Collective Outlier Detection and Enumeration with Conformalized Closed Testing
基于共形化闭合检验的集体异常检测与计数
This paper develops a flexible distribution-free method for collective outlier detection and enumeration, designed for situations in which the presence of outliers can be detected powerfully even though their precise identification may be challenging due to the sparsity, weakness, or elusiveness of their signals. This method builds upon recent developments in conformal inference and integrates classical ideas from other areas, including multiple testing, locally most…