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 exchangeability, leading to conformal testing. Similarly, conformal e-prediction can also serve as basis for testing. The resulting conformal e-testing looks very different from but inherits some strengths of conformal testing; it even has some advantages over conformal testing. In this paper we discuss systematically both strengths and limitations of conformal e-testing.
翻译:存在一种与保形预测相对应的有用方法,称为保形e预测。保形预测可作为检验可交换性假设的基础,从而形成保形检验。类似地,保形e预测也可作为检验的基础。由此产生的保形e检验虽然看起来与保形检验截然不同,但继承了保形检验的一些优势;它甚至在某些方面优于保形检验。本文系统性地讨论了保形e检验的优势与局限性。