Testing randomness online

DOI10.1214/20-STS817MaRDI QIDQ2075711zbMATH OpenFDO

Authors Vladimir Vovk

Publication date 15 February 2022

Published in Statistical Science (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1906.09256

zbMATH Keywords

exchangeabilitymartingalechange detectionconformal predictiontesting randomnessonline setting

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(11)

• Conformal Prediction: A Gentle Introduction
• Learn then test: calibrating predictive algorithms to achieve risk control
• Conformal prediction beyond exchangeability
• Game-theoretic statistics and safe anytime-valid inference
• Sequentially valid tests for forecast calibration
• Testing for outliers with conformal p-values
• Testing with \(\mathrm{p}^*\)-values: between p-values, mid p-values, and e-values
• Testing randomness
• On the existence of powerful p-values and e-values for composite hypotheses
• Testing exchangeability: fork-convexity, supermartingales and e-processes
• Sequential Monte Carlo testing by betting

Describes a project that uses

Uses Software

• Azure
• UCI

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