Integral probability metric-guided CUSUM-Net for nonparametric changepoint detection
积分概率度量引导的 CUSUM-Net 非参数变点检测
Abstract We propose CUSUM-Net, a nonparametric method for changepoint detection based on integral probability metrics and deep neural networks. Our approach learns a critic function by maximizing an aggregate CUSUM objective over candidate changepoints, thereby linking changepoint detection to optimization of two-sample integral probability metrics. The learned critic induces a one-dimensional representation on which changepoints are localized by a classical CUSUM scan.…