ART gives exact finite-sample false-alarm control for changepoint testing, localization, and post-detection inference by ranking order-symmetric scores, with no distributional or model assumptions.
S.2.4 Proof of Theorem 3 Under H0, Tn,multi and {∥G(πb)∥∞}B b=1 are iid
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ART: Distribution-Free and Model-Agnostic Changepoint Detection with Finite-Sample Guarantees
ART gives exact finite-sample false-alarm control for changepoint testing, localization, and post-detection inference by ranking order-symmetric scores, with no distributional or model assumptions.