Anomaly Detection for a Large Number of Streams: A Permutation-Based Higher Criticism Approach

DOI10.1080/01621459.2022.2126361arXiv2009.03117OpenAlexW3185220166MaRDI QIDQ6154006

No author found.

Publication date: 19 March 2024

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.03117

zbMATH Keywords

permutation testminimax hypothesis testingdistribution-free testing

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• Innovated higher criticism for detecting sparse signals in correlated noise
• Control of generalized error rates in multiple testing
• Higher criticism for large-scale inference, especially for rare and weak effects
• Detection boundary and higher criticism approach for rare and weak genetic effects
• Global testing under sparse alternatives: ANOVA, multiple comparisons and the higher criticism
• Control of the false discovery rate under dependence using the bootstrap and subsampling
• Large deviations of heavy-tailed sums with applications in insurance
• Some problems of hypothesis testