Adaptive novelty detection with false discovery rate guarantee

DOI10.1214/23-aos2338arXiv2208.06685MaRDI QIDQ6151968

Ariane Marandon, Lihua Lei, Etienne Roquain, David Mary

Publication date: 11 March 2024

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2208.06685

zbMATH Keywords

classificationknockoffneural networkmachine learningfalse discovery ratenovelty detectionadaptive multiple testingconformal \(p\)-values

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Paired and multiple comparisons; multiple testing (62J15)

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