Professor Vladimir Vovk

  1. 2020
  2. Forthcoming

    Testing randomness online

    Vovk, V., 15 Oct 2020, (Accepted/In press) In : Statistical Science.

    Research output: Contribution to journalArticle

  3. Forthcoming

    E-values: Calibration, combination, and applications

    Vovk, V. & Wang, R., 17 Sep 2020, (Accepted/In press) In : The Annals of Statistics.

    Research output: Contribution to journalArticle

  4. 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

  5. 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

  6. 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 journalArticle

  7. Published

    Combining p-values via averaging

    Vovk, V. & Wang, R., 11 Jun 2020, In : Biometrika. p. 1-18 18 p., asaa027.

    Research output: Contribution to journalArticle

  8. 2019
  9. 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

  10. 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

  11. 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

  12. 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 journalArticle

  13. 2018
  14. E-pub ahead of print

    Conformal Predictive Distributions with Kernels

    Vovk, V., Nouretdinov, I., Manokhin, V. & Gammerman, A., 23 Aug 2018, 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

  15. 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

  16. 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

  17. 2017
  18. 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 journalArticle

  19. 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 journalArticle

  20. 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 journalArticle

  21. 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

  22. 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

  23. 2016
  24. 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

  25. 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

  26. 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 journalArticle

  27. Published

    Purely pathwise probability-free Ito integral

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

    Research output: Contribution to journalArticle

  28. 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

  29. 2015
  30. 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 journalArticle

  31. Published

    Transductive Conformal Prediction

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

    Research output: Contribution to journalArticle

  32. Published

    Large-scale probabilistic predictors with and without guarantees of validity

    Vovk, V., Petej, I. & Fedorova, V., 7 Dec 2015, Advances in Neural Information Processing Systems 28: Proceedings of NIPS 2015. Curran Associates, p. 892-900 9 p.

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

  33. E-pub ahead of print

    The Fundamental Nature of the Log Loss Function

    Vovk, V., 5 Sep 2015, 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

  34. 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

  35. 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

  36. 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

  37. 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 journalArticle

  38. 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 journalArticle

  39. E-pub ahead of print

    Itô Calculus without Probability in Idealized Financial Markets

    Vovk, V., 15 May 2015, In : Lithuanian Mathematical Journal. 55, 2, p. 270-290 21 p.

    Research output: Contribution to journalArticle

  40. 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

  41. 2014
  42. 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 journalArticle

  43. 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

  44. Published

    Buy low, sell high

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

    Research output: Contribution to journalArticle

  45. 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

  46. 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

  47. 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

  48. 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

  49. 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 journalArticle

  50. 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

  51. 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

  52. 2013
  53. 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

  54. 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 journalArticle

  55. 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

  56. 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

  57. 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

  58. 2012
  59. 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 journalArticle

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