Universal probability-free conformal prediction

@inproceedings{Vovk2016UniversalPC,
  title={Universal probability-free conformal prediction},
  author={Vladimir Vovk and Dusko Pavlovic},
  booktitle={COPA},
  year={2016}
}
We construct a universal prediction system in the spirit of Popper’s falsifiability and Kolmogorov complexity. This prediction system does not depend on any statistical assumptions, but under the IID assumption it dominates, although in a rather weak sense, conformal prediction. Not for nothing do we call the laws of nature “laws”: the more they prohibit, the more they say. The Logic of Scientific Discovery Karl Popper