# Betting on Moments: Legendre Jumper Martingales for Online Exchangeability Testing

arXiv: https://arxiv.org/abs/2606.20859 · HTML: https://mlsanity.com/paper/2606.20859/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 6 of its 31 references that are in the map.
- First posted on arXiv 18 Jun 2026.

## Builds on (most cited first, 6 of 6)

- [Variational Inference: A Review for Statisticians](https://mlsanity.com/paper/1601.00670/) (2016)
- [Testing exchangeability: fork-convexity, supermartingales, and e-processes](https://mlsanity.com/paper/2102.00630/) (2021)
- [Retrain or not retrain: Conformal test martingales for change-point detection](https://mlsanity.com/paper/2102.10439/) (2021)
- [Protected probabilistic classification](https://mlsanity.com/paper/2107.01726/) (2021)
- [Enhancement of prediction algorithms by betting](https://mlsanity.com/paper/2105.08669/) (2021)
- [Exchangeability and randomness for infinite and finite sequences](https://mlsanity.com/paper/2512.22162/) (2025)

## Built on by (most cited first, 1 of 1)

- [The Premise Is the Problem: Exchangeability Failure in Self-Monitored Test-Time Adaptation](https://mlsanity.com/paper/2610.07038/) (2026)

## Abstract (arXiv)

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.