Change-Point Detection

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Overview

Change-point detection studies when and where a time series, data stream, or evolving system shifts between regimes, helping people respond to failures, drift, or changing conditions. Offline methods segment data using dynamic programming and penalized costs, while online methods such as CUSUM, EWMA, and martingale tests trade detection speed against false alarms; Bayesian, kernel, graph-based, and neural approaches handle richer data. Work spans settings from multivariate monitoring and dynamic networks to deployed machine-learning models, with growing attention to confidence sets, attribution, and early-warning evaluation. A central challenge is maintaining reliable guarantees under dependence, adaptation, and unknown shifts without making detection too slow or too prone to alarms.

Latest papers

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83 papers12 papers in the last four weeks, up 33% on the four weeks before. 0.1% of all new papers.

Aug 9, 2026

ARC: Augmented-Rank Conformalization for Changepoint Localization --- Finite-Sample Validity and Distribution-Robust Efficiency

Conformal changepoint localization turns any score into a confidence set for the changepoint with finite-sample coverage. Coverage is universal; efficiency is not. The oracle score is a likelihood ratio, so practical scores estimate density ratios, and set length deteriorates under heavy tails, skewness, and distribution shift, where no length guarantee applies. We propose ARC (Augmented-Rank Conformalization), a family of scores depending on the data only through within-segment ranks: rank-CUSUM location and scale channels, their fixed combinations, and a lightweight neural score frozen after synthetic training. Every ARC score inherits finite-sample coverage for every frozen weight configuration, including random initialization and mistraining. The main result is an efficiency transfer theorem: the entire ARC confidence set is almost surely invariant under strictly increasing marginal transforms, so the set length distribution depends on the data pair only through its rank structure, and lengths certified once hold verbatim across its monotone orbit, whereas a plug-in score's length changes with every re-expression. Across different rank structures lengths do change, and are reported as such. Classical rank-test theory positions ARC as targeting the optimal invariant score at bounded cost. Simulations confirm nominal coverage for all scores, including sabotaged networks, identical sets under monotone transforms where plug-in scores inflate, and smooth degradation where plug-in sets become vacuous; on the well-log benchmark ARC localizes annotated shifts to three to five candidates and flags misfit by an empty set. Two boundaries are stated rather than hidden: serial dependence destroys exactness, and trend-type alternatives lie outside the piecewise-exchangeable model.

Chenchen Peng, Mixia Wu, Qijing Yan +2

School of Mathematics, Statistics and Mechanics, Beijing University of Technology, Beijing 100124, China · College of Computing and Data Science, Nanyang Technological University, Singapore 639798, Singapore

Confidence Region EstimationConformal PredictionChange-Point Detection
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Aug 7, 2026

TRACE: A Multi-Layer Benchmark for Human AI Controller Coordination Under Drift and Failure

Modern cyber-physical and AI-assisted systems couple human operators, AI decision modules, and automated controllers in a single control loop, so trustworthiness depends on the whole loop, not any one model. Yet no standard benchmark captures time-aligned, multi-layer traces of how drift and failures propagate across these layers, so we cannot diagnose where coordination breaks down, why, or how to recover. This paper targets one facet of that gap: drift, a deviation that can originate in any stack layer and that conventional single-modality monitoring cannot localize to a layer or pin to an onset time. We construct a benchmark by injecting controlled drift into traces derived from ALFRED, a grounded-instruction benchmark for everyday household tasks, yielding 1,918 drifted traces. Each trace is a time-aligned sequence of per-step records across five execution layers (state, observation, decision, rules, control), labeled with the drift type, affected layer, onset time, responsible actor, and causal mechanism, and validated by independent raters with inter-annotator agreement reported. We pair the dataset with a leak-aware protocol that removes a near-perfect onset leak, and a baseline study across classical, recurrent, and attention-based model families. Under this honest protocol, drift is identifiable and attributable well above random and majority baselines across every family (affected layer macro-F1 near 0.70, responsible actor near 0.85, causal mechanism near 0.49), and heavy attention offers no advantage over simpler models on this symbolic benchmark.

Joshua Zuniga, Srinivasan Subramanian, Ramya Madhuri Narapureddy +1

College of Computing and Software Engineering Kennesaw State University Marietta, GA, USA

Agent Failure AnalysisAI Agent BenchmarksAI Agent MonitoringChange-Point DetectionHuman-AI Collaboration
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Aug 3, 2026

ARM: Detector-Agnostic Changepoint Attribution with Finite-Sample Error Control

Detecting a change in a multivariate series answers only the first of two questions; the operational question is which coordinates changed. Existing answers are incomplete. Block-level procedures certify predefined groups of coordinates under an additive union bound, high-dimensional variable-selection methods return interpretable rankings without error guarantees, and the post-detection inference literature controls error along the time axis rather than across coordinates. We propose ARM (Attribution by Rank Maxima), a wrapper that accepts a changepoint located by an arbitrary detector and returns the set of coordinates certified to have changed, each carrying a location or scale type label. ARM scores each coordinate by a max-over-splits rank statistic. Because this statistic dominates the corresponding statistic at the estimated split, the resulting certificate is invariant to the manner, and to the accuracy, of the changepoint estimate. Three finite-sample guarantees follow from within-coordinate ranks alone: per-coordinate validity under any detector; exact family-wise error control through a Westfall--Young joint permutation that preserves cross-coordinate dependence, with a fully distribution-free Holm fallback; and false discovery rate control under arbitrary coordinate dependence in high dimensions through Benjamini--Yekutieli and e-BH. In simulations, naive per-coordinate testing at the estimated changepoint inflates its family-wise error beyond 0.660.66 as the dimension grows, whereas ARM maintains the nominal level while retaining validity under heavy tails, power in high dimensions, and accurate type labels. On five financial series surrounding the 2008 collapse, ARM attributes a scale change to every asset class and excludes injected control coordinates.

