{
  "abstract": "Generalized stochastic approximation replaces the log-likelihood ratio of a sequential change-point problem by an affine function of a fixed feature dictionary, whose coefficients solve a normal system in the dictionary's moments under the pre- and post-change laws. The increment is a rescaled orthogonal projection of the bounded score, and the information it carries is bounded by the triangular discrimination between the laws. The dictionary decides what is detectable: a symmetry shared by both laws annihilates a whole parity at every order, and one further column raises the information by an explicit bordered-metric increment. A single efficiency factor, at most one, governs all three procedures the increment drives -- cumulative-sum, Shiryaev-Roberts and Shiryaev -- through false-alarm and delay bounds valid at every threshold. Estimated coefficients are consistent and asymptotically normal. A Monte-Carlo study measures the factor against the delay ratio it predicts, and locates the order at which the dictionary stops paying.",
  "abstract_shown": true,
  "affiliations": [],
  "article_type": null,
  "arxiv": "2605.23419",
  "author_total": 1,
  "authors": [
    {
      "name": "Serhii Zabolotnii"
    }
  ],
  "bibtex": "https://research.draconitic.com/paper/8e7bx55e0y193.bib",
  "cited_by": 0,
  "doi": "10.48550/arxiv.2605.23419",
  "fulltext_url": null,
  "id": "8e7bx55e0y193",
  "issns": [],
  "landing_url": "https://arxiv.org/abs/2605.23419",
  "language": null,
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  "licence_label": "arXiv licence",
  "licence_source": "article",
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  "metadata_licence": "CC0-1.0",
  "native_subjects": [
    [
      "arxiv",
      "eess.SP"
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      "arxiv",
      "math.ST"
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      "arxiv",
      "stat.ME"
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    [
      "openalex",
      "1804|Advanced Statistical Process Monitoring"
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  "openalex": "W7162299083",
  "pdf_url": "https://arxiv.org/pdf/2605.23419",
  "pmcid": null,
  "pmid": null,
  "published": "2026-09-07",
  "publisher": null,
  "ris": "https://research.draconitic.com/paper/8e7bx55e0y193.ris",
  "sources": [
    {
      "first_seen": "2026-10-30T12:19:57Z",
      "native_id": "2605.23419",
      "source": "arxiv",
      "url": "https://arxiv.org/abs/2605.23419"
    }
  ],
  "subjects": [
    {
      "field": "mathematics",
      "origin": "arxiv:math.ST",
      "subfield": "statistics"
    }
  ],
  "title": "Generalized Stochastic Approximation of the Log-Likelihood Ratio for Robust Sequential Change-Point Detection",
  "title_text": "Generalized Stochastic Approximation of the Log-Likelihood Ratio for Robust Sequential Change-Point Detection",
  "type": "preprint",
  "updated_at": "2026-10-30T12:20:07Z",
  "url": "https://research.draconitic.com/paper/8e7bx55e0y193",
  "venue": "arXiv",
  "versions": []
}