Timms, J. F., Jacobs, I. & Gammerman, A., Jun 2015, In: Annals of Mathematics and Artificial Intelligence. 74, 1-2, p. 203-222 20 p.

    Research output: Contribution to journalArticlepeer-review

  47. E-pub ahead of print

    Itô Calculus without Probability in Idealized Financial Markets

    Vovk, V., 15 May 2015, (E-pub ahead of print) In: Lithuanian Mathematical Journal. 55, 2, p. 270-290 21 p.

    Research output: Contribution to journalArticlepeer-review

  48. Published

    Comment: The Two Styles of VC Bounds

    Vovk, V., 2015, Measures of Complexity: Festschrift for Alexey Chervonenkis. Vovk, V., Papadopoulos, H. & Gammerman, A. (eds.). Springer, p. 161-164 4 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  49. 2014
  50. Published

    Generalised Entropies and Asymptotic Complexities of Languages

    Kalnishkan, Y., Vyugin, M. V. & Vovk, V., Oct 2014, In: Information and Computation. 237, p. 101–141 41 p.

    Research output: Contribution to journalArticlepeer-review

  51. Published

    Beyond the Basic Conformal Prediction Framework

    Vovk, V., 2014, Conformal Prediction for Reliable Machine Learning: Theory, Adaptations, and Applications. Balasubramanian, V. N., Ho, S-S. & Vovk, V. (eds.). 1 ed. Elsevier, p. 21-46 26 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  52. Published

    Buy low, sell high

    Koolen, W. & Vovk, V., 2014, In: Theoretical Computer Science. 558, p. 144-158 15 p.

    Research output: Contribution to journalArticlepeer-review

  53. Published

    Criteria of efficiency for conformal prediction

    Vovk, V., Fedorova, V., Nouretdinov, I. & Gammerman, A., 2014, On-line Compression Modelling Project (New Series), 19 p.

    Research output: Working paper

  54. Published

    Efficiency of conformalized ridge regression

    Burnaev, E. & Vovk, V., 2014, Proceedings of the Twenty Seventh Annual Conference on Learning Theory: JMLR: Workshop and Conference Proceedings. Vol. 35. p. 605-622 18 p.

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

  55. Published

    From conformal to probabilistic prediction

    Vovk, V., Petej, I. & Fedorova, V., 2014, COPA 2014 Proceedings.

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

  56. Published

    Game-Theoretic Probability

    Vovk, V., 2014, Introduction to Imprecise Probabilities. Augustin, T., Coolen, F. P. A., Cooman, G. D. & Troffaes, M. C. M. (eds.). Wiley-Interscience, p. 114-134 21 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  57. Forthcoming

    Probability-Free Solutions to the Non-Stationary Newsvendor Problem

    Zhang, Y., Vovk, V. & Zhang, W., 2014, (Accepted/In press) In: Annals of Operations Research.

    Research output: Contribution to journalArticlepeer-review

  58. Published

    The Basic Conformal Prediction Framework

    Vovk, V., 2014, Conformal Prediction for Reliable Machine Learning: Theory, Adaptations, and Applications. Balasubramanian, V., Ho, S-S. & Vovk, V. (eds.). 1 ed. Elsevier, p. 3-19 17 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  59. Published

    Venn-Abers predictors

    Vovk, V. & Petej, I., 2014, Proceedings of the Thirtieth Conference on Uncertainty in Artificial Intelligence. p. 829-838 10 p.

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

  60. 2013
  61. Published

    Conformal prediction under hypergraphical models

    Fedorova, V., Gammerman, A., Nouretdinov, I. & Vovk, V., Oct 2013, The 9th Artificial Intelligence Applications and Innovations Conference (AIAI): 2nd Workshop on Conformal Prediction and its Applications. p. 371-383 13 p.

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

  62. Published

    Conditional validity of inductive conformal predictors

    Vovk, V., 5 Jul 2013, In: Machine Learning. 92, 2-3, p. 349 - 376 28 p.

    Research output: Contribution to journalArticlepeer-review

  63. Published

    Guest Editors’ foreword

    Hutter, M., Stefan, F., Vovk, V. & Zeugmann, T., 18 Feb 2013, In: Theoretical Computer Science. 473, p. 1-3 3 p.

