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What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
TUNE: Algorithm-Agnostic Inference after Changepoint Dete...
Yinxu Jia, Jixuan Liu, Guanghui Wang, Zhaojun Wang, Changliang Z · 2024-09-24 · via math.ST updates on arXiv.org

In multiple changepoint analysis, assessing the uncertainty of detected changepoints is crucial for enhancing detection reliability -- a topic that has garnered significant attention. Despite advancements through selective p-values, current methodologies often rely on stringent assumptions tied to specific changepoint models and detection algorithms, potentially compromising the accuracy of post-detection statistical inference. We introduce TUNE (Thresholding Universally and Nullifying change Effect), a novel algorithm-agnostic approach that uniformly controls error probabilities across detected changepoints. TUNE sets a universal threshold for multiple test statistics, applicable across a wide range of algorithms, and directly controls the family-wise error rate without the need for selective p-values. Through extensive theoretical and numerical analyses, TUNE demonstrates versatility, robustness, and competitive power, offering a viable and reliable alternative for model-agnostic post-detection inference.