arXiv Machine Learning By Aytijhya Saha, Aaditya Ramdas

Distribution-free changepoint localization after sequential change detection

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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.

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arXiv Statistics ML
Aug 25

Change Detection in Probability Flow ODE: Online Testing in Diffusion Latent Spaces

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.

By Artem Kraevskiy, Artem Prokhorov