Provides theoretical characterizations of detection delay for univariate online robust mean change point detection under Huber contamination and heavy tails, plus a multivariate robust mean testing procedure, with matching lower bounds.
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Online change point detection under heavy-tailedness and contamination
Provides theoretical characterizations of detection delay for univariate online robust mean change point detection under Huber contamination and heavy tails, plus a multivariate robust mean testing procedure, with matching lower bounds.