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We propose a new approach, the calibrated nonparametric scan statistic (CNSS), for more accurate detection of anomalous patterns in large-scale, real-world graphs. Scan statistics identify connected subgraphs that are interesting or…

Methodology · Statistics 2022-06-28 Chunpai Wang , Daniel B. Neill , Feng Chen

Conformal prediction is a simple and powerful tool that can quantify uncertainty without any distributional assumptions. Many existing methods only address the average coverage guarantee, which is not ideal compared to the stronger…

Machine Learning · Statistics 2023-02-21 Xing Han , Ziyang Tang , Joydeep Ghosh , Qiang Liu

Conformal prediction has emerged as an effective strategy for uncertainty quantification by modifying a model to output sets of labels instead of a single label. These prediction sets come with the guarantee that they contain the true label…

Machine Learning · Computer Science 2025-05-28 Haosen Ge , Hamsa Bastani , Osbert Bastani

This paper studies the construction of p-values for nonparametric outlier detection, taking a multiple-testing perspective. The goal is to test whether new independent samples belong to the same distribution as a reference data set or are…

Methodology · Statistics 2024-03-12 Stephen Bates , Emmanuel Candès , Lihua Lei , Yaniv Romano , Matteo Sesia

Conformal prediction, which makes no distributional assumptions about the data, has emerged as a powerful and reliable approach to uncertainty quantification in practical applications. The nonconformity measure used in conformal prediction…

Machine Learning · Computer Science 2024-10-15 Yuko Kato , David M. J. Tax , Marco Loog

Anomaly detection in complex domains poses significant challenges due to the need for extensive labeled data and the inherently imbalanced nature of anomalous versus benign samples. Graph-based machine learning models have emerged as a…

Machine Learning · Computer Science 2025-07-21 Yifan Wei , Anwar Said , Waseem Abbas , Xenofon Koutsoukos

In the research area of anomaly detection, novel and promising methods are frequently developed. However, most existing studies exclusively focus on the detection task only and ignore the interpretability of the underlying models as well as…

Machine Learning · Computer Science 2023-01-16 Cheng Feng , Pingge Hu

Research on Out-Of-Distribution (OOD) detection focuses mainly on building scores that efficiently distinguish OOD data from In Distribution (ID) data. On the other hand, Conformal Prediction (CP) uses non-conformity scores to construct…

Machine Learning · Statistics 2024-03-19 Paul Novello , Joseba Dalmau , Léo Andeol

Process anomaly detection is an important application of process mining for identifying deviations from the normal behavior of a process. Neural network-based methods have recently been applied to this task, learning directly from event…

Machine Learning · Computer Science 2026-04-02 Devashish Gaikwad , Wil M. P. van der Aalst , Gyunam Park

Modern software systems generate extensive heterogeneous log data with dynamic formats, fragmented event sequences, and varying temporal patterns, making anomaly detection both crucial and challenging. To address these complexities, we…

Artificial Intelligence · Computer Science 2025-12-17 Przemek Pospieszny , Wojciech Mormul , Karolina Szyndler , Sanjeev Kumar

Suppose (standardized) measurements or statistics are monitored to raise an alarm when a threshold is exceeded. Often, the underlying population is heterogenous with respect to important discrete variables and thus samples may consist of…

Statistics Theory · Mathematics 2025-10-10 Ansgar Steland

Traditional Statistical Process Control (SPC) is essential for quality management but is limited by its reliance on often violated statistical assumptions, leading to unreliable monitoring in modern, complex manufacturing environments. This…

Machine Learning · Computer Science 2025-12-30 Christopher Burger

Conformal prediction is a framework for uncertainty quantification that constructs prediction sets for previously unseen data, guaranteeing coverage of the true label with a specified probability. However, the efficiency of these prediction…

Machine Learning · Computer Science 2026-01-06 Erfan Hajihashemi , Yanning Shen

Methods for split conformal prediction leverage calibration samples to transform any prediction rule into a set-prediction rule that complies with a target coverage probability. Existing methods provide remarkably strong performance…

Machine Learning · Statistics 2025-10-15 Santiago Mazuelas

Decision making or scientific discovery pipelines such as job hiring and drug discovery often involve multiple stages: before any resource-intensive step, there is often an initial screening that uses predictions from a machine learning…

Methodology · Statistics 2023-05-30 Ying Jin , Emmanuel J. Candès

Conformal Prediction (CP) serves as a robust framework that quantifies uncertainty in predictions made by Machine Learning (ML) models. Unlike traditional point predictors, CP generates statistically valid prediction regions, also known as…

Machine Learning · Computer Science 2024-03-29 A. A. Balinsky , A. D. Balinsky

We propose a new method to define anomaly scores and apply this to particle physics collider events. Anomalies can be either rare, meaning that these events are a minority in the normal dataset, or different, meaning they have values that…

High Energy Physics - Phenomenology · Physics 2022-03-09 Sascha Caron , Luc Hendriks , Rob Verheyen

Conformal prediction (CP) for regression can be challenging, especially when the output distribution is heteroscedastic, multimodal, or skewed. Some of the issues can be addressed by estimating a distribution over the output, but in…

Machine Learning · Computer Science 2024-04-15 Etash Guha , Shlok Natarajan , Thomas Möllenhoff , Mohammad Emtiyaz Khan , Eugene Ndiaye

Anomaly detection is the process of identifying abnormal instances or events in data sets which deviate from the norm significantly. In this study, we propose a signatures based machine learning algorithm to detect rare or unexpected items…

Computational Finance · Quantitative Finance 2022-02-09 Erdinc Akyildirim , Matteo Gambara , Josef Teichmann , Syang Zhou

Conformal prediction constructs a set of labels instead of a single point prediction, while providing a probabilistic coverage guarantee. Beyond the coverage guarantee, adaptiveness to example difficulty is an important property. It means…

Machine Learning · Computer Science 2025-11-18 Sooyong Jang , Insup Lee
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