mlsanityData to 7 Oct 2026

Post Hoc Inference for Component Attribution in Multivariate Change-Point Detection

arXiv 2607.14814 ↗First posted 16 Jul 2026stat.ME math.ST stat.MLcited by 2

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Abstract (arXiv)

We consider the post-detection analysis of change-points for multivariate time series, with the goal of identifying which coordinates are responsible for a detected change. After a change-point has been located by an offline detection algorithm, we propose post hoc statistical procedures to determine whether the change occurs in either of two predefined blocks of coordinates or in both. Our methods rely on two-sample testing procedures with a particular focus on nonparametric tests; we provide theoretical guarantees for Type I error control. Simulations and a real-data experiment demonstrate the strong performance of the proposed procedures.

Key facts. Cited by 2 papers in the map (data through 7 Oct 2026). Builds on 13 of its 36 references that are in the map. First posted on arXiv 16 Jul 2026.

Builds on

13 of 36 references.

References · 13

  1. 2013A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Datacited by 28
  2. 2019Testing for a Change in Mean After Changepoint Detectioncited by 25
  3. 2022A Permutation-free Kernel Two-Sample Testcited by 21
  4. 2017Selective Inference for Change Point Detection in Multi-dimensional Sequencescited by 11
  5. 2021Valid and Exact Statistical Inference for Multi-dimensional Multiple Change-Points by Selective Inferencecited by 10
  6. 2023Variable Selection for Kernel Two-Sample Testscited by 7
  7. 2023Variable Selection in Maximum Mean Discrepancy for Interpretable Distribution Comparisoncited by 5
  8. 2025Theoretical guarantees for change localization using conformal p-valuescited by 5
  9. 2023Improving Power by Conditioning on Less in Post-selection Inference for Changepointscited by 2
  10. 2024Post-selection inference for quantifying uncertainty in changes in variancecited by 2
  11. 2021Inference in high-dimensional online changepoint detectioncited by 1
  12. 2023Online Centralized Non-parametric Change-point Detection via Graph-based Likelihood-ratio Estimationcited by 1
1 more
  1. 2024Variable Selection for Comparing High-dimensional Time-Series Datacited by 1

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Cited by year (2026 to 7 Oct)

Citing papers per year: 2026: 2.

2 papers.

  1. 2026ARM: Detector-Agnostic Changepoint Attribution with Finite-Sample Error Controlcited by 0
  2. 2026ARC: Augmented-Rank Conformalization for Changepoint Localization --- Finite-Sample Validity and Distribution-Robust Efficiencycited by 0