{"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/score-based-change-point-detection-via","title":"Score-based change point detection via tracking the best of infinitely many experts","arxiv_id":"2408.14073","date":"2024-08-26","proceeding":null,"authors":["Anna Markovich","Nikita Puchkin"],"abstract":"We suggest a novel algorithm for online change point detection based on sequential score function estimation and tracking the best expert approach. The core of the procedure is a version of the fixed share forecaster for the case of infinite number of experts and quadratic loss functions. The algorithm shows a promising performance in numerical experiments on artificial and real-world data sets. We also derive new upper bounds on the dynamic regret of the fixed share forecaster with varying parameter, which are of independent interest.","url_abs":"https://arxiv.org/abs/2408.14073v1","url_pdf":"https://arxiv.org/pdf/2408.14073v1.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":"score-based-change-point-detection-via","repo_url":"https://github.com/lipperr/score_based_change_point_detection","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":null}],"tasks":[{"task_slug":"change-point-detection","task_name":"Change Point Detection"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}