Chenchen Peng, Mixia Wu, Qijing Yan +2

School of Mathematics, Statistics and Mechanics, Beijing University of Technology, Beijing 100124, China · College of Computing and Data Science, Nanyang Technological University, Singapore 639798, Singapore · College of Electrical Engineering, Sichuan University, Chengdu, Sichuan 610065, China

Change-Point DetectionMultiple Hypothesis Testing
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Aug 1, 2026

BayesSeg: A Bayesian Optimization Framework for State Segmentation of Electricity Consumption Time Series

In Non-Intrusive Load Monitoring (NILM), adaptive segmentation of electricity consumption time series is critical for appliance recognition. However, prevailing methods face challenges including heuristic parameter tuning, boundary sensitivity, and metric saturation. This paper proposes BayesSeg, a unified framework integrating time-series segmentation, multidimensional evaluation, and automatic parameter optimization. The segmentation layer employs a dual steady-state criterion based on the tail value and mean of preceding subsequences, combined with a sequential extraction and complement-set parsing strategy, to achieve precise unsupervised partitioning of steady-state and transition-state segments. The evaluation layer maps segmentation results to binary state sequences and formulates a composite metric integrating an event-level F1 score (event_F1) with Normalized Mutual Information (NMI). The event_F1 quantifies switching-event precision and recall via tolerance matching, while NMI captures global structural consistency, jointly overcoming the boundary sensitivity and limited discriminability of point-wise metrics. In the optimization layer, the composite score serves as the objective function for Bayesian optimization, which constructs a TPE surrogate model for efficient global parameter-space exploration. Experiments on the SustDataED2 dataset demonstrate that Bayesian optimization requires only ~100 objective evaluations to locate a parameter region within 0.35% deviation of the exhaustive grid-search optimum. The framework achieves a weighted composite score of 0.7149 and an event_F1 of 0.9340 while reducing optimization latency from ~5300 seconds to under 1 second, a speedup exceeding 5700x. BayesSeg automates segmentation configuration and provides a scalable, efficient solution for time-series analysis in NILM and related domains.

Zhenya Zhang, Wendi Zhu, Ping Wang +2

Anhui Province Key Laboratory of Intelligent Building & Building Energy Saving, Anhui Jianzhu University, Hefei 230022, China · School of Electronic and Information Engineering, Anhui Jianzhu University, Hefei 230022, China · School of Economics and Management, Anhui Jianzhu University, Hefei 230022, China +1

Non-Intrusive Load MonitoringChange-Point Detection
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Jul 29, 2026

Conformal Changepoint Localization and Root Cause Analysis with Corrupted Observations

Detecting when the statistical behavior of an engineered system changes, and identifying which component is responsible, are core problems in the monitoring of telecommunication networks, robotic platforms, security infrastructure, and multi-agent systems. In safety- and mission-critical deployments, such decisions must be accompanied by statistical reliability guarantees rather than by point estimates alone. Conformal changepoint localization (CONCH) and conformal root cause analysis (CROC) meet this need by returning confidence sets that contain the true changepoint, or the true root-cause stream, with a user-specified probability, without parametric assumptions on the data-generating process. In practice, however, observations are frequently corrupted, e.g., by outliers, sensor faults, or adversarial perturbations. While the finite-sample coverage of these procedures is preserved under contamination, the resulting confidence sets can become uninformatively large. Adopting a Huber-type contamination model, this paper proposes weighted CONCH (W-CONCH) and weighted CROC (W-CROC), which downweight observations that are likely to be corrupted with the goal of reducing confidence set size when data may be corrupted. The weighting mechanism, derived from a formal bound on the unknown corrupted data densities, leverages pre-existing second-order classifier-based uncertainty signals, such as those produced by evidential deep learning or Bayesian learning. W-CONCH and W-CROC are further generalized by introducing a meta-learning procedure for the weights that optimizes a differentiable surrogate of the confidence set size. Experiments on image-based and real-world changepoint and root-cause benchmarks show that uncertainty-based weighting substantially reduces confidence set size while maintaining the target coverage.

Seunghun Yu, Meiyi Zhu, Petar Popovski +2

Department of Electrical Engineering, Korea Advanced Institute of Science and Technology, Daejeon 34141, South Korea · Department of Engineering, King’s College London, WC2R 2LS, London, U.K. · Department of Electronic Systems, Aalborg University, 9220 Aalborg, Denmark +2

Conformal PredictionChange-Point DetectionData ContaminationRoot Cause Analysis
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Jul 15, 2026

Real-Time Detection of Charge Jumps in Superconducting Qubits with a Convolutional Neural Network

Ionizing radiation from cosmic rays and gammas can induce discontinuous jumps in the environmental charge of superconducting qubits (charge jumps), causing correlated errors that challenge fault-tolerant quantum computing while simultaneously providing a detection signature for quantum sensing applications. Current detection methods operate offline, introducing latency incompatible with in-the-loop qubit control. In this paper, an online detector of charge jumps for superconducting qubits, based on a dilated causal convolutional neural network (DCCNN) designed for in-the-loop deployment on the Quantum Instrumentation Control Kit (QICK) platform, is presented. The network is trained on synthetic Ramsey tomography scans generated from qubit templates measured at the Northwestern Experimental Underground Site (NEXUS) at Fermilab, and translated to FPGA firmware via hls4ml with ap_fixed⟨16,6⟩\langle 16,6 \rangle quantization, reaching a per-inference latency of 6.19μ6.19 μs on the Zynq UltraScale+ RFSoC ZCU216. At this operating point the DCCNN matches the detection efficiency of the established offline χ2χ^2 algorithm (0.843±0.0220.843 \pm 0.022 vs. 0.866±0.0200.866 \pm 0.020 on ∣Δq∣∈[0.1,0.5]e|Δq| \in [0.1, 0.5] e at matched false-positive rate), while requiring no per-qubit hyperparameter tuning. This shifts charge-jump detection from a post-hoc diagnostic to a control-loop primitive, enabling adaptive protocols that respond to radiation-induced events in situ, with applications to quantum-computing error mitigation and to the use of superconducting qubits as particle detectors.

