Conformal testing is a way of testing the IID assumption based on conformal prediction. The topic of this note is computational evaluation of the performance of conformal testing in a model situation in which IID binary observations generated from a Bernoulli distribution are followed by IID binary observations generated from another Bernoulli distribution, with the parameters of the distributions and changepoint unknown. Existing conformal test martingales can be used for this task and work well in simple cases, but their efficiency can be improved greatly.
翻译:非正式测试是测试基于一致预测的IDD假设的一种方式,本说明的主题是对符合测试的性能进行计算评价,在模型情况下,从Bernoulli分布中产生的ID二进制观测之后,再从另一个Bernoulli分布中产生的ID二进制观测,分布参数和变化点未知,现有符合测试马丁加林可用于这项任务,在简单案例中运作良好,但效率可以大大提高。