pith:GOGR4XTR
The Sample Complexity of Multiple Change Point Identification under Bandit Feedback
Sample complexity for locating multiple change points under bandit feedback is governed jointly by jump sizes and their relative positions.
arxiv:2605.13252 v1 · 2026-05-13 · stat.ML · cs.LG · math.ST · stat.TH
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Claims
We demonstrate, both empirically and theoretically, that for general δ and η, the complexity is jointly governed by the jumps and the relative positions of the change points.
The number of change points is known in advance and the underlying function is exactly piecewise constant with jumps of unknown but fixed magnitudes; if the number is unknown or the function has smooth transitions instead of sharp jumps, the detection and refinement phases may fail to achieve the stated precision.
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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| First computed | 2026-05-18T02:44:49.419270Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
338d1e5e71737b062d33ec0bcf7f528e3d454ffa526f315512032f918433a883
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curl -sH 'Accept: application/ld+json' https://pith.science/pith/GOGR4XTRON5QMLJT5QF4672SRY \
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Canonical record JSON
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