Daniel Gaytan-Villarreal, Peter Meiring, Daniel Baxter +6

Department of Physics, Carnegie Mellon University, Pittsburgh, PA 15213, USA · Quantum Division, Fermi National Accelerator Laboratory, Batavia, IL 60510, USA · Department of Physics & Astronomy, Northwestern University, Evanston, IL 60208, USA +1

Change-Point Detection
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Jul 13, 2026

Calibrated e-CUSUM Decoding for Quantized Reasoning Models: Why Token Log-Probability Is the Wrong Observable for Decoding Monitors

Low-bit quantization makes small reasoning models inexpensive to deploy but can degrade their chains of thought. This motivates decoder-side monitors that intervene when generation becomes unreliable. We show that a natural candidate, the centered token log-probability increment log⁡p(wt)+Ht\log p(w_t)+H_t, is the wrong observable for this purpose. Under the model's own sampling law it is a mean-zero martingale by construction, so it measures sampling self-consistency rather than trajectory health and is nearly silent during confident repetition, where both log⁡p(wt)\log p(w_t) and entropy are close to zero. We introduce a training-free decoding controller that combines (i) a degeneration-aware alarm score fusing token uncertainty with explicit verbatim repetition and (ii) a calibrated e-process-inspired sequential detector. The raw product process is Ville-valid under a conditional-mean null, while the deployed CUSUM-floored statistic is treated as an empirical change detector because the score is history-dependent and autocorrelated. On GSM8K with DeepSeek-R1-Distill-Qwen-1.5B in FP16 and INT4, calibration turns a monitor that fires on 93--95% of generations into a selective detector of failing traces (φ≈0.3φ\approx 0.3, precision ≈0.6\approx 0.6 against a 0.38 base rate). In this pilot, the controller reduces measured verbatim-degeneration signals and yields a positive but statistically inconclusive INT4 accuracy change from 63% to 69% (paired McNemar p=0.18p=0.18, n=100n=100), at a 28% token-budget cost. We also find that non-termination, rather than looping, is the dominant failure mode on GSM8K. The main contribution is methodological: an explanation of why centered token log-probability is inadequate for decoder monitoring and a calibrated, cautiously evaluated replacement.

El Hassane Ettifouri, Ayoub Belfatmi, Mahaman Sanoussi Yahaya Alassan +1

Novelis Research, Paris, France

Language Model DecodingChange-Point Detection
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Jun 22, 2026

Weighted Score-Oriented Losses for Temporally Localized Event Prediction

Operational event-detection systems are rarely assessed by pointwise accuracy alone. In anomaly detection, changepoint detection, and warning systems, the utility of an alarm depends on its temporal position relative to an event. This produces a score-loss mismatch. Neural networks are commonly trained with classical loss functions, such as cross-entropy, whereas deployment decisions are obtained by thresholding network predictions, merging alarms through post-processing rules, and evaluating them with event-based metrics defined by detection windows and false-alarm costs. This paper studies a temporally localized specialization of weighted score-oriented loss (wSOL) for event prediction. Starting from score-oriented losses based on expected confusion matrices and from the weighted SOL framework of Marchetti et al., we consider temporal weights that discount near-event false positives and reduce false-negative penalties when an event is preceded by an admissible alarm. The resulting objective is differentiable with respect to the network predictions, and therefore can be optimized by back-propagation. It can be instantiated with balanced accuracy, true skill statistic, F1, critical success index, and related confusion-matrix scores. We evaluate the proposed approach by comparing cross-entropy, unweighted score-oriented loss, and wSOL on three benchmark datasets for time-series event prediction and detection. The results show that wSOL can improve performance when the evaluation utility is localized in time and is not already encoded by the pointwise labels.

Edoardo Legnaro, Sabrina Guastavino, Francesco Marchetti

Department of Mathematics, University of Genoa Via Dodecaneso 35, 16146 Genoa, Italy · Department of Mathematics “Tullio Levi-Civita”, University of Padua Via Trieste 63, 35121 Padua, Italy

Change-Point DetectionTime-Series Anomaly Detection
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Jun 20, 2026

Cluster-Specific Localized Drift Detection for Efficient Batch Model Adaptation under Controlled Distribution Shift

Machine learning systems deployed in dynamic environments frequently operate under nonstationary data distributions, where controlled distribution shift can progressively degrade predictive performance. However, many widely used tabular benchmark datasets lack explicit temporal structure, limiting reproducible evaluation of drift adaptation methods. This work proposes a cluster-induced distribution shift simulation framework that transforms static tabular datasets into controlled evolving data streams through structured perturbations across featurespace partitions. Using this framework, six adaptation strategies are systematically evaluated: static learning, sliding-window retraining, global ADWIN retraining, cluster-local ADWIN retraining, random subspace drift detection, and feature-partitioned drift detection. Experiments are conducted on five benchmark datasets covering both classification and regression tasks using diverse predictive model families, including linear models, k-Nearest Neighbours, tree ensembles, boosting methods, and adaptive online learners.

Ignacio Cabrera Martin, Marcello Trovati, Almas Baimagambetov +1

University of Brighton, School of Architecture, Technology and Engineering, Brighton, BN2 4GJ, United Kingdom · University of Lancashire, School of Business, Preston, PR1 2HE, United Kingdom

Distribution Shift RobustnessConcept DriftDistribution Shift DetectionChange-Point Detection
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Jun 19, 2026

Distinguishing indistinguishable attractors: Unsupervised anomaly detection with reservoir computers

Detecting when a nonlinear dynamical system departs from its normal regime is a recurring problem across the sciences, from cardiology to climate and energy systems. We show that a very simple Kolmogorov--Smirnov test on the output weights of a reservoir computer is highly sensitive to regime changes in nonlinear dynamical systems, including those invisible to both classical nonlinear measures and modern deep-learning detectors. The core idea of our algorithm is to treat the readout layer of a reservoir computer as a representation of the input dynamics. Since the input mapping and the reservoir itself are random and fixed, the trained output weights are the only object encoding the system at hand. We summarize this fingerprint by the empirical cumulative distribution function of the readout weights and compare it to a reference band built from the training data. This unsupervised, online detector distinguishes two visually indistinguishable butterfly-shaped attractors, resolves parameter drifts seven times smaller than the strongest deep-learning baseline, flags noise four orders of magnitude below the signal, and identifies ventricular flutter in a clinical ECG recording. More broadly, we aim to establish a perspective on reservoir computers in which the trained output weights are treated as a representation of the learned system in their own right, rather than merely as a means to forecasting.

