609 citations · 1.8k across the 89 of their papers we have counts for
96 papers
The diachronic Bayesian
Vladimir Vovk
It is well known that a Bayesian probability forecast for all future observations should be a probability measure in order to satisfy a natural condition of coherence. The main top…
Testing exchangeability in the batch mode with e-values and Markov alternatives
Vladimir Vovk
The topic of this paper is testing exchangeability using e-values in the batch mode, with the Markov model as alternative. The null hypothesis of exchangeability is formalized as a…
Game-theoretic statistics and safe anytime-valid inference
Aaditya Ramdas, Peter Grünwald, Vladimir Vovk +1
Safe anytime-valid inference (SAVI) provides measures of statistical evidence and certainty -- e-processes for testing and confidence sequences for estimation -- that remain valid…
Efficiency of nonparametric e-tests
Vladimir Vovk, Ruodu Wang
The notion of an e-value has been recently proposed as a possible alternative to critical regions and p-values in statistical hypothesis testing. In this paper we consider testing…
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…
Protected probabilistic classification
Vladimir Vovk, Ivan Petej, Alex Gammerman
This paper proposes a way of protecting probabilistic prediction models against changes in the data distribution, concentrating on the case of classification and paying particular…