# Inductive Conformal Martingales for Change-Point Detection

@inproceedings{Volkhonskiy2017InductiveCM, title={Inductive Conformal Martingales for Change-Point Detection}, author={Denis Volkhonskiy and Evgeny Burnaev and Ilia Nouretdinov and Alexander Gammerman and Vladimir Vovk}, booktitle={COPA}, year={2017} }

We consider the problem of quickest change-point detection in data streams. [... ] Key Method Instead we propose a new method for change-point detection based on Inductive Conformal Martingales, which requires only the independence and identical distribution of observations. Expand

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