Davide Prosperino, Haochun Ma, Christoph Räth

1Ludwig-Maximilians-Universität München, Faculty of Physics, Munich, 80539, Germany · 2Deutsches Zentrum für Luft- und Raumfahrt (DLR), Institute for Frontier Materials on Earth and in Space, Cologne, 51170, Germany

Online Anomaly DetectionReservoir ComputingUnsupervised Anomaly DetectionChange-Point DetectionTime-Series Anomaly Detection
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Jun 18, 2026

Betting on Moments: Legendre Jumper Martingales for Online Exchangeability Testing

A fundamental assumption in statistics and machine learning is that ``the future looks like the past,'' formalized as exchangeability: the joint data distribution is order-invariant. In practice, this assumption is often violated due to distribution shifts over time. Early detection of exchangeability violations is crucial to prevent performance degradation and enable timely interventions like model retraining. Conformal test martingales offer a flexible, distribution-free framework for sequential exchangeability testing with guaranteed false-alarm rate control by betting against the uniformity of conformal p-values. While alternatives such as plug-in martingales and mixture-based strategies exist, computationally efficient baselines like the Simple Jumper are limited to detecting mean location shifts. We propose a family of conformal test martingales based on shifted Legendre polynomials that extend the Simple Jumper to higher-order moments. The Simple Legendre Jumper replaces linear betting functions with polynomials of arbitrary degree, enabling rapid detection of variance, skewness, and other higher-order deviations. The Product Legendre Jumper combines multiple polynomial degrees into a single betting function but suffers from exponential state-space growth, termed the jumping tax. To resolve this, we introduce the Variational Legendre Jumper, which employs a mean-field approximation to reduce complexity to constant time per step with minimal power loss, providing an expressive, scalable framework for real-time distribution shift monitoring.

Johan Hallberg Szabadváry

Department of Mathematics, Stockholm University

Conformal PredictionDistribution Shift DetectionChange-Point DetectionSequential Hypothesis TestingTemporal Distribution ShiftStatistical Hypothesis Testing
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Jun 16, 2026

SpatioTemporal Causal Network Diagnostics for Geographic Tipping Point Early Warning

Geographic tipping points in ecosystems, climate subsystems, or ice sheets pose severe challenges for localized early warning. Classical spatial indicators such as Moran's I summarize global spatial structure, but they struggle with three issues: spatial dilution, Euclidean assumptions, and correlated noise. This paper introduces SpatioTemporal Causal Network Diagnostics (ST-CND), a framework that addresses these three issues by representing the geographic field as a time-evolving directed causal network. The core workflow is as follows: (1) infer which spatial nodes help predict other nodes via transfer entropy, replacing fixed Euclidean neighborhoods with data-driven information-flow topology; (2) estimate local recovery rates within each candidate subnetwork via dynamic mode decomposition; and (3) identify the most vulnerable subnetwork by combining three signals, namely high internal fluctuation, high internal synchronization, and low external coupling, thereby suppressing false alarms from spatially correlated noise. Validated on synthetic bifurcations and two observational sea-surface temperature benchmarks, namely Indo-Pacific SST and North Atlantic AMOC, ST-CND delivers localized and interpretable warnings. On the AMOC task, it achieves an AUROC of 0.783 and a critical-subnetwork IoU of 0.378, outperforming recurrence-network and lambda-AR1 baselines. The framework provides an interpretable and scalable pipeline for spatial early warning in Earth system science.

Zhaoyuan Yu, Zhangyong Liang

Jiangsu Center for Collaborative Innovation in Geographical Information Resource Development and Application, Nanjing 210023, China · National Center for Applied Mathematics, Tianjin University, Tianjin 300072, China

Change-Point DetectionDynamic Mode Decomposition
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Jun 15, 2026

Bistable by Construction: Wall-Clock-Calibrated State Monitors Have No Moment-Detection Regime at Agent Cadence

Runtime monitors for autonomous agents commonly threshold an accumulated internal state - a behavioural baseline, a drift statistic, or, in our prior work, a modelled affective state. We previously reported a State Saturation Trap: threshold-on-state triggers over a continuous affect engine become near-constant alarms on SWE-bench debugging agents (Modgil 2026). A post-release audit found the engine received dt=0 between actions, so its exponential decay never operated: the published trap is a pure-accumulator result. We correct the record (erratum, v2) and treat the flaw as an experiment. The key variable it exposes is whether a monitor's dynamics are calibrated in sample time (per observation, as in CUSUM) or wall-clock time (half-lives in seconds, as in affect models and EMA baselines). On fixed-rate streams these coincide; on agent streams, where inter-action time varies by orders of magnitude, they do not. A pre-registered sweep over uniform intervals (dt in {0..600}s) on 20 trajectories shows the wall-clock level trigger has two regimes: at dt<=1s a constant alarm (20/20; median 18 firings); at dt>=60s silent. Every critical dt lies in (1,30]s. A scriptable gpt-5.4-mini agent loop measures latency at median 1.53s (p90 2.33s), inside the trap regime, vindicating the empirical finding under a corrected mechanism. The structure is a property of the calibration class, not the engine: a minimal wall-clock accumulator over the raw error stream reproduces the same cliff, while a sample-time CUSUM over the identical stream is exactly dt-invariant (20/20). A rising-edge trigger with hysteresis fires 0-3 times per trajectory in every condition. We conclude that wall-clock-calibrated leaky-integrator monitors admit no regime in which they act as moment detectors on agent streams; transition detection escapes the trap at every cadence, but does not recover human intervention timing.

Manvendra Modgil

Modint Intelligence

Agent ReliabilityAI Agent MonitoringState TrackingChange-Point Detection
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Jun 13, 2026

Who Drifted: the System or the Judge? Anytime-Valid Attribution in LLM Evaluation Pipelines

Continuous evaluation of LLM products relies on a strong LLM judge treated as ground truth: a cheap monitor scores every interaction and a team is paged when the score drifts down. But the judge is itself a model behind an API, and a silent version bump or scoring-prompt update changes how it scores -- so every drift alarm is ambiguous between a worse product and a changed judge. We resolve the ambiguity with a fixed, human-labeled anchor set that the current judge re-scores at a steady interleave, a second betting e-process on the judge-versus-human gap, and a guard-window rule returning a verdict in {none, system, judge}. We prove anytime-validity, one-way identification (only the judge can move the anchors), an attribution race whose design law is that the anchors must out-run the main process they guard, and process orthogonality. On two real judge changes, a silent version bump is detected as judge drift in 60/60 runs with zero judge-to-system misattribution, and a contaminating strict-prompt change is correctly attributed on 110 of 120 runs at guard width 300 -- while the industry-default rolling z-test false-alarms on 75% of drift-free streams. Every experiment replicates on a second domain (TL;DR summarization) with nothing re-tuned, and where the domains differ the differences are the ones the race predicts: the strict-prompt change shifts scores harder there, so the anchors fire faster and attribution becomes perfect (240/240). The monitor runs at approximately 0.64 of the cost of strong-judging every item, or 0.21 in a cheaper-but-deafer regime.

