2 papers
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…
stat.ME2023
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…