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stat.ME2024
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…
math.ST2024
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…
stat.ME2024★ 1 cited
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.