Develops a general nonparametric framework for constructing non-asymptotically valid confidence sets for changepoint location using data up to an arbitrary detection stopping time.
Time- uniform, nonparametric, nonasymptotic confidence sequences.The Annals of Statistics, 49(2):1055–1080
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
stat.ML 1years
2025 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Post-detection inference for sequential changepoint localization
Develops a general nonparametric framework for constructing non-asymptotically valid confidence sets for changepoint location using data up to an arbitrary detection stopping time.