Yitao Li

LLM EvaluationLLM-as-a-JudgeLanguage Model Generation EvaluationAnytime-Valid InferenceChange-Point DetectionDrifting Models
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Jun 12, 2026

Detecting Historical Turning Points in Italian Media: A Complex Systems Approach to a Diachronic News Corpus

The increasing availability of large-scale textual corpora has opened new possibilities for data-driven, quantitative approaches to historical analysis using Natural Language Processing (NLP). However, diachronic corpora with historical relevance from the pre-digital era remain scarce and often incomplete. We present a quantitative approach to historical analysis based on the reconstruction and exploration of a diachronic corpus of around 600,000 articles from the Italian newspaper "La Repubblica", covering all the articles published from the 1st of January 1985 to the 31st of December 2000 - a period of major political, social, and geopolitical change in Italy and globally. Using NLP techniques, we analyze the text at both lexical and semantic levels; we then apply tools from complex systems and statistical physics to trace shifts in media discourse over time. This allows us to detect key transition periods, such as the transition from the First Republic to the Second Republic in Italy, or major international conflicts like the Gulf War or the Kosovo War, without relying on prior labeling. The results show how combining computational linguistics with ideas from complex systems can offer new quantitative insight into historical changes, opening up new paths for studying the dynamics of media and society through large-scale textual data.

Dario Zarcone, Salvatore Miccichè, David Sanchez

Department of Physics and Chemistry, University of Palermo, Palermo, Italy · Institute for Cross-Disciplinary Physics and Complex Systems (IFISC), UIB-CSIC, Palma de Mallorca, Spain

Historical Document AnalysisComputational Social ScienceChange-Point DetectionSemantic Change Detection
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Jun 10, 2026

TEDD: Robust Detection of Unstable Temporal Features

When working with real-world temporal data, it is common to encounter features whose distribution is changing over time. The naive employment of Machine Learning models on this unstable data might lead to rapidly degrading performance, especially if the new distribution is much different from what was previously seen during training. In order to cope with this problem, it is critical to automatically identify features that are changing over time. With these features detected, data scientists and other practitioners will be able to mitigate the issue (for instance, by applying data transformations), deploying more robust models that retain high performance for longer periods of time. In this paper, we describe which temporal changes a feature should not suffer from, and propose TEDD, a technique to a) identify when a dataset might lead to an unstable Machine Learning model and b) automatically detect which features cause such lack of robustness. In order to achieve it, we leverage a regression model to highlight which features contribute to a good prediction of an instance's timestamp. We compare our approach to other methods in real and synthetic data, testing their detection capability on all simple change patterns. We show that our method: detects all types of basic changes, both for numerical and categorical features; can detect multivariate drifts; returns a comparable value measuring the amount of change of each feature; requires no parameter tuning; and is scalable both on number of features and instances of the dataset.

Ricardo Ribeiro Pereira, Bruno Casal Laraña, Nádia Soares +1

DCC/FCUP University of Porto Porto, Portugal · Feedzai Porto, Portugal · Mindera Porto, Portugal

Distribution Shift RobustnessDistribution Shift DetectionChange-Point DetectionTemporal Distribution Shift
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Jun 10, 2026

Online Shift Detection and Conformal Adaptation for Deployed Safety Classifiers

Safety classifiers deployed in production operate under a stationarity assumption that fails silently: when input distributions drift, accuracy degrades with no error signal until ground-truth labels arrive. We present an online monitor that detects distributional shift in classifier scores via a sliding-window KS statistic with empirically calibrated alarm thresholds. In a pre-registered factorial evaluation (4 classifiers ×\times 5 shift conditions ×\times 20 seeds ×\times 2 window sizes; 800 cells), the monitor achieves 86.6% valid detection (mean latency 39.5 steps) across synthetic-onset, real-jailbreak, and adversarial regimes; a classifier ×\times shift interaction (η2=0.185η^2 = 0.185) shows that monitoring must be tuned per classifier. Attempting to recover post-detection coverage via weighted conformal prediction exposes a failure mode: density-ratio estimation collapses for generative classifiers because logistic regression separates source from target perfectly in 3584-4096-dimensional embedding space, clipping all importance weights to zero; projecting to ≤32\leq 32 dimensions restores coverage. We then extend the framework to gradient-based evasion and give the first threat-model characterisation of score-disagreement monitoring as a canary. We falsify three assumptions: that architectural diversity drives the signal (false, η2=0.011η^2 = 0.011), that it is generic out-of-distribution detection (false, GCG-specific, p<10−12p < 10^{-12}), and that an adaptive attacker can suppress it (false while the canary is confident). We derive the exact security boundary, a confidence-gated equilibrium at which a monitor-aware attacker stalls at gap =1/(2λ)= 1/(2λ), and provide a calibration-free scan martingale achieving false-alarm rate ≤1%\leq 1\% across all classifiers with no per-model tuning.

