1 citations · 1 across the 2 of their papers we have counts for
3 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.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.CC2005
Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence for time series
Boris Ryabko, Jaakko Astola, Alex Gammerman
We show that Kolmogorov complexity and such its estimators as universal codes (or data compression methods) can be applied for hypotheses testing in a framework of classical mathem…