1 citations · 1 across the 3 of their papers we have counts for
6 papers
Exchangeability and randomness for infinite and finite sequences
Vladimir Vovk
Randomness (in the sense of being generated in an IID fashion) and exchangeability are standard assumptions in nonparametric statistics and machine learning, and relations between…
A law of large numbers for predicting several steps ahead
Vladimir Vovk
This note proves a law of large numbers for predicting several steps ahead, which, in the case of uniformly bounded random variables, generalizes the standard law of large numbers…
Multiple testing in game-theoretic probability: pictures and questions
Vladimir Vovk
The usual way of testing probability forecasts in game-theoretic probability is via construction of test martingales. The standard assumption is that all forecasts are output by th…
The power of forgetting in statistical hypothesis testing
Vladimir Vovk
This paper places conformal testing in a general framework of statistical hypothesis testing. A standard approach to testing a composite null hypothesis is to test each of its…
An optimality property of the Bayes-Kelly algorithm
Vladimir Vovk
This note states a simple property of optimality of the Bayes-Kelly algorithm for conformal testing and poses a related open problem.
Asymptotic uniqueness in long-term prediction
Vladimir Vovk
This paper establishes the asymptotic uniqueness of long-term probability forecasts in the following form. Consider two forecasters who repeatedly issue probability forecasts for t…