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Testing for outliers with conformal p-values

Published:2023-02-01 Issue:1 Volume:51 Page:
ISSN:0090-5364
Container-title:The Annals of Statistics
language:
Short-container-title:Ann. Statist.

Author:

Bates Stephen¹,Candès Emmanuel²,Lei Lihua³,Romano Yaniv⁴,Sesia Matteo⁵

Affiliation:

1. Departments of Statistics and of EECS, University of California, Berkeley

2. Departments of Statistics and Mathematics, Stanford University

3. Graduate School of Business, Stanford University

4. Departments of Electrical Engineering and of Computer Science, Israel Institute of Technology

5. Department of Data Sciences and Operations, University of Southern California

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference103 articles.

1. Sesia, M. and Candès, E. J. (2020). A comparison of some conformal quantile regression methods. Stat 9 e261.

2. Laxhammar, R. and Falkman, G. (2015). Inductive conformal anomaly detection for sequential detection of anomalous sub-trajectories. Ann. Math. Artif. Intell. 74 67–94.

3. Lei, J., Rinaldo, A. and Wasserman, L. (2015). A conformal prediction approach to explore functional data. Ann. Math. Artif. Intell. 74 29–43.

4. Dvoretzky, A., Kiefer, J. and Wolfowitz, J. (1956). Asymptotic minimax character of the sample distribution function and of the classical multinomial estimator. Ann. Math. Stat. 27 642–669.

5. MASSART, P. (1990). The tight constant in the Dvoretzky–Kiefer–Wolfowitz inequality. Ann. Probab. 18 1269–1283.

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