Testing randomness online

DOI10.1214/20-STS817MaRDI QIDQ2075711

Vladimir Vovk

Publication date: 15 February 2022

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.09256

zbMATH Keywords

exchangeabilitymartingalechange detectionconformal predictiontesting randomnessonline setting

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (7)

Conformal Prediction: A Gentle Introduction ⋮ Testing for outliers with conformal p-values ⋮ Conformal prediction beyond exchangeability ⋮ Game-theoretic statistics and safe anytime-valid inference ⋮ Sequentially valid tests for forecast calibration ⋮ Testing with \(\mathrm{p}^*\)-values: between p-values, mid p-values, and e-values ⋮ Testing exchangeability: fork-convexity, supermartingales and e-processes

Uses Software

• UCI-ml
• Azure

Cites Work

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