2 papers
stat.ME2024
FDR Control for Online Anomaly Detection
Etienne Krönert, Alain Célisse, Dalila Hattab
A new online multiple testing procedure is described in the context of anomaly detection, which controls the False Discovery Rate (FDR). An accurate anomaly detector must control t…
stat.ME2024
Breakpoint based online anomaly detection
Etienne Krönert, Dalila Hattab, Alain Celisse
The goal of anomaly detection is to identify observations that are generated by a distribution that differs from the reference distribution that qualifies normal behavior. When exa…