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Uniform tail-bound conjecture for the proposed and Vector CuSum schemes
For a family of constants … let … Here $W_{ij}(n)$ is the relevant CuSum statistic, and $\tau(b,h)$ is the stopping time for threshold parameters $b$ and $h$ . Uniform tail-bound co…
Conjectureopenchange-point-detection cusum sequential-analysisarXiv posted 2 days ago

Uniform tail-bound conjecture for the proposed and Vector CuSum schemes