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Theoretical and experimental aspects of information theory and coding theory. This tag covers but is not limited to following branches: information theory, information geometry, optimal transportation theory, coding theory.

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Conformal prediction for the case of single tailed events

I'll start with a motivating example and only then proceed to the question. Consider a list of total packages of milk that were purchased on 9 consecutive days on a given store, $z_1,\ldots,z_9 = 1 …