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Swapnaneel Bhattacharyya

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Preprint Sep 2026

Change detection with conformal martingales: new optimal constructions, and suboptimality of existing methods

We study distribution-free sequential changepoint detection for independent observations with unknown and unrestricted pre- and post-change laws. We build on the conformal test martingales and associated e-detectors of Vovk(2021), which control the probability of false alarm (PFA) and the average run length (ARL) respe...

Swapnaneel Bhattacharyya, Aaditya Ramdas · 0 citations

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