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math.ST2021★ 2 cited
Conformal testing: binary case with Markov alternatives
Vladimir Vovk, Ilia Nouretdinov, Alex Gammerman
We continue study of conformal testing in binary model situations. In this note we consider Markov alternatives to the null hypothesis of exchangeability. We propose two new classe…
math.ST2009★ 51 cited
On-line predictive linear regression
Vladimir Vovk, Ilia Nouretdinov, Alex Gammerman
We consider the on-line predictive version of the standard problem of linear regression; the goal is to predict each consecutive response given the corresponding explanatory variab…