4 papers
Non-partitioned e-detectors for nonparametric sequential change detection
Aytijhya Saha, Aaditya Ramdas
We study the problem of sequential change detection over a general class of probability distributions (), where both the pre-change and post-change distributions are un…
Distribution-free changepoint localization after sequential change detection
Aytijhya Saha, Aaditya Ramdas
This paper introduces a distribution-free framework for constructing post-detection confidence sets for changepoints after stopping a sequential change detection procedure. It is w…
Optimal e-variables under constraints
Aytijhya Saha, Aaditya Ramdas
E-variables enable safe and anytime-valid inference, with log-optimal e-variables given by the likelihood ratio of the least favorable distributions (LFDs) when they exist in compo…
Density estimation with atoms, and functional estimation for mixed discrete-continuous data
Aytijhya Saha, Aaditya Ramdas
In classical density (or density-functional) estimation, it is standard to assume that the underlying distribution has a density with respect to the Lebesgue measure. However, when…