We have recently pushed two new FOCuS extensions to arXiv.

• NP-FOCuS: This is a non-parametric version of FOCuS used to detect a change-in-distribution. The algorithm combines previous ideas that we explored in non-parametric changepoint detection with functional pruning to improve both detection power and computational complexity. It works for a variety of non-standard scenarios and is perfect for cases where the nature is unknown a priori! You can find the preprint here.

• Ex-FOCuS: This is the FOCuS generalization to the whole exponential family of distributions. This methodology can be seen as an exact solution to the sequential GLR test computed in constant time per iteration. The preprint can be found here.

If you have any questions, please feel free to drop me an email.