Game-theoretic statistics and safe anytime-valid inference
Safe anytime-valid inference (SAVI) provides measures of statistical evidence and certainty—
e-processes for testing and confidence sequences for estimation—that remain valid at all …
e-processes for testing and confidence sequences for estimation—that remain valid at all …
Sequential change‐point detection: Computation versus statistical performance
H Wang, Y Xie - Wiley Interdisciplinary Reviews: Computational …, 2024 - Wiley Online Library
Change‐point detection studies the problem of detecting the changes in the underlying
distribution of the data stream as soon as possible after the change happens. Modern large …
distribution of the data stream as soon as possible after the change happens. Modern large …
Sequential changepoint detection via backward confidence sequences
We present a simple reduction from sequential estimation to sequential changepoint
detection (SCD). In short, suppose we are interested in detecting changepoints in some …
detection (SCD). In short, suppose we are interested in detecting changepoints in some …
Sequential change detection via backward confidence sequences
We present a simple reduction from sequential estimation to sequential changepoint
detection (SCD). In short, suppose we are interested in detecting changepoints in some …
detection (SCD). In short, suppose we are interested in detecting changepoints in some …
A contrastive approach to online change point detection
N Puchkin, V Shcherbakova - International Conference on …, 2023 - proceedings.mlr.press
We suggest a novel procedure for online change point detection. Our approach expands an
idea of maximizing a discrepancy measure between points from pre-change and post …
idea of maximizing a discrepancy measure between points from pre-change and post …
Sequential change diagnosis revisited and the Adaptive Matrix CuSum
A Warner, G Fellouris - Bernoulli, 2024 - projecteuclid.org
The supplement (Warner and Fellouris (2024)) is composed of Appendices A–F.
Appendices A and B provide properties of CuSum statistics and stopping times. The …
Appendices A and B provide properties of CuSum statistics and stopping times. The …
Behavioral inference from non-stationary policies: Theory and application to ridehailing drivers during COVID-19 lockdowns
M Battifarano, S Qian - Transportation Research Part C: Emerging …, 2023 - Elsevier
In the aftermath of a disruptive event like the onset of the COVID-19 pandemic, it is important
for policymakers to quickly understand how people are changing their behavior and their …
for policymakers to quickly understand how people are changing their behavior and their …
A log-linear non-parametric online changepoint detection algorithm based on functional pruning
G Romano, IA Eckley… - IEEE Transactions on …, 2023 - ieeexplore.ieee.org
Online changepoint detection aims to detect anomalies and changes in real time within high
frequency data streams, sometimes with limited available computational resources. This is …
frequency data streams, sometimes with limited available computational resources. This is …
Score-based change point detection via tracking the best of infinitely many experts
A Markovich, N Puchkin - arXiv preprint arXiv:2408.14073, 2024 - arxiv.org
We suggest a novel algorithm for online change point detection based on sequential score
function estimation and tracking the best expert approach. The core of the procedure is a …
function estimation and tracking the best expert approach. The core of the procedure is a …
Reducing sequential change detection to sequential estimation
We consider the problem of sequential change detection, where the goal is to design a
scheme for detecting any changes in a parameter or functional $\theta $ of the data stream …
scheme for detecting any changes in a parameter or functional $\theta $ of the data stream …