# ART: Distribution-Free and Model-Agnostic Changepoint Detection with Finite-Sample Guarantees

arXiv: https://arxiv.org/abs/2501.04475 · HTML: https://mlsanity.com/paper/2501.04475/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 8 Jan 2025.

## Built on by (most cited first, 2 of 2)

- [ARM: Detector-Agnostic Changepoint Attribution with Finite-Sample Error Control](https://mlsanity.com/paper/2608.01691/) (2026)
- [ARC: Augmented-Rank Conformalization for Changepoint Localization --- Finite-Sample Validity and Distribution-Robust Efficiency](https://mlsanity.com/paper/2608.08424/) (2026)

## Abstract (arXiv)

We introduce ART, a distribution-free and model-agnostic framework for changepoint detection that provides finite-sample guarantees. ART transforms independent observations into real-valued scores via a symmetric function, ensuring exchangeability in the absence of changepoints. These scores are then ranked and aggregated to detect distributional changes. The resulting test offers exact Type-I error control, agnostic to specific distributional or model assumptions. Moreover, ART seamlessly extends to multi-scale settings, enabling robust multiple changepoint estimation and post-detection inference with finite-sample error rate control. By locally ranking the scores and performing aggregations across multiple prespecified intervals, ART identifies changepoint intervals and refines subsequent inference while maintaining its distribution-free and model-agnostic nature. This adaptability makes ART as a reliable and versatile tool for modern changepoint analysis, particularly in high-dimensional data contexts and applications leveraging machine learning methods.