Change detection with conformal martingales: new optimal constructions, and suboptimality of existing methods
arXiv:2609.27179v1 Announce Type: cross Abstract: We study distribution-free sequential changepoint detection for independent observations with unknown and unrestricted pre- and post-change laws. We build on the conformal test martingales and associated e-detectors of Vovk(2021), which control the…
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- 2026-09-24 04:00 · arXiv stat.ML
Change detection with conformal martingales: new optimal constructions, and suboptimality of existing methods