This paper places conformal testing in a general framework of statistical hypothesis testing. A standard approach to testing a composite null hypothesis $H$ is to test each of its elements and to reject $H$ when each of its elements is rejected. It turns out that we can fully cover conformal testing using this approach only if we allow forgetting some of the data. However, we will see that the standard approach covers conformal testing in a weak asymptotic sense and under restrictive assumptions. I will also list several possible directions of further research, including developing a general scheme of online testing.
翻译:本文将共形检验置于统计假设检验的一般框架中。检验复合零假设$H$的标准方法是检验其每个元素,并在每个元素都被拒绝时拒绝$H$。结果表明,只有允许遗忘部分数据,我们才能用这种方法完全覆盖共形检验。然而,我们将看到,在弱渐近意义下和限制性假设下,标准方法仅能覆盖共形检验。我还将列出未来研究的几个可能方向,包括开发在线检验的一般方案。