{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/a-contrastive-approach-to-online-change-point","title":"A Contrastive Approach to Online Change Point Detection","arxiv_id":"2206.10143","date":"2022-06-21","proceeding":null,"authors":["Artur Goldman","Nikita Puchkin","Valeriia Shcherbakova","Uliana Vinogradova"],"abstract":"We suggest a novel procedure for online change point detection. Our approach expands an idea of maximizing a discrepancy measure between points from pre-change and post-change distributions. This leads to a flexible procedure suitable for both parametric and nonparametric scenarios. We prove non-asymptotic bounds on the average running length of the procedure and its expected detection delay. The efficiency of the algorithm is illustrated with numerical experiments on synthetic and real-world data sets.","url_abs":"https://arxiv.org/abs/2206.10143v3","url_pdf":"https://arxiv.org/pdf/2206.10143v3.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"a-contrastive-approach-to-online-change-point","repo_url":"https://github.com/npuchkin/contrastive_change_point_detection","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"none","reach":null},{"paper_slug":"a-contrastive-approach-to-online-change-point","repo_url":"https://github.com/npuchkin/contrastive_change_point_detection_extended","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"none","reach":null}],"tasks":[{"task_slug":"change-point-detection","task_name":"Change Point Detection"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":null,"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}