惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

aimingoo的专栏
aimingoo的专栏
I
InfoQ
B
Blog RSS Feed
D
Docker
GbyAI
GbyAI
N
Netflix TechBlog - Medium
Y
Y Combinator Blog
F
Fortinet All Blogs
P
Proofpoint News Feed
Microsoft Azure Blog
Microsoft Azure Blog
人人都是产品经理
人人都是产品经理
Martin Fowler
Martin Fowler
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
M
MIT News - Artificial intelligence
C
Check Point Blog
Vercel News
Vercel News
云风的 BLOG
云风的 BLOG
博客园 - Franky
Google DeepMind News
Google DeepMind News
WordPress大学
WordPress大学
钛媒体:引领未来商业与生活新知
钛媒体:引领未来商业与生活新知
V
V2EX
Last Week in AI
Last Week in AI
L
LangChain Blog

math.ST updates on arXiv.org

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
Asymptotically optimal sequential change detection for bo...
Ashwin Ram, Aaditya Ramdas · 2026-02-05 · via math.ST updates on arXiv.org

We consider the problem of quickest changepoint detection under the Average Run Length (ARL) constraint where the pre-change and post-change laws lie in composite families $\mathscr{P}$ and $\mathscr{Q}$ respectively. In such a problem, a massive challenge is characterizing the best possible detection delay when the "hardest" pre-change law in $\mathscr{P}$ depends on the unknown post-change law $Q\in\mathscr{Q}$. And typical simple-hypothesis likelihood-ratio arguments for Page-CUSUM and Shiryaev-Roberts do not at all apply here. To that end, we derive a universal sharp lower bound in full generality for any ARL-calibrated changepoint detector in the low type-I error ($γ\to\infty$ regime) of the order $\log(γ)/\mathrm{KL}_{\mathrm{inf}}(Q,\mathscr{P})$. We show achievability of this universal lower bound by proving a tight matching upper bound (with the same sharp $\logγ$ constant) in the important bounded mean detection setting. In addition, for separated mean shifts, we also we derive a uniform minimax guarantee of this achievability over the alternatives.