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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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96193289385 · Jun 202019922001200920172026
48 results for statistical detection

RealStats detects fake images rigorously, combining multiple detectors for robustness.

problem Detecting AI-generated images remains challenging due to evolving generative models.
method Combines training-free statistics to compute p-values and aggregate them for a unified real-image distribution.
result Framework produces interpretable probability scores for robust fake image detection.

Paper reproduces a kernel-based scan B-statistic for online change-point detection.

problem Continuous detection of distribution changes in online data streams.
method Efficient kernel-based scan B-statistic for online change-point detection.
result Scan B-statistic outperforms parametric methods in challenging scenarios.

SI-CLAD improves clustering-based anomaly detection by controlling false positives.

problem Lack of reliability in clustering-based anomaly detection.
method SI-CLAD (Statistical Inference for CLustering-based Anomaly Detection) using Selective Inference framework.
result SI-CLAD rigorously controls false detection probability below a specified significance level.

Detecting the emergence of an abrupt change-point is a classic problem in statistics and machine learning. Kernel-based nonparametric statistics have been used for this task which enjoy fewer assumptions on the distributions than the parametric approach and can handle high-dimensional data. In this paper we focus on th…

2015-07-05abs ↗pdf ↗

Simple methods combine statistical tests for out-of-distribution detection.

problem Detecting data points not following the training distribution.
method Combining classical parametric tests (Rao's score test) and a typicality test.
result Combining Fisher's method of test statistics improves out-of-distribution detection accuracy.

Paper introduces a statistical framework for watermarking LLM-generated text.

problem Detecting LLM-generated text from human-written text with statistical signals.
method Hypothesis testing formulation, pivotal statistic selection, secret key, closed-form expression of false negative rate, minimax optimization.
result Derives optimal detection rules for LLM-generated text, demonstrating higher power than existing methods.

The study formalizes temporal precision and recall for anomaly detection in sequences.

problem Insufficient understanding of precision and recall in sequential anomaly detection.
method Formalized temporal precision and recall measures, developed time-tolerant confusion matrices, and demonstrated statistical significance.
result Precision and recall may overestimate performance with temporal tolerance.

Proposes a statistical test for VAE-based anomaly detection reliability.

problem Ensuring reliability of anomaly detection in high-stakes applications.
method Variance Autoencoder (VAE) Test based on selective inference.
result Validates VAE-based anomaly detection with p-values controlling false detection probability.

Paper extends SI method for detecting CPs in complex systems' frequency domain.

problem Identifying change points in complex systems' frequency domain.
method Extends SI framework to frequency domain using DFT properties and develops valid p-values.
result Reliable detection of genuine CPs with strong statistical guarantees.

New method for valid and exact statistical inference of multi-dimensional change-points.

problem Statistical inference of change-points in multi-dimensional sequences.
method Proposes a method to guarantee the statistical reliability of both location and components of detected changes.
result Demonstrates the effectiveness of the method in genomic abnormality identification and human behavior analysis.

New method uses statistical physics to detect financial market manipulation.

problem Detecting financial market manipulation activities like spoofing and layering.
method Modeling order book dynamics as particle motion and using momentum measure.
result Method outperforms conventional Z-score-based anomaly detection.

Survey evaluates 20 anomaly detection methods for time-series data.

problem Comparing statistical, machine learning, and deep learning methods for anomaly detection.
method Comprehensive evaluation of 20 methods from three categories on public datasets.
result Provides insights into the performance and suitability of anomaly detection methods.

Anomaly detection is the process of finding data points that deviate from a baseline. In a real-life setting, anomalies are usually unknown or extremely rare. Moreover, the detection must be accomplished in a timely manner or the risk of corrupting the system might grow exponentially. In this work, we propose a two lev…

2019-04-24abs ↗pdf ↗

Paper uses optimal transport-based statistics for change point detection.

problem Change point detection in multivariate data.
method Soft rank energy and entropically regularized optimal transport.
result Soft rank energy performs better in real datasets with strong continuity and convergence properties.

Valid inference method for DTW distance for abnormal time-series detection.

problem Statistical inference on DTW distance under uncertain conditions.
method Conditional selective inference framework to derive valid p-values.
result First method to provide valid p-values for DTW distance.

Method detects effects of synthesis parameters on plutonium oxide microstructure.

problem Detecting effects of synthesis parameters on material microstructure.
method Copula theory, high dimensional distribution distances, and permutational statistics.
result Effects of strike order and oxalic acid feed on plutonium oxide microstructure detected.

