Validity and efficiency of the conformal CUSUM procedure
Statistics Theory
2024-12-05 v1 Machine Learning
Statistics Theory
Abstract
In this paper we study the validity and efficiency of a conformal version of the CUSUM procedure for change detection both experimentally and theoretically.
Cite
@article{arxiv.2412.03464,
title = {Validity and efficiency of the conformal CUSUM procedure},
author = {Vladimir Vovk and Ilia Nouretdinov and Alex Gammerman},
journal= {arXiv preprint arXiv:2412.03464},
year = {2024}
}
Comments
19 pages, 7 figures