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.
Then for any t >0, Pr {Un,m(h) ≥ t} ≤exp {−nmt2/ (32c2 h)}
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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.