arXiv Machine Learning By Hikmat Karimov, Rahid Zahid Alekberli

Information-Geometric First-Passage Monitoring of Distributional Stability in Stochastic Systems

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The paper presents a runtime monitoring framework for stochastic systems that distinguishes normal distributional relaxation from regime changes while limiting false alarms. It combines relative‑entropy dissipation, information geometry, and sequential inference within a bounded first‑passage architecture, employing Gaussian window surrogates, covariance shrinkage, and conformal ranking aggregated by a mixture power‑martingale. Validation on Ornstein–Uhlenbeck dynamics and network intrusion datasets (NSL‑KDD, UNSW‑NB15) shows high detection rates with low false positives, highlighting calibration transport as a key deployment challenge.

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