Optimal detection of general moment changes: Simultaneous mean and covariance change detection and beyond

arXiv:2609.36594 · stat.ME, math.ST, stat.ML, stat.TH · Submitted 2026-09-29 · Read on arXiv

stat.ME, math.ST, stat.ML, stat.TH

Submitted: 2026-09-29

Updated: 2026-09-29

Terminology

• Consistency — 8× in this paper · explained in 3 episodes
• Accuracy — 5× in this paper · explained in 1 episode
• AUC — 2× in this paper · explained in 2 episodes
• Alignment — 2× in this paper · explained in 1 episode
• Pruning — 2× in this paper · explained in 4 episodes
• Theoretical Guarantees — 2× in this paper · explained in 2 episodes
• Curse of Dimensionality — 1× in this paper · explained in 6 episodes
• Empirical Coverage — 1× in this paper · explained in 2 episodes
• Hilbert Space — 1× in this paper · explained in 2 episodes
• Homogeneity — 1× in this paper · explained in 2 episodes
• Minimax optimality — 1× in this paper · explained in 2 episodes
• Time Series Forecasting — 1× in this paper · explained in 3 episodes
• Transformer — 1× in this paper · explained in 2 episodes

Sources

• Simultaneous Detection and Localization of Mean and Covariance Changes in High Dimensions
• Estimation and Inference for Change Points in Functional Regression Time Series
• Optimal nonparametric multivariate change point detection and localization

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