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.
Journal of the Royal Statistical Society Series B: Statistical Methodology , volume=
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An adaptive bandit algorithm for multiple change-point localization achieves non-asymptotic sample bounds jointly controlled by jump magnitudes and change-point spacing for any fixed δ and η.
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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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The Sample Complexity of Multiple Change Point Identification under Bandit Feedback
An adaptive bandit algorithm for multiple change-point localization achieves non-asymptotic sample bounds jointly controlled by jump magnitudes and change-point spacing for any fixed δ and η.