The paper introduces a sequential change‑point detection method for time‑ordered data where neither the pre‑ nor post‑change distributions have closed forms. It trains a conditional diffusion model on pre‑change data, uses its probability flow ODE to map observations to a Gaussian latent space, and then applies the Maximum Mean Discrepancy as a test statistic. The authors derive closed‑form components under the Gaussian null, establish the statistic’s asymptotic distribution as a degenerate U‑statistic, and implement an online Shiryaev–Roberts procedure with exact threshold calibration to detect arbitrary distributional shifts without parametric assumptions.
arXiv:2609.36594v1 Announce Type: cross Abstract: We study multiple change-point detection in multivariate time series whose distributions change in a piecewise constant manner. Distributional change...
arXiv:2606. 01256v1 Announce Type: cross Abstract: This paper introduces a distribution-free framework for constructing post-detection confidence sets for changepoints after stopping a sequential change detection procedure.
arXiv:2606. 06785v1 Announce Type: cross Abstract: We study finite-sample change detection for one-dimensional noisy dynamical systems using partition-based empirical approximations of stationary behaviour.
arXiv:2609.24278v1 Announce Type: new Abstract: Change point detection (CPD) identifies abrupt and significant changes in sequential data, with applications in human activity recognition, financial m...
arXiv:2606. 24982v1 Announce Type: new Abstract: Modeling and sampling from the underlying distribution of asynchronous event sequences are crucial in various real-world applications, including social networks, medical diagnosis, and financial transactions.
arXiv:2609.27546v1 Announce Type: cross Abstract: Score-based diffusion models are increasingly considered in settings where the underlying data distribution may differ from the training distribution...
arXiv:2607. 04750v1 Announce Type: new Abstract: We present FM-ChangeNet, a pathwise-supervised framework for change detection that reformulates bi-temporal reasoning as continuous transport in feature space rather than static endpoint comparison.
arXiv:2602. 13848v2 Announce Type: replace Abstract: We propose a sequential test for detecting arbitrary distribution shifts that allows conformal test martingales (CTMs) to work under a fixed, reference-conditional setting.
arXiv:2603. 11756v2 Announce Type: replace Abstract: Deep generative models for anomaly detection in multivariate time-series are typically trained by maximizing observed data likelihood.
arXiv:2606. 28228v1 Announce Type: new Abstract: Causal representation learning for time series has developed strong identifiability results in discrete-time latent causal models, but identifiability in continuous-time latent stochastic differential equation (SDE) models remains largely open.
arXiv:2508. 03636v3 Announce Type: replace-cross Abstract: We propose a Likelihood Matching approach for training diffusion models by first establishing an equivalence between the likelihood of the target data distribution and a likelihood along the sample path of the reverse diffusion.
arXiv:2512. 07541v3 Announce Type: replace-cross Abstract: Inspired by graph-based methodologies, we introduce a novel graph-spanning algorithm designed to identify changes in both offline and online data across low to high dimensions.