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All published works (256)

Action Title Date Authors
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Conformal e-prediction 2025-04-01 Vladimir Vovk
Testing exchangeability in the batch mode with e-values and Markov alternatives 2025-02-21 Vladimir Vovk
Randomness, exchangeability, and conformal prediction 2025-01-20 Vladimir Vovk
Validity and efficiency of the conformal CUSUM procedure 2024-12-04 Vladimir Vovk Ilia Nouretdinov Alex Gammerman
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True and false discoveries with independent and sequential <i>e</i>‐values 2024-10-21 Vladimir Vovk Ruodu Wang
Multiple testing in game-theoretic probability: pictures and questions 2024-03-18 Vladimir Vovk
The power of forgetting in statistical hypothesis testing 2024-02-10 Vladimir Vovk
Conditionality principle under unconstrained randomness 2024-02-07 Vladimir Vovk
An optimality property of the Bayes-Kelly algorithm 2024-02-05 Vladimir Vovk
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Conformal Predictive Distributions: An Approach to Nonparametric Fiducial Prediction 2024-01-22 Vladimir Vovk
Nonparametric E-tests of Symmetry 2024-01-01 Vladimir Vovk Ruodu Wang
Merging sequential e-values via martingales 2024-01-01 Vladimir Vovk Ruodu Wang
Game-Theoretic Statistics and Safe Anytime-Valid Inference 2023-11-01 Aaditya Ramdas Peter GrĂŒnwald Vladimir Vovk Glenn Shafer
Vladimir Vovk's contribution to the Discussion of “Estimating means of bounded random variables by betting” by Waudby-Smith and Ramdas 2023-10-09 Vladimir Vovk
Confidence and Discoveries with E-values 2023-02-06 Vladimir Vovk Ruodu Wang
Testing exchangeability in the batch mode with e-values and Markov alternatives 2023-01-01 Vladimir Vovk
The diachronic Bayesian 2023-01-01 Vladimir Vovk
Logic of subjective probability 2023-01-01 Vladimir Vovk
A Conversation with A. Philip Dawid 2023-01-01 Vladimir Vovk Glenn Shafer
Convergence of opinions 2023-01-01 Vladimir Vovk
Admissible ways of merging p-values under arbitrary dependence 2022-02-01 Vladimir Vovk Bin Wang Ruodu Wang
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Universal predictive systems 2022-01-25 Vladimir Vovk
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Probability and statistics: Foundations and history. Special Issue in honor of Glenn Shafer 2022-01-14 John Aldrich A. P. Dawid Thierry DenƓux Prakash P. Shenoy Vladimir Vovk
Efficiency of nonparametric e-tests 2022-01-01 Vladimir Vovk Ruodu Wang
Game-theoretic statistics and safe anytime-valid inference 2022-01-01 Aaditya Ramdas Peter GrĂŒnwald Vladimir Vovk Glenn Shafer
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Probabilistic Regression: Conformal Predictive Systems 2022-01-01 Vladimir Vovk Alex Gammerman Glenn Shafer
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Testing Exchangeability 2022-01-01 Vladimir Vovk Alex Gammerman Glenn Shafer
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Contrasts and Perspectives 2022-01-01 Vladimir Vovk Alex Gammerman Glenn Shafer
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Impossibility Results 2022-01-01 Vladimir Vovk Alex Gammerman Glenn Shafer
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Probabilistic Classification: Venn Predictors 2022-01-01 Vladimir Vovk Alex Gammerman Glenn Shafer
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Modifications of Conformal Predictors 2022-01-01 Vladimir Vovk Alex Gammerman Glenn Shafer
Conformal testing: binary case with Markov alternatives. 2021-11-02 Vladimir Vovk Ilia Nouretdinov Alex Gammerman
Protected probabilistic classification 2021-10-25 Vladimir Vovk Ivan Petej Alex Gammerman
Testing Randomness Online 2021-10-11 Vladimir Vovk
Adaptive calibration for binary classification. 2021-07-04 Vladimir Vovk Ivan Petej Alex Gammerman
E-values: Calibration, combination and applications 2021-06-01 Vladimir Vovk Ruodu Wang
Vladimir Vovk’s Contribution to The Discussion of ‘Testing by Betting: A Strategy for Statistical and Scientific Communication’ by Glenn Shafer 2021-04-01 Vladimir Vovk
Retrain or not retrain: Conformal test martingales for change-point detection 2021-01-01 Vladimir Vovk Ivan Petej Ilia Nouretdinov Ernst Ahlberg Lars Carlsson Alex Gammerman
Conformal testing in a binary model situation 2021-01-01 Vladimir Vovk
Enhancement of prediction algorithms by betting 2021-01-01 Vladimir Vovk
Conformal testing: binary case with Markov alternatives 2021-01-01 Vladimir Vovk Ilia Nouretdinov Alex Gammerman
Protected probabilistic classification 2021-01-01 Vladimir Vovk Ivan Petej Alex Gammerman
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Testing for concept shift online. 2020-12-28 Vladimir Vovk
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A note on data splitting with e-values: online appendix to my comment on Glenn Shafer's "Testing by betting" 2020-08-26 Vladimir Vovk
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A class of ie-merging functions 2020-07-13 Vladimir Vovk Ruodu Wang
Conformal e-prediction for change detection 2020-06-03 Vladimir Vovk
Combining <i>p</i>-values via averaging 2020-03-20 Vladimir Vovk Ruodu Wang
Fields of Logic and Computation III 2020-01-01 Vladimir Vovk
Cross-conformal e-prediction 2020-01-01 Vladimir Vovk
True and false discoveries with independent e-values 2020-01-01 Vladimir Vovk Ruodu Wang

