# Asymptotic Distribution-Free Change-Point Detection for Multivariate and non-Euclidean Data

arXiv: https://arxiv.org/abs/1707.00167 · HTML: https://mlsanity.com/paper/1707.00167/

## Key facts

- Cited by 4 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 1 Jul 2017.

## Built on by (most cited first, 4 of 4)

- [SoccerCPD: Formation and Role Change-Point Detection in Soccer Matches Using Spatiotemporal Tracking Data](https://mlsanity.com/paper/2206.10926/) (2022)
- [Assessment of Spatio-Temporal Predictors in the Presence of Missing and Heterogeneous Data](https://mlsanity.com/paper/2302.01701/) (2023)
- [DeepLocalization: Using change point detection for Temporal Action Localization](https://mlsanity.com/paper/2404.12258/) (2024)
- [Distribution-free inference on the number of changepoints](https://mlsanity.com/paper/2609.08234/) (2026)

## Abstract (arXiv)

We consider the testing and estimation of change-points, locations where the distribution abruptly changes, in a sequence of multivariate or non-Euclidean observations. We study a nonparametric framework that utilizes similarity information among observations, which can be applied to various data types as long as an informative similarity measure on the sample space can be defined. The existing approach along this line has low power and/or biased estimates for change-points under some common scenarios. We address these problems by considering new tests based on similarity information. Simulation studies show that the new approaches exhibit substantial improvements in detecting and estimating change-points. In addition, under some mild conditions, the new test statistics are asymptotically distribution free under the null hypothesis of no change. Analytic p-value approximations to the significance of the new test statistics for the single change-point alternative and changed interval alternative are derived, making the new approaches easy off-the-shelf tools for large datasets. The new approaches are illustrated in an analysis of New York taxi data.