Jun Wen Leong

Distribution ShiftConformal PredictionDistribution Shift DetectionAI Safety EvaluationChange-Point DetectionAdversarial Example Detection
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Jun 10, 2026

Seeing Below the Limit of Detection: A Censored-Poisson Bayesian Latent-Growth Change-Point Detector (the Span Detector) for Serial ctDNA in HR+/HER2- Metastatic Breast Cancer

Circulating-tumour DNA (ctDNA) carries evidence of drug resistance months before imaging shows it, but the earliest evidence lives below the assay's limit of detection (LoD): a nascent subclone is detected only intermittently, producing a flickering sequence of faint detects and non-detects. Commercial liquid biopsies treat each draw as an independent snapshot and a non-detect as nothing. We argue a non-detect is a left-censored observation, and the pattern of non-detects and faint detects over time carries actionable evidence of growth before any single value is trustworthy. We introduce Span, a censored-Poisson Bayesian latent-growth change-point detector that models the binary detection process, accumulates a sequential generalised-likelihood-ratio statistic for an upward change-point in the per-variant detection rate, and raises a competing-risks alarm with calibrated false-alarm control. Span has no learned weights, so there is nothing to overfit. On a synthetic cohort of HR+/HER2- metastatic breast cancer on first-line CDK4/6-inhibitor plus endocrine therapy, at a matched 10% false-alarm rate, Span roughly doubles the fraction of impending progressions caught three months ahead (indolent regime: 25% vs 11% for the snapshot), with a falsifiable dose-response: large for indolent emergence, vanishing for fast emergence. A value-trajectory baseline performs identically to the snapshot, isolating the gain to the censored detection model. The survival backbone matches a Cox baseline on real breast-cancer data (GBSG-2, n=686; C-index 0.67 vs 0.68), and on a real longitudinal cohort with clean biomarkers (PBC2, n=312) the same pipeline correctly declines to win, a falsifiable boundary test confirming the mechanism is regime-specific. All ctDNA trajectories are synthetic.

Aarchi Singh Thakur, Abhijoy Sarkar

Span AI

Breast CancerOncologyChange-Point Detection
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Jun 10, 2026

Quickest Detection of Hallucination Onset: Delay Bounds and Learned CUSUM Statistics

Token-level hallucination detectors are evaluated as classifiers, by AUC over all tokens, yet a streaming monitor is judged by its reaction time: the number of tokens that pass between the onset of a hallucination and the alarm. We formulate hallucination onset detection as a quickest change detection problem. A first-order Markov model of the latent faithful/hallucinated state, validated on RAGTruth, places the task inside classical change-point theory and yields Lorden's lower bound on detection delay: about 1.3 tokens at a false-alarm rate of 0.01. We then show that a causal recurrent labeler acts as a CUSUM with a learned increment. Among the onsets it catches it detects in 11-13 tokens, against 31 for a linear per-token baseline, though at this false-alarm budget every detector catches under a third of onsets and the recall-honest delay is 56-66 tokens: low-false-alarm onset detection is hard. A controlled decomposition attributes the speed advantage mostly to a better per-token score rather than to temporal accumulation. An information-rate optimality theorem of Donsker-Varadhan type explains the remaining order-of-magnitude gap: the learned score realizes only 1/4.5 of the divergence the features carry, a deficit that recalibration cannot remove, with the remainder a finite-horizon effect. Classification metrics conceal this delay structure; sequential analysis makes it measurable.

Igor Itkin

Independent Researcher

Change-Point Detection
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Jun 9, 2026

LSTM-Based Detection of Structural Breaks in Property Insurance Loss Reserving: A Climate-Informed Approach

Accurate loss reserving is foundational to insurer solvency, yet accelerating climate driven catastrophes systematically violate the stability assumptions on which traditional actuarial methods depend. This white paper presents a research program testing whether Long Short Term Memory (LSTM) neural networks can detect and adapt to these structural breaks faster and more accurately than Chain Ladder, Bornhuetter Ferguson, and Cape Cod methods. Using 15 plus years of regulatory development triangle data from Florida and Louisiana, enriched with NOAA hurricane intensity indices and sea surface temperatures, we hypothesize a targeted improvement of 15, 20% in reserve accuracy for catastrophe exposed years, a threshold grounded both in the prior neural network reserving literature and in the formal convergence results developed here. Beyond empirical validation, we develop a theoretical framework grounding LSTM structural break detection in probabilistic terms, providing formal performance guarantees that compensate for the limited number of catastrophe events in the test period. We document the research design, methodology, expected contributions, and a candid assessment of limitations.

Thomas Mbrice, Shashwat Panigrahi

Stony Brook University · Department of Computer Science

Recurrent Neural NetworksChange-Point Detection
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Jun 5, 2026

Unified Geometry-Guided ML-FTLE for Tracking Transient Chaos from Scalar Time Series

Detecting transient chaos from scalar observations without governing equations represents a fundamental challenge in nonlinear dynamics. We propose a geometry-guided machine learning framework that unifies predictive trajectory divergence with macroscopic attractor morphology to track abrupt regime shifts. The methodology extracts a local instability scale via out-of-sample k-nearest neighbor forecast errors to establish the ML-FTLE estimator, subsequently mapping this temporal divergence onto a structural closeness matrix derived from a minimal dictionary of Poincare occupancy grids. By employing partial least squares regression, we extract a latent geometric component calibrated directly to the empirical finite-time Lyapunov spectrum, yielding the Poincare-based geometric-guided FTLE. Validation against analytical QR-FTLE baselines confirms that fusing topological state spaces with predictive divergence systematically improves continuous transition tracking. The Structural Similarity Index optimally resolves gradual damping, while Hausdorff Distance exhibits extreme resilience during abrupt phase-space collapses. Furthermore, macroscopic spatial discretization acts as a robust topological regularizer against additive Gaussian noise, preserving deterministic signatures even at moderate signal thresholds. This equation-free framework provides a highly accurate, noise-resilient diagnostic for monitoring structural transitions in complex non-stationary systems.

S. V. Manivelan, Andrei Velichko, I. Manimehan

Department of Physics, M. R. Government Arts College (Affiliated to Bharathidasan University, Tiruchirappalli), Mannargudi, 614 001, Tamilnadu, India. · Institute of Physics and Technology, Petrozavodsk State University, Petrozavodsk, 185910, Russia.