    Research output: Contribution to journalEditorial

  64. Published

    Kernel Ridge Regression

    Vovk, V., 2013, Empirical Inference: Festschrift in Honor of Vladimir N. Vapnik. Springer, p. 105-116 12 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  65. Published

    Transductive conformal predictors

    Vovk, V., 2013, Proceedings of the Ninth Conference on Artificial Intelligence Applications and Innovations. Heidelberg: Springer, Vol. 412. p. 348-360 13 p.

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

  66. 2012
  67. Published

    Conditional validity of inductive conformal predictors

    Vovk, V., 17 Nov 2012, In: JMLR: Workshop and Conference Proceedings. 25, p. 475-490 16 p.

    Research output: Contribution to journalArticlepeer-review

  68. Published

    Venn predictors and isotonic regression

    Vovk, V., 31 Oct 2012, 4 p.

    Research output: Working paper

  69. Published

    Inductive conformal predictors in the batch mode

    Vovk, V., 12 Sep 2012.

    Research output: Working paper

  70. Published

    Generalized entropies and asymptotic complexities of languages

    Kalnishkan, Y., Vyugin, M. V. & Vovk, V., Sep 2012, Proceedings of the Fifth Workshop on Information-Theoretic Methods in Science and Engineering. de Rooij, S., Kotlowski, W., Rissanen, J., Millimaki, P., T. R. & Yamanishi, K. (eds.). Amsterdam: CWI, p. 44-47 4 p.

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

  71. Published

    Informational and computation efficiency of set predictors

    Vovk, V., Sep 2012, Proceedings of the Fifth Workshop on Information-Theoretic Methods in Science and Engineering. de Rooij, S., Kotlowski, W., Rissanen, J., Millimaki, P., T. R. & Yamanishi, K. (eds.). Amsterdam: CWI, p. 48-51 4 p.

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

  72. Published

    Cross-conformal predictors

    Vovk, V., 3 Aug 2012.

    Research output: Working paper

  73. Published

    Plug-in martingales for testing exchangeability on-line

    Fedorova, V., Gammerman, A., Nouretdinov, I. & Vovk, V., 15 Apr 2012, 17 p.

    Research output: Working paper

  74. Forthcoming

    A closer look at adaptive regret

    Adamskiy, M., Koolen, W., Chernov, A. & Vovk, V., 2012, (Accepted/In press) Proceedings of the Twenty Third International Conference on Algorithmic Learning Theory. Bshouty, N., Stoltz, G., Vayatis, N. & Zeugmann, T. (eds.). Berlin: Springer, Vol. 7568. p. 290 - 304 15 p. (Lecture Notes in Artificial Intelligence).

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

  75. Forthcoming

    Buy low, sell high

    Koolen, W. & Vovk, V., 2012, (Accepted/In press) Proceedings of the Twenty Third International Conference on Algorithmic Learning Theory. Bshouty, N., Stoltz, G., Vayatis, N. & Zeugmann, T. (eds.). Berlin: Springer, Vol. 7568. p. 335 - 349 15 p. (Lecture Notes in Artificial Intelligence).

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

  76. Published

    Conformal predictors in early diagnostics of ovarian and breast cancers

    Devetyarov, D., Nouretdinov, I., Burford, B., Camuzeaux, S., Gentry-Maharaj, A., Tiss, A., Smith, C., Luo, Z., Chervonenkis, A., Hallett, R., Vovk, V., Waterfield, M., Cramer, R., Timms, J. F., Sinclair, J., Menon, U., Jacobs, I. & Gammerman, A., 2012, In: Progress in Artificial Intelligence. 1, p. 245 - 257 13 p.

    Research output: Contribution to journalArticlepeer-review

  77. Published

    Continuous-time trading and the emergence of probability

    Vovk, V., 2012, In: Finance and Stochastics. 16, 4, p. 561 - 609

    Research output: Contribution to journalArticlepeer-review

  78. Forthcoming
  79. Published

    Levy's zero-one law in game-theoretic probability

    Shafer, G., Vovk, V. & Takemura, A., 2012, In: Journal of Theoretical Probability. 25, 1, p. 1-24 24 p.

