Conformal Blindness: A Note on $A$-Cryptic change-points
arXiv:2601.01147v2 Announce Type: replace Abstract: Conformal Test Martingales (CTMs) are a standard method within the Conformal Prediction framework for testing the crucial assumption of data exchangeability by monitoring deviations from uniformity in the p-value sequence. Although exchangeability implies uniform p-values, the converse does not hold. This raises the question of whether a significant break in exchangeability can occur, such that the p-values remain uniform, rendering CTMs blind. We answer this affirmatively, demonstrating the phenomenon of emph{conformal blindness}. Through […]