Dynamical SystemsChaotic Dynamical SystemsChange-Point DetectionLyapunov Exponent Estimation
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Jun 5, 2026

Geodesics of Dynamic Graphs for Regime Change Detection

Traditional change point detection in dynamic networks assumes abrupt transitions between stationary states, overlooking scenarios of continuous evolution which arise in most real-world applications, such as social networks or physical systems. We address this gap by formally defining regimes as periods of coherent dynamics in temporal graphs, which we characterize as trajectories along geodesics in a suitably defined graph space. This original perspective allows us to define regime changes as significant drifts in dynamics, either toward new trajectories or with pace changes. We leverage graph regression methods to measure the cumulative distance of sequences of observed graphs from the estimated geodesics between their endpoints, in the relevant graph space, which we can combine with change point detection algorithms. We present experiments on dynamic networks, with changing trajectories and varying speeds, in which we outperform state of the art change point detection models. Then, we analyse mobility data during the Covid-19 pandemic, and show that our assumptions on regular network evolution lead to change points that are more aligned to external events compared to the outcomes of baseline methods. Our work is the first to model and detect changes between evolving regimes in graph space, providing a realistic and powerful tool for analyzing complex temporal graph data.

William Cappelletti, Étienne Voutaz, Pascal Frossard

LTS4, EPFL, 1015 Lausanne, Switzerland · Cyber-Defence Campus, Armasuisse, 3604 Thun, Switzerland

Dynamic Graph LearningChange-Point Detection
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Jun 5, 2026

Empirical Transfer Operators and Finite-Sample Change Detection for Noisy Expanding Interval Maps

We study finite-sample change detection for one-dimensional noisy dynamical systems using partition-based empirical approximations of stationary behaviour. Given observations from an interval-valued process, we partition the state space, estimate a finite transition matrix from observed transitions between partition elements, and apply a small Doeblin-type regularisation to ensure a unique stationary distribution. From an initial reference segment, we compute a baseline empirical stationary distribution π^0,ρ\widehatπ_{0,ρ}. For each later sliding window, we compute π^t,ρ\widehatπ_{t,ρ} and define the score St=∥π^t,ρ−π^0,ρ∥1.S_t=\|\widehatπ_{t,ρ}-\widehatπ_{0,ρ}\|_1. Large values of StS_t indicate a change in stationary behaviour relative to the baseline. The statistic detects changes in invariant density or stationary law, but not all possible changes in transition dynamics. Under explicit assumptions on empirical transition concentration, finite-state stationary distribution stability, partition approximation, regularisation bias, and noise stability, we derive a finite-sample bound for the empirical stationary density. The bound separates sampling error, regularisation bias, partition approximation error, and noise bias. We then obtain a single-window false-alarm guarantee and a sufficient detection condition when the invariant density changes by more than the estimation error. We illustrate the method on synthetic noisy beta-map change-point experiments.

Aparna Rajput

Dynamical SystemsDistribution Shift DetectionChange-Point DetectionTemporal Distribution Shift
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May 31, 2026

Distribution-free changepoint localization after sequential change detection

This paper introduces a distribution-free framework for constructing post-detection confidence sets for changepoints after stopping a sequential change detection procedure. It is well known that conformal test martingales can be used to sequentially detect changes in distribution, but by themselves provide no inference for the time at which a proclaimed change occurred. Past work on post-detection inference requires pre- and post-change classes of distributions to be known, but this paper accomplishes localization of the changepoint without any distributional assumptions. We establish finite-sample coverage guarantees (conditional on correct detection). We provide non-asymptotic bounds on the conditional expected size of the confidence sets. Under suitable asymptotic regimes, we prove that the conditional expected size of the confidence set remains uniformly bounded and demonstrate strong empirical performance on simulated and real data. To the best of our knowledge, this is the first general distribution-free framework for sequential changepoint localization with valid post-detection coverage.

Aytijhya Saha, Aaditya Ramdas

Massachusetts Institute of Technology · Carnegie Mellon University

Confidence Region EstimationDistribution Shift DetectionChange-Point Detection
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May 22, 2026

CUNY at CLPsych 2026: A Pipeline Approach to Classification and Summarization of Mental Health Changes

We describe our submission to the CLPsych2026 Shared Task on capturing and characterizing mental health changes through social media timeline dynamics. To infer the dominant self-states in posts (Tasks 1.1 and 1.2), we ensemble in-context learning of three open-weight large language models using majority voting. For predicting moments of change in a timeline (Task2), we train supervised classifiers on features derived from Task1.1 predictions. To summarize the patterns of mood dynamics and their progression over time within a timeline (Task 3.1), we augment in-context example labels predicted by upstream systems (Tasks 1.1, 1.2, and 2), yielding performance gains over zero-shot and unaugmented in-context learning baselines. Our submission ranked first on Task1.1, fourth on Task1.2, fourth on Task2, and third on Task~3.1.\footnote{The source code for the experiments is available at https://github.com/amirzia/clpsych26-cuny

Amirmohammad Ziaei Bideh, Shameed Charlomar Job, Ava Yahyapour +1

Computer Science Department, CUNY Graduate Center · Linguistics Department, CUNY Graduate Center

Mental HealthText SummarizationChange-Point Detection
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May 21, 2026

DreamerNLplus: Interpretable Modeling of Mental Health Dynamics from Social Media Timelines using Hybrid Rule-Based and RAG Methods

We present DreamerNLplus, a hybrid framework for modeling mental health dynamics from social media timelines in the CLPsych 2026 shared task. Our system addresses three tasks: psychological state modeling, temporal change detection, and sequence-level summarization. For Task 1, we combine LLM-based data augmentation, DeBERTa classification, and Random Forest regression for structured state prediction. For Task 2, we use few-shot prompting with a locally deployed Llama 3.1 model to detect Switch and Escalation events using short-term temporal context. For Task 3.1, we explore both a deterministic rule-based summarization pipeline and a few-shot LLM-based approach, ranking 2nd officially. Our RAG-based method achieves strong performance in Task 3.2, ranking 1st for Improvement and 3rd for Deterioration, demonstrating its ability to capture recurrent psychological change patterns across timelines. Our analysis reveals key challenges, including the mismatch between classification and regression performance, the difficulty of modeling temporal transitions, and the disagreement between semantic and similarity-based evaluation metrics. These findings highlight the complexity of modeling mental health dynamics and motivate future work on unified evaluation frameworks. We share our code and prompts at https://github.com/4dpicture/CLPsych2026

