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09/03/2023
Logic of subjective probability
In this paper I discuss both syntax and semantics of subjective probabil...
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08/24/2023
The diachronic Bayesian
It is well known that a Bayesian's probability forecast for the future o...
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05/09/2023
Testing exchangeability in the batch mode with e-values and Markov alternatives
The topic of this paper is testing exchangeability using e-values in the...
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10/04/2022
Game-theoretic statistics and safe anytime-valid inference
Safe anytime-valid inference (SAVI) provides measures of statistical evi...
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08/18/2022
Efficiency of nonparametric e-tests
The notion of an e-value has been recently proposed as a possible altern...
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11/02/2021
Conformal testing: binary case with Markov alternatives
We continue study of conformal testing in binary model situations. In th...
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07/04/2021
Adaptive calibration for binary classification
This note proposes a way of making probability forecasting rules less se...
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05/18/2021
Enhancement of prediction algorithms by betting
This note proposes a procedure for enhancing the quality of probabilisti...
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04/05/2021
Conformal testing in a binary model situation
Conformal testing is a way of testing the IID assumption based on confor...
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02/20/2021
Retrain or not retrain: Conformal test martingales for change-point detection
We argue for supplementing the process of training a prediction algorith...
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12/28/2020
Testing for concept shift online
This note continues study of exchangeability martingales, i.e., processe...
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08/30/2020
Comment on Glenn Shafer's "Testing by betting"
This note is my comment on Glenn Shafer's discussion paper "Testing by b...
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08/26/2020
A note on data splitting with e-values: online appendix to my comment on Glenn Shafer's "Testing by betting"
This note reanalyzes Cox's idealized example of testing with data splitt...
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07/28/2020
Admissible ways of merging p-values under arbitrary dependence
Methods of merging several p-values into a single p-value are important ...
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07/13/2020
A class of ie-merging functions
We describe a general class of ie-merging functions and pose the problem...
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06/03/2020
Conformal e-prediction for change detection
We adapt conformal e-prediction to change detection, defining analogues ...
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05/14/2020
Training conformal predictors
Efficiency criteria for conformal prediction, such as observed fuzziness...
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03/01/2020
True and false discoveries with independent e-values
In this note we use e-values (a non-Bayesian version of Bayes factors) i...
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01/16/2020
Cross-conformal e-prediction
This note discusses a simple modification of cross-conformal prediction ...
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12/31/2019
True and false discoveries with e-values
We discuss controlling the number of false discoveries using e-values in...
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12/12/2019
Combining e-values and p-values
Multiple testing of a single hypothesis and testing multiple hypotheses ...
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11/03/2019
Computationally efficient versions of conformal predictive distributions
Conformal predictive systems are a recent modification of conformal pred...
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10/01/2019
Non-algorithmic theory of randomness
This paper proposes an alternative language for expressing results of th...
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06/21/2019
Power and limitations of conformal martingales
This paper, accompanying my poster at ISIPTA 2019 (5 July 2019), poses t...
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02/18/2019
Conformal calibrators
Most existing examples of full conformal predictive systems, split-confo...
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10/24/2017
Conformal predictive distributions with kernels
This paper reviews the checkered history of predictive distributions in ...
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06/11/2017
Inductive Conformal Martingales for Change-Point Detection
We consider the problem of quickest change-point detection in data strea...
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08/09/2014
Prediction with Advice of Unknown Number of Experts
In the framework of prediction with expert advice, we consider a recentl...
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04/08/2014
Efficiency of conformalized ridge regression
Conformal prediction is a method of producing prediction sets that can b...
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10/31/2012
Venn-Abers predictors
This paper continues study, both theoretical and empirical, of the metho...
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08/03/2012
Cross-conformal predictors
This note introduces the method of cross-conformal prediction, which is ...
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07/11/2012
On-line Prediction with Kernels and the Complexity Approximation Principle
The paper describes an application of Aggregating Algorithm to the probl...
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04/09/2009
Online prediction of ovarian cancer
In this paper we apply computer learning methods to diagnosing ovarian c...
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06/21/2007