3 papers
stat.ME2025
ART: Distribution-Free and Model-Agnostic Changepoint Detection with Finite-Sample Guarantees
Xiaolong Cui, Haoyu Geng, Guanghui Wang +2
We introduce ART, a distribution-free and model-agnostic framework for changepoint detection that provides finite-sample guarantees. ART transforms independent observations into re…
stat.ME2024
Conditional Testing based on Localized Conformal p-values
Xiaoyang Wu, Lin Lu, Zhaojun Wang +1
In this paper, we address conditional testing problems through the conformal inference framework. We define the localized conformal p-values by inverting prediction intervals and p…
stat.ME2024
TUNE: Algorithm-Agnostic Inference after Changepoint Detection
Yinxu Jia, Jixuan Liu, Guanghui Wang +2
In multiple changepoint analysis, assessing the uncertainty of detected changepoints is crucial for enhancing detection reliability -- a topic that has garnered significant attenti…