Maryia Zhyrko, Daisy Monika Lal, Erik van Mulligen +1

Leiden Institute of Advanced Computer Science (LIACS), Leiden University, NL · School of Computing and Communications (SCC), Lancaster University, UK · Department of Medical Informatics, Erasmus University Medical Center Rotterdam, NL +1

Social Media AnalysisMental HealthText SummarizationChange-Point DetectionSequence Modeling
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May 19, 2026

Detecting Fluent Optimization-Based Adversarial Prompts via Sequential Entropy Changes

Optimization-based adversarial suffixes can jailbreak aligned large language models (LLMs) while remaining fluent, weakening static and windowed perplexity-based detectors. We cast adversarial suffix detection as an online change-point detection problem over the token-level next-token entropy stream. Using the LLM system prompt to estimate a robust baseline, we standardize user-token entropies and apply a one-sided CUSUM statistic. The resulting detector, CPD Online (CPD), is model-agnostic, training-free, runs online, and localizes the adversarial suffix onset. On a benchmark of 1,012 optimization-based suffix attacks (GCG, AutoDAN, AdvPrompter, BEAST, AutoDAN-HGA) and 1,012 perplexity-controlled benign prompts, CPD improves F1 over the strongest windowed-perplexity baseline on all six open-weight chat models (LLaMA-2-7B/13B, Vicuna-7B/13B, Qwen2.5-7B/14B). On LLaMA-2-7B at the canonical CUSUM setting (k=0k=0), CPD reaches AUROC 0.880.88 and F1 0.820.82. Beyond prompt-level detection, CPD concentrates 79.6% of its triggers inside the adversarial suffix, versus 17-46% for windowed perplexity. Finally, when used as a lightweight gate for LLaMA Guard, CPD reduces guard calls by 17-22% on a high-volume, benign-dominated deployment while preserving guard-level detection quality

Mohammed Alshaalan, Miguel R. D. Rodrigues

Department of Electronic and Electrical Engineering, University College London, London, United Kingdom.

Adversarial Attacks on LLMsJailbreak DetectionChange-Point DetectionAdversarial Example Detection
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May 17, 2026

Enhancing Regime Shift Detection Using Unstructured Data: A Study on the Treasury Market

Regime shifts in financial markets reorganise the joint dynamics of asset prices and macro variables, breaking any single-regime calibration. They are nonetheless difficult to detect reliably because the data signal is noisy and heavily multicollinear, while the contemporaneous text that announces them is unstructured. Standard regime shift detection methods rely solely on structured time-series data and ignore policy communications, even though these texts often signal shifts before they materialise in observed prices. We propose a text-enhanced regime shift detection pipeline that combines large language model (LLM) reasoning over central-bank communications with statistical validation on multivariate financial time series. The framework is detector-agnostic: text-proposed candidates are validated using a bootstrap likelihood-ratio test on a vector autoregression (VAR), while data-driven candidates from arbitrary regime detectors are ratified through a lenient LLM text check. We evaluate the framework on 2010-2024 FOMC minutes paired with a 14-variable U.S. Treasury and macroeconomic panel, using four interchangeable data-driven detectors. The proposed pipeline achieves F1 = 0.82 against a verified anchor list of monetary-policy regime shifts, with same-day modal detection latency and consistently stronger performance than pure data-driven baselines. The results demonstrate that combining unstructured policy text with statistical structural-break detection improves the robustness and interpretability of regime shift identification in financial markets.

Mingxuan Yi, Vidal Mehra, Jing Chen +1

School of Engineering Mathematics and Technology, University of Bristol, UK · Propellant Digital B.V., Amsterdam, Netherlands · School of Mathematics, Cardiff University, UK

Change-Point DetectionFinancial Time Series
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May 15, 2026

Conditional Entropy of Heat Diffusion on Temporal Networks

Many complex systems can be modeled by temporal networks, whose organization often evolves through distinct structural phases. Detecting the change points that delimit these phases is both important and challenging. In this work, we extend the conditional entropy of heat diffusion from static graphs to temporal networks and study its properties. We provide an upper bound and explain how discrepancies from it arise from the presence of asymmetric temporal paths. Moreover, we show that this quantity is monotone in time, yielding an information-theoretic analog of the second law of thermodynamics for inhomogeneous diffusion on temporal networks. We then introduce a local version of conditional entropy, designed to probe diffusion over finite temporal windows, and show that it provides an informative signal for change-point detection in continuous-time temporal networks. We evaluate the proposed methodology on synthetic benchmarks, including comparative experiments with existing nonparametric baselines in the snapshot setting, and then apply it to a real-world temporal contact network from a French primary school. Finally, we show how to use detected change points to perform community detection on targeted sub-intervals, improving the quality and interpretability of the clustering results.

Samuel Koovely, Alexandre Bovet

Department of Mathematical Modeling and Machine Learning University of Zurich Zurich, Switzerland

Change-Point DetectionGraph Diffusion
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May 14, 2026

Explainable Detection of Depression Status Shifts from User Digital Traces

Every day, users generate digital traces (e.g., social media posts, chats, and online interactions) that are inherently timestamped and may reflect aspects of their mental state. These traces can be organized into temporal trajectories that capture how a user's mental health signals evolve, including phases of improvement, deterioration, or stability. In this work, we propose an explainable framework for detecting and analyzing depression-related status shifts in user digital traces. The approach combines multiple BERT-based models to extract complementary signals across different dimensions (e.g., sentiment, emotion, and depression severity). Such signals are then aggregated over time to construct user-level trajectories that are analyzed to identify meaningful change points. To enhance interpretability, the framework integrates a large language model to generate concise and human-readable reports that describe the evolution of mental-health signals and highlight key transitions. We evaluate the framework on two social media datasets. Results show that the approach produces more coherent and informative summaries than direct LLM-based reporting, achieving higher coverage of user history, stronger temporal coherence, and improved sensitivity to change points. An ablation study confirms the contribution of each component, particularly temporal modeling and segmentation. Overall, the method provides an interpretable view of mental health signals over time, supporting research and decision making without aiming at clinical diagnosis.

Loris Belcastro, Francesco Gervino, Fabrizio Marozzo +2

DIMES, University of Calabria, Ponte P. Bucci 41/C, 87036 Rende, Italy

Social Media AnalysisDepression DetectionInterpretable MLChange-Point Detection
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