• Corpus ID: 7698983

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.

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