    Research output: Contribution to journalArticlepeer-review

  80. Published

    Multiprobabilistic Venn Predictors with Logistic Regression

    Nouretdinov, I., Devetyarov, D., Burford, B., Camuzeaux, S., Gentry-Maharaj, A., Tiss, A., Smith, C., Luo, Z., Chervonenkis, A., Hallett, R., Vovk, V., Waterfield, M., Cramer, R., Timms, J. F., Jacobs, I., Menon, U. & Gammerman, A., 2012, Artificial Intelligence Applications and Innovations - AIAI 2012 International Workshops: AIAB, AIeIA, CISE, COPA, IIVC, ISQL, MHDW, and WADTMB, Halkidiki, Greece, September 27-30, 2012, Proceedings, Part II. Iliadis, L., Maglogiannis, I., Papadopoulos, H., Karatzas, K. & Sioutas, S. (eds.). Springer, Vol. 382. (IFIP Advances in Information and Communication Technology).

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

  81. Published

    Plug-in martingales for testing exchangeability on-line

    Fedorova, V., Gammerman, A., Nouretdinov, I. & Vovk, V., 2012, Proceedings of the 29th International Conference on Machine Learning (ICML-12). Langford, J. & Pineau, J. (eds.). Omnipress, p. 1639-1646 8 p.

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

  82. 2011
  83. Published

    A simplified Capital Asset Pricing Model

    Vovk, V., 11 Nov 2011, 6 p.

    Research output: Working paper

  84. Published

    Early detection of ovarian cancer in samples pre-diagnosis using CA125 and MALDI-MS peaks

    Timms, J. F., Menon, U., Devetyarov, D., Tiss, A., Camuzeaux, S., McCurrie, K., Nouretdinov, I., Burford, B., Smith, C., Gentry-Maharaj, A., Hallett, R., Ford, J., Luo, Z., Vovk, V., Gammerman, A., Cramer, R. & Jacobs, I., Nov 2011, In: Cancer Genomics and Proteomics. 8, 6, p. 289-305

    Research output: Contribution to journalArticlepeer-review

  85. Published
  86. Published
  87. Published

    Losing money with a high Sharpe ratio

    Vovk, V., 4 Sep 2011, 6 p.

    Research output: Working paper

  88. Published

    Probability-free pricing of adjusted American lookbacks

    Philip Dawid, A., de Rooij, S., Grunwald, P., M. Koolen, W., Shafer, G., Shen, A., Vereshchagin, N. & Vovk, V., 20 Aug 2011, 28 p.

    Research output: Working paper

  89. Forthcoming

    Conformal predictions for reliable machine learning: Theory and applications

    Balasubramanian, V., Ho, S-S., Panchanathan, S. & Vovk, V., 8 Aug 2011, (Accepted/In press).

    Research output: Contribution to conferenceOtherpeer-review

  90. Published

    Ito calculus without probability in idealized financial markets

    Vovk, V., 3 Aug 2011, 25 p.

    Research output: Working paper

  91. Published

    Machine learning classification with confidence: Application of transductive conformal predictors to MRI-based diagnostic and prognostic markers in depression

    Nouretdinov, I., Costafreda, S. G., Gammerman, A., Chervonenkis, A., Vovk, V., Vapnik, V. & Fu, C. H. Y., 15 May 2011, In: NeuroImage. 56, 2, p. 809-813 5 p.

    Research output: Contribution to journalArticlepeer-review

  92. Published

    Regression conformal prediction with nearest neighbours

    Papadopoulos, H., Vovk, V. & Gammerman, A., Apr 2011, In: Journal of Artificial Intelligence Research. 40, p. 815-840 26 p.

    Research output: Contribution to journalArticlepeer-review

  93. Published

    Insuring against loss of evidence in game-theoretic probability

    Dawid, A. P., de Rooij, S., Shafer, G., Shen, A., Vereshchagin, N. & Vovk, V., Jan 2011, In: Statistics and Probability Letters. 81, 1, p. 157-162 6 p.

    Research output: Contribution to journalArticlepeer-review

  94. Forthcoming

    Conformal predictions for reliable machine learning: Theory and applications

    Balasubramanian, V., Ho, S-S., Panchanathan, S. & Vovk, V., 2011, (Accepted/In press).

