activity
20052024
most citedOn-line predictive linear regression

52 citations · 218 across the 13 of their papers we have counts for

collaborators

15 papers

math.ST2024

Validity and efficiency of the conformal CUSUM procedure

Vladimir Vovk, Ilia Nouretdinov, Alex Gammerman

In this paper we study the validity and efficiency of a conformal version of the CUSUM procedure for change detection both experimentally and theoretically.

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…

cs.LG2021★ 13 cited

Retrain or not retrain: Conformal test martingales for change-point detection

Vladimir Vovk, Ivan Petej, Ilia Nouretdinov +3

We argue for supplementing the process of training a prediction algorithm by setting up a scheme for detecting the moment when the distribution of the data changes and the algorith…

math.ST2020★ 1 cited

Conformal e-testing

Vladimir Vovk, Ilia Nouretdinov, Alex Gammerman

There is a useful counterpart of conformal prediction for e-values, called conformal e-prediction. Conformal prediction can serve as basis for testing the assumption of exchangeabi…

cs.LG2019

Computationally efficient versions of conformal predictive distributions

Vladimir Vovk, Ivan Petej, Ilia Nouretdinov +2

Conformal predictive systems are a recent modification of conformal predictors that output, in regression problems, probability distributions for labels of test observations rather…

stat.ML2019★ 22 cited

Multi-level conformal clustering: A distribution-free technique for clustering and anomaly detection

Ilia Nouretdinov, James Gammerman, Matteo Fontana +1

In this work we present a clustering technique called \textit{multi-level conformal clustering (MLCC)}. The technique is hierarchical in nature because it can be performed at multi…