Vladimir Vovk, Ivan Petej, Ilia Nouretdinov, Ernst Ahlberg, Lars Carlsson, Alex J. Gammerman. Retrain or not retrain: conformal test martingales for change-point detection. In Lars Carlsson, Zhiyuan Luo 0001, Giovanni Cherubin, Khuong An Nguyen, editors, Conformal and Probabilistic Prediction and Applications, 8-10 September 2021, Virtual Event. Volume 152 of Proceedings of Machine Learning Research, pages 191-210, PMLR, 2021. [doi]
Abstract is missing.