    Research output: Contribution to conferenceOtherpeer-review

  95. Published

    Rough paths in idealized financial markets

    Vovk, V., 2011, In: Lithuanian Mathematical Journal. 51, 2, p. 274 - 285 12 p.

    Research output: Contribution to journalArticlepeer-review

  96. Published

    Test martingales, Bayes factors, and p-values

    Shafer, G., Shen, A., Vereshchagin, N. & Vovk, V., 2011, In: Statistical Science. 26, p. 84 - 101 17 p.

    Research output: Contribution to journalArticlepeer-review

  97. Published

    The generality of the zero-one laws

    Takemura, A., Vovk, V. & Shafer, G., 2011, In: Annals of the Institute of Statistical Mathematics. 63, 5, p. 873 - 885 13 p.

    Research output: Contribution to journalArticlepeer-review

  98. 2010
  99. Published

    Weak aggregating algorithm for the distribution-free perishable inventory problem

    Levina, T., Levin, Y., McGill, J., Nediak, M. & Vovk, V., Nov 2010, In: Operations Research Letters. 38, 6, p. 516-521 6 p.

    Research output: Contribution to journalArticlepeer-review

  100. Published

    Prequential randomness and probability

    Vovk, V. & Shen, A., 17 Jun 2010, In: Theoretical Computer Science. 411, 29-30, p. 2632-2646 15 p.

    Research output: Contribution to journalArticlepeer-review

  101. Published

    Supermartingales in prediction with expert advice

    Chernov, A., Kalnishkan, Y., Zhdanov, F. & Vovk, V., 17 Jun 2010, In: Theoretical Computer Science. 411, 29-30, p. 2647-2669 23 p.

    Research output: Contribution to journalArticlepeer-review

  102. Published
  103. Published

    Insuring against loss of evidence in game-theoretic probability

    Philip Dawid, A., de Rooij, S., Shafer, G., Shen, A., Vereshchagin, N. & Vovk, V., 11 May 2010.

    Research output: Working paper

  104. Published

    Rough paths in idealized financial markets

    Vovk, V., 3 May 2010.

    Research output: Working paper

  105. Published
  106. Published

    How to base probability theory on perfect-information games

    Shafer, G., Vovk, V. & Chychyla, R., Feb 2010, In: Bulletin of the European Association for Theoretical Computer Science. 100, p. 115-148 34 p.

    Research output: Contribution to journalArticle

  107. Published

    Competitive online generalized linear regression under square loss

    Zhdanov, F. & Vovk, V., 2010, Proceedings of the European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases 2010. Balcazar, J., Bonchi, F., Gionis, A. & Sebag, M. (eds.). Springer, p. 531-546 16 p.

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

  108. Published

    Editors' introduction

    Hutter, M., Stephan, F., Vovk, V. & Zeugmann, T., 2010, Proceedings of the Twentieth International Conference on Algorithmic Learning Theory. Berlin: Springer, Vol. 6331. p. 1-10 10 p. (Lecture Notes in Articial Intelligence).

    Research output: Chapter in Book/Report/Conference proceedingForeword/postscript

  109. Published

    Prediction with advice of unknown number of experts

    Chernov, A. & Vovk, V., 2010, Proceedings of the Twenty Sixth Conference on Uncertainty in Articial Intelligence. Grunwald, P. & Spirtes, P. (eds.). Arlington, VA: AUAI Press, p. 117-125 9 p.

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

  110. Published

    Predictions controlees en apprentissage automatique

    Gammerman, A. & Vovk, V., 2010, In: La Revue Modulad. 42, p. 16-33 18 p.

    Research output: Contribution to journalArticle

  111. 2009
  112. Published

    Jeffreys's law for general games of prediction: in search of a theory

    P. Dawid, A. & G. Vovk, V., 22 Dec 2009.

    Research output: Working paper

  113. Published

    Test martingales, Bayes factors, and p-values

    Shafer, G., Shen, A., Vereshchagin, N. & Vovk, V., 21 Dec 2009.

    Research output: Working paper

Previous 1 2 3 Next