8 papers
Confidence intervals for causal effects in sequential decision making
Vladimir Vovk, Ruodu Wang
We derive confidence intervals and confidence sequences for causal effects in situations where the back-door criterion is applicable. Our tightest confidence intervals hold in the…
Aggregation in conformal e-classification
Vladimir Vovk
Aggregating conformal predictors is a standard way of balancing their predictive and computational efficiency while retaining their validity, at least approximately. An important a…
Inductive Venn-Abers and related regressors
Ivan Petej, Vladimir Vovk
Venn-Abers predictors are probabilistic predictors that enjoy appealing properties of validity, but their major limitation is that they have been applicable only to binary classifi…
Conformal e-prediction in the presence of confounding
Vladimir Vovk, Ruodu Wang
This note extends conformal e-prediction to cover the case where there is observed confounding between the random object and its label . We consider both the case where the…
Inductive randomness predictors: beyond conformal
Vladimir Vovk
This paper introduces inductive randomness predictors, which form a proper superset of inductive conformal predictors but have the same principal property of validity under the ass…
Universality of conformal prediction under the assumption of randomness
Vladimir Vovk
Conformal predictors provide set or functional predictions that are valid under the assumption of randomness, i.e., under the assumption of independent and identically distributed…
Randomness, exchangeability, and conformal prediction
Vladimir Vovk
This paper argues for a wider use of the functional theory of randomness, a modification of the algorithmic theory of randomness getting rid of unspecified additive constants. Both…
Logic of subjective probability
Vladimir Vovk
In this paper I discuss both syntax and semantics of subjective probability. The semantics determines ways of testing probability statements. Among important varieties of subjectiv…