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Sequential change detection is a classical problem with a variety of applications. However, the majority of prior work has been parametric, for example, focusing on exponential families. We develop a fundamentally new and general framework for sequential change detection when the pre- and post-change distributions are nonparametrically specified (and thus composite). Our procedures come with clean, nonasymptotic bounds on the average run length (frequency of false alarms). In certain nonparametric cases (like sub-Gaussian or sub-exponential), we also provide near-optimal bounds on the detection delay following a changepoint. The primary technical tool that we introduce is called an e-detector, which is composed of sums of e-processes—a fundamental generalization of nonnegative supermartingales—that are started at consecutive times. We first introduce simple Shiryaev-Roberts and CUSUM-style e-detectors, and then show how to design their mixtures in order to achieve both statistical and computational efficiency. Our e-detector framework can be instantiated to recover classical likelihood-based procedures for parametric problems, as well as yielding the first change detection method for many nonparametric problems. As a running example, we tackle the problem of detecting changes in the mean of a bounded random variable without i.i.d. assumptions, with an application to tracking the performance of a basketball team over multiple seasons. 

We derive conditions under which the reconstruction of a target space is topologically correct via the Čech complex or the Vietoris-Rips complex obtained from possibly noisy point cloud data. We provide two novel theoretical results. First, we describe sufficient conditions under which any non-empty intersection of finitely many Euclidean balls intersected with a positive reach set is contractible, so that the Nerve theorem applies for the restricted Čech complex. Second, we demonstrate the homotopy equivalence of a positive μ-reach set and its offsets. Applying these results to the restricted Čech complex and using the interleaving relations with the Čech complex (or the Vietoris-Rips complex), we formulate conditions guaranteeing that the target space is homotopy equivalent to the Čech complex (or the Vietoris-Rips complex), in terms of the μ-reach. Our results sharpen existing results.