2000 character limit reached
Conformal testing: binary case with Markov alternatives (2111.01885v1)
Published 2 Nov 2021 in math.ST, cs.LG, and stat.TH
Abstract: 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 classes of conformal test martingales; one class is statistically efficient in our experiments, and the other class partially sacrifices statistical efficiency to gain computational efficiency.