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math.ST2026
Fuzzy Prediction Sets: Conformal Prediction with E-values
Nick W. Koning, Sam van Meer
Prediction sets offer a binary inclusion/exclusion for each element at the same fixed confidence level. We generalize to fuzzy prediction sets, which exclude elements at their own…
math.ST2025
Anytime Validity is Free: Inducing Sequential Tests
Nick W. Koning, Sam van Meer
Anytime valid sequential tests permit us to stop testing based on the current data, without invalidating the inference. Given a maximum number of observations , one may believe…