Surveillance systems [HC11] are equipped with a suite of sensors that can be switched and steered to focus attention on any target or location over a physical landscape (see Figure 1) to detect abrupt changes at any location. On the other hand, sensor suites are resource limited, and only a limited subset, among all the locations, can be probed at any time.

Changepoint localization aims to provide confidence sets for a changepoint (if one exists). Existing methods either relying on strong parametric assumptions or providing only asymptotic guarantees or focusing on a particular kind of change(e.g., change in the mean) rather than the entire distributional change. A method (possibly the first) to achieve distribution-free changepoint localization with finite-sample validity was recently introduced by \cite{dandapanthula2025conformal}. However, while they proved finite sample coverage, there was no analysis of set size. In this work, we provide rigorous theoretical guarantees for their algorithm. We also show the consistency of a point estimator for change, and derive its convergence rate without distributional assumptions. Along that line, we also construct a distribution-free consistent test to assess whether a particular time point is a changepoint or not. Thus, our work provides unified distribution-free guarantees for changepoint detection, localization, and testing. In addition, we present various finite sample and asymptotic properties of the conformal $p$-value in the distribution change setup, which provides a theoretical foundation for many applications of the conformal $p$-value. As an application of these properties, we construct distribution-free consistent tests for exchangeability against distribution-change alternatives and a new, computationally tractable method of optimizing the powers of conformal tests. We run detailed simulation studies to corroborate the performance of our methods and theoretical results. Together, our contributions offer a comprehensive and theoretically principled approach to distribution-free changepoint inference, broadening both the scope and credibility of conformal methods in modern changepoint analysis.

We present StructuralDecompose, an R package for modular and interpretable time series decomposition. Unlike existing approaches that treat decomposition as a monolithic process, StructuralDecompose separates the analysis into distinct components: changepoint detection, anomaly detection, smoothing, and decomposition. This design provides flexibility and robust- ness, allowing users to tailor methods to specific time series characteristics. We demonstrate the package on simulated and real-world datasets, benchmark its performance against state-of-the- art tools such as Rbeast and autostsm, and discuss its role in interpretable machine learning workflows.

Detecting when public discourse shifts in response to major events is crucial for understanding societal dynamics. Real-world data is high-dimensional, sparse, and noisy, making changepoint detection in this domain a challenging endeavor. In this paper, we leverage neural networks for changepoint detection in news data, introducing a method based on the so-called learning-by-confusion scheme, which was originally developed for detecting phase transitions in physical systems. We train classifiers to distinguish between articles from different time periods. The resulting classification accuracy is used to estimate the total variation distance between underlying content distributions, where significant distances highlight changepoints. We demonstrate the effectiveness of this method on both synthetic datasets and real-world data from The Guardian newspaper, successfully identifying major historical events including 9/11, the COVID-19 pandemic, and presidential elections. Our approach requires minimal domain knowledge, can autonomously discover significant shifts in public discourse, and yields a quantitative measure of change in content, making it valuable for journalism, policy analysis, and crisis monitoring.

The primary objective of this research is to build a Momentum Transformer that is expected to outperform benchmark time-series momentum and mean-reversion trading strategies. We extend the ideas introduced in the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture to equities as the original paper primarily only builds upon futures and equity indices. Unlike conventional Long Short-Term Memory (LSTM) models, which operate sequentially and are optimized for processing local patterns, an attention mechanism equips our architecture with direct access to all prior time steps in the training window. This hybrid design, combining attention with an LSTM, enables the model to capture long-term dependencies, enhance performance in scenarios accounting for transaction costs, and seamlessly adapt to evolving market conditions, such as those witnessed during the Covid Pandemic. We average 4.14% returns which is similar to the original papers results. Our Sharpe is lower at an average of 1.12 due to much higher volatility which may be due to stocks being inherently more volatile than futures and indices.

Receiver Operating Characteristic (ROC) curves are useful for evaluation in binary classification and changepoint detection, but difficult to use for learning since the Area Under the Curve (AUC) is piecewise constant (gradient zero almost everywhere). Recently the Area Under Min (AUM) of false positive and false negative rates has been proposed as a differentiable surrogate for AUC. In this paper we study the piecewise linear/constant nature of the AUM/AUC, and propose new efficient path-following algorithms for choosing the learning rate which is optimal for each step of gradient descent (line search), when optimizing a linear model. Remarkably, our proposed line search algorithm has the same log-linear asymptotic time complexity as gradient descent with constant step size, but it computes a complete representation of the AUM/AUC as a function of step size. In our empirical study of binary classification problems, we verify that our proposed algorithm is fast and exact; in changepoint detection problems we show that the proposed algorithm is just as accurate as grid search, but faster.

Detecting anomalous behavior in dynamic networks remains a constant challenge. This problem is further exacerbated when the underlying topology of these networks is affected by individual highly-dimensional node attributes. We address this issue by tracking a network's modularity as a proxy of its community structure. We leverage Graph Neural Networks (GNNs) to estimate each snapshot's modularity. GNNs can account for both network structure and high-dimensional node attributes, providing a comprehensive approach for estimating network statistics. Our method is validated through simulations that demonstrate its ability to detect changes in highly-attributed networks by analyzing shifts in modularity. Moreover, we find our method is able to detect a real-world event within the \#Iran Twitter reply network, where each node has high-dimensional textual attributes.

Online changepoint detection aims to detect anomalies and changes in real-time in high-frequency data streams, sometimes with limited available computational resources. This is an important task that is rooted in many real-world applications, including and not limited to cybersecurity, medicine and astrophysics. While fast and efficient online algorithms have been recently introduced, these rely on parametric assumptions which are often violated in practical applications. Motivated by data streams from the telecommunications sector, we build a flexible nonparametric approach to detect a change in the distribution of a sequence. Our procedure, NP-FOCuS, builds a sequential likelihood ratio test for a change in a set of points of the empirical cumulative density function of our data. This is achieved by keeping track of the number of observations above or below those points. Thanks to functional pruning ideas, NP-FOCuS has a computational cost that is log-linear in the number of observations and is suitable for high-frequency data streams. In terms of detection power, NP-FOCuS is seen to outperform current nonparametric online changepoint techniques in a variety of settings. We demonstrate the utility of the procedure on both simulated and real data.

In this work, we present an approach to identify sub-tasks within a demonstrated robot trajectory using language instructions. We identify these sub-tasks using language provided during demonstrations as guidance to identify sub-segments of a longer robot trajectory. Given a sequence of natural language instructions and a long trajectory consisting of image frames and discrete actions, we want to map an instruction to a smaller fragment of the trajectory. Unlike previous instruction following works which directly learn the mapping from language to a policy, we propose a language-conditioned change-point detection method to identify sub-tasks in a problem. Our approach learns the relationship between constituent segments of a long language command and corresponding constituent segments of a trajectory. These constituent trajectory segments can be used to learn subtasks or sub-goals for planning or options as demonstrated by previous related work. Our insight in this work is that the language-conditioned robot change-point detection problem is similar to the existing video moment retrieval works used to identify sub-segments within online videos. Through extensive experimentation, we demonstrate a $1.78_{\pm 0.82}\%$ improvement over a baseline approach in accurately identifying sub-tasks within a trajectory using our proposed method. Moreover, we present a comprehensive study investigating sample complexity requirements on learning this mapping, between language and trajectory sub-segments, to understand if the video retrieval-based methods are realistic in real robot scenarios.