AI RESEARCH
Accurate Evaluation of Quickest Changepoint Detectors via Non-parametric Survival Analysis
arXiv CS.LG
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ArXi:2605.18798v1 Announce Type: new We propose non-parametric estimators for the average run length (ARL) and average detection delay (ADD) in quickest changepoint detection (QCD) under finite and irregular sequence lengths. Although ARL and ADD are widely used as optimality criteria in theoretical and simulation studies, their application to real-world datasets is hindered by limited and irregular sequence lengths.