Inductive Conformal Martingales for Change-Point Detection

Denis Volkhonskiy, Evgeny Burnaev, Ilia Nouretdinov, Alexander Gammerman, Vladimir Vovk. Inductive Conformal Martingales for Change-Point Detection. In Alex J. Gammerman, Vladimir Vovk, Zhiyuan Luo, Harris Papadopoulos, editors, Conformal and Probabilistic Prediction and Applications, COPA 2017, 13-16 June 2017, Stockholm, Sweden. Volume 60 of JMLR Workshop and Conference Proceedings, pages 132-153, JMLR.org, 2017. [doi]

Abstract

Abstract is missing.