CROC constructs finite-sample valid confidence sets for the root-cause index in multi-stream change detection using conformal p-values under independence and exchangeability assumptions.
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A single algorithm for online multicalibration achieves instance-adaptive rates by dynamically refining a dyadic prediction grid, recovering the worst-case Õ(T^{2/3}) bound and improving to Õ(√T) in marginal stochastic settings and Õ(√(JT)) for J-piecewise stationary means.
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Distribution-free root cause analysis
CROC constructs finite-sample valid confidence sets for the root-cause index in multi-stream change detection using conformal p-values under independence and exchangeability assumptions.
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Instance-Adaptive Online Multicalibration
A single algorithm for online multicalibration achieves instance-adaptive rates by dynamically refining a dyadic prediction grid, recovering the worst-case Õ(T^{2/3}) bound and improving to Õ(√T) in marginal stochastic settings and Õ(√(JT)) for J-piecewise stationary means.