Validity and efficiency of the conformal CUSUM procedure

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Vladimir Vovk, Ilia Nouretdinov, Alex Gammerman

Published: 01 Jan 2024, Last Modified: 13 May 2025CoRR 2024EveryoneRevisionsBibTeXCC BY-SA 4.0
Abstract: In this paper we study the validity and efficiency of a conformal version of the CUSUM procedure for change detection both experimentally and theoretically.