A common assumption in traditional supervised learning is the similar probability distribution of data between the training phase and the testing/operating phase. When transitioning from the training to testing phase, a shift in the probability distribution of input data is known as a covariate shift. Covariate shifts commonly arise in a wide range of real-world systems such as electroencephalogram-based brain–computer interfaces (BCIs). In such systems, there is a necessity for continuous monitoring of the process behavior, and tracking the state of the covariate shifts to decide about initiating adaptation in a timely manner. This talk focused on discussing methods to adapt to covariate shift.