Paper proposes a statistical model for detecting mu-suppression in EEG signals.

problem Detecting mu-suppression in motor imagery EEG signals.
method Proposes a statistical model based on the generalized extreme value distribution (GEV) and a linear classifier.
result Preliminary results show good classification accuracy in detecting mu-suppression and distinguishing EEG events.

Paper proposes a scoring function for detecting anomalies in large datasets.

problem Detecting outliers in large, feature-rich datasets.
method Binary classification problem with a two-sample linear rank statistic.
result Empirical results show the effectiveness of the proposed scoring function.

The paper develops methods for novelty detection on path space using signature-based statistics.

problem Novelty detection on path space as a hypothesis testing problem.
method Signature-based test statistics, transportation-cost inequalities, CVaR, one-class SVM algorithms.
result Established lower bounds on type-II\mathrm{II} error and general power bounds.

New statistical test for change-point detection using relative entropy.

problem Offline change-point detection using divergence metrics.
method Study of empirical relative entropy distributions, derivation of approximations, introduction of new Berry-Esseen bounds.
result Theoretical and practical validation of relative entropy for change-point detection.

Likelihood from a generative model is a natural statistic for detecting out-of-distribution (OoD) samples. However, generative models have been shown to assign higher likelihood to OoD samples compared to ones from the training distribution, preventing simple threshold-based detection rules. We demonstrate that OoD det…

2019-10-21abs ↗pdf ↗

Paper explores limits of high-order clustering with planted structures.

problem Statistical and computational limits of high-order clustering with planted structures.
method Developed methods for detection and recovery of clusters, identified signal-to-noise ratio boundaries.
result Sharp boundaries of signal-to-noise ratio for statistical and computational feasibility.

New method detects uncertainty in neural networks for out-of-distribution detection.

problem Detecting out-of-distribution inputs to ensure model reliability.
method Predictive topological uncertainty (pTU) based on persistent homology.
result pTU provides a statistical framework for OOD detection.

This paper considers the problem of detection in distributed networks in the presence of data falsification (Byzantine) attacks. Detection approaches considered in the paper are based on fully distributed consensus algorithms, where all of the nodes exchange information only with their neighbors in the absence of a fus…

2015-04-14abs ↗pdf ↗

M-FISHER detects and adapts to streaming data shifts with statistical validity and stability.

problem Detecting and adapting to distributional shifts in streaming data.
method Constructs an exponential martingale from non-conformity scores and applies Ville's inequality for detection. Fisher-preconditioned updates for adaptation.
result Establishes M-FISHER as a principled approach for robust, anytime-valid detection and geometrically stable adaptation.

Locally private methods detect changes in time series data.

problem Detecting distributional changes in time series data under local differential privacy.
method Proposed locally differentially private algorithms based on randomized response and binary mechanisms.
result Theoretical performance bounds and empirical validation of detection accuracy.

We develop a monitoring procedure to detect changes in a large approximate factor model. Letting rr be the number of common factors, we base our statistics on the fact that the (r+1)\left( r+1\right) -th eigenvalue of the sample covariance matrix is bounded under the null of no change, whereas it becomes spiked under cha…

2017-08-09abs ↗pdf ↗

New method detects bearing faults using multivariate statistical process control.

problem Early detection of bearing faults in rotating machinery.
method Multivariate statistical process control charts applied to Fourier transform features of fixed-time batches.
result Effectiveness in detecting bearing faults across different conditions.

Statistical uncertainties are rarely incorporated in machine learning algorithms, especially for anomaly detection. Here we present the Bayesian Anomaly Detection And Classification (BADAC) formalism, which provides a unified statistical approach to classification and anomaly detection within a hierarchical Bayesian fr…

2019-02-22abs ↗pdf ↗

New rules control false discoveries in online anomaly detection for time series data.

problem Controlling false discoveries in anomaly detection for time series data.
method Novel online false discovery rate control (FDRC) rules for time series anomaly detection.
result Ensures high power in detecting anomalies even when the alternative is rare and test statistics are serially dependent.

Paper develops new method for detecting latent structure in large symmetric data matrices.

problem Testing for latent structure in large symmetric data matrices.
method Introduces Wilcoxon--Wigner random matrices based on normalized rank statistics.
result Establishes asymptotic Gaussian fluctuations for leading eigenvalue and eigenvector of Wilcoxon--Wigner matrices.

A novel multi-resolution cluster detection (MCD) method is proposed to identify irregularly shaped clusters in space. Multi-scale test statistic on a single cell is derived based on likelihood ratio statistic for Bernoulli sequence, Poisson sequence and Normal sequence. A neighborhood variability measure is defined to …

2012-05-09abs ↗pdf ↗