Commonly Cited References

Action Title Date Authors # of times referenced
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Game‐Theoretic Foundations for Probability and Finance 2019-04-10 Glenn Shafer Vladimir Vovk 24
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The definition of random sequences 1966-12-01 Per Martin-Löf 20
Uniform test of algorithmic randomness over a general space 2005-04-28 Péter Gåcs 17
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Calibration of<i>ρ</i>Values for Testing Precise Null Hypotheses 2001-02-01 Thomas Sellke M. J. Bayarri James O. Berger 17
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On the Empirical Validity of the Bayesian Method 1993-09-01 Vladimir Vovk Vladimir V. V’yugin 16
Convergence of Probability Measures 1999-07-16 Patrick Billingsley 15
E-values: Calibration, combination and applications 2021-06-01 Vladimir Vovk Ruodu Wang 14
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Logical basis for information theory and probability theory 1968-09-01 A. N. Kolmogorov 14
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Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach 1984-01-01 A. P. Dawid 14
Combining <i>p</i>-values via averaging 2020-03-20 Vladimir Vovk Ruodu Wang 13
Distribution-free Prediction Bands for Non-parametric Regression 2013-07-03 Jing Lei Larry Wasserman 12
Predictions as Statements and Decisions 2006-01-01 Vladimir Vovk 11
Test Martingales, Bayes Factors and p-Values 2011-02-01 Glenn Shafer Alexander Shen Nikolay Vereshchagin Vladimir Vovk 11
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A Probabilistic Theory of Pattern Recognition 1996-01-01 Luc Devroye Låszló Györfi Gåbor Lugosi 11
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An improved Bonferroni procedure for multiple tests of significance 1986-01-01 R. John Simes 11
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An Introduction to Kolmogorov Complexity and Its Applications 2019-01-01 Ming Li Paul VitĂĄnyi 11
Competitive on-line learning with a convex loss function 2005-01-01 Vladimir Vovk 11
Defensive Prediction with Expert Advice 2005-01-01 Vladimir Vovk 11
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A Logic of Probability, with Application to the Foundations of Statistics 1993-01-01 Vladimir Vovk 10
Testing Randomness Online 2021-10-11 Vladimir Vovk 10
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Combinatorial foundations of information theory and the calculus of probabilities 1983-08-31 A. N. Kolmogorov 9
Continuous-time trading and the emergence of probability 2012-04-03 Vladimir Vovk 9
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Prediction with confidence—A general framework for predictive inference 2017-10-14 Jieli Shen Regina Y. Liu Minge Xie 9
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Testing Statistical Hypotheses 2021-01-07 E. L. Lehmann 9
A new formulation of asset trading games in continuous time with essential forcing of variation exponent 2009-11-01 Kei Takeuchi Masayuki Kumon Akimichi Takemura 9
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On the concept of the Bernoulli property 1986-02-28 Vladimir Vovk 8
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A Simple Sequentially Rejective Multiple Test Procedure 1979-01-01 Sture Holm 8
Three Recommendations for Improving the Use of <i>p</i>-Values 2019-03-20 Daniel J. Benjamin James O. Berger 7
Rough paths in idealized financial markets 2011-04-01 Vladimir Vovk 7
Testing by Betting: A Strategy for Statistical and Scientific Communication 2021-04-01 Glenn Shafer 7
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Game-theoretic versions of strong law of large numbers for unbounded variables 2007-08-22 Masayuki Kumon Akimichi Takemura Kei Takeuchi 7
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A New Interpretation of Information Rate 1956-07-01 J. L. Kelly 7
Admissible ways of merging p-values under arbitrary dependence 2022-02-01 Vladimir Vovk Bin Wang Ruodu Wang 7
The Language of Betting as a Strategy for Statistical and Scientific Communication 2019-03-16 Glenn Shafer 7
Non-asymptotic Calibration and Resolution 2005-01-01 Vladimir Vovk 7
Multiple Testing for Exploratory Research 2011-11-01 Jelle J. Goeman Aldo Solari 7
On a simple strategy weakly forcing the strong law of large numbers in the bounded forecasting game 2007-03-08 Masayuki Kumon Akimichi Takemura 7
Local times for typical price paths and pathwise Tanaka formulas 2015-01-01 Nicolas Perkowski David J. Prömel 7
Pathwise stochastic integrals for model free finance 2016-05-13 Nicolas Perkowski David J. Prömel 6
Defensive forecasting for optimal prediction with expert advice 2007-01-01 Vladimir Vovk 6
On-line predictive linear regression 2009-04-10 Vladimir Vovk Ilia Nouretdinov Alex Gammerman 6
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On Optimum Methods in Quickest Detection Problems 1963-01-01 Albert N. Shiryaev 6
Distribution-Free Prediction Sets 2012-12-21 Jing Lei James M. Robins Larry Wasserman 6
The Sources of Kolmogorov’s Grundbegriffe 2006-02-01 Glenn Shafer Vladimir Vovk 6
Testing exchangeability: Fork-convexity, supermartingales and e-processes 2021-07-13 Aaditya Ramdas Johannes Ruf Martin Larsson Wouter M. Koolen 6
Combining e-values and p-values 2019-12-12 Vladimir Vovk Ruodu Wang 6
The harmonic mean <i>p</i> -value for combining dependent tests 2019-01-04 Daniel J. Wilson 6
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Computing a family of reproducing kernels for statistical applications 1996-03-01 Christine Thomas‐Agnan 6
LĂ©vy’s Zero–One Law in Game-Theoretic Probability 2011-11-17 Glenn Shafer Vladimir Vovk Akimichi Takemura 6
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On closed testing procedures with special reference to ordered analysis of variance 1976-01-01 Ruth Marcus Eric Peritz K. R. Gabriel 6