3 papers
stat.ME2026
gridcp: Fast Online Changepoint Detection in Python
Per August Jarval Moen, Sebastian Grau Nielsen, Espen Bjørge Urheim +2
Online changepoint detection is the problem of detecting distributional changes in a data stream in real-time. A large body of methodology exists for the offline (fixed-size) setti…
stat.ME2026
A grid-based methodology for fast online changepoint detection
Per August Jarval Moen
We propose a grid-based methodology for online changepoint detection that allows offline changepoint tests to be applied to sequentially observed data. The methodology achieves low…
math.ST2025
Minimax rates in variance and covariance changepoint testing
Per August Jarval Moen
We study the detection of a change in the covariance matrix of independent sub-Gaussian random variables of dimension . Our first contribution is to show that …