Validity and efficiency of the conformal CUSUM procedure
Vladimir Vovk, Ilia Nouretdinov, and Alex Gammerman
TL;DR
This paper evaluates a conformal CUSUM method for change detection, analyzing its validity and efficiency through both theoretical proofs and experimental results.
Contribution
It introduces a conformal adaptation of the CUSUM procedure and assesses its performance and validity in change detection tasks.
Findings
Conformal CUSUM maintains validity under various conditions.
The method demonstrates competitive efficiency in detecting changes.
Experimental results support theoretical claims.
Abstract
In this paper we study the validity and efficiency of a conformal version of the CUSUM procedure for change detection both experimentally and theoretically.
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Taxonomy
TopicsHead and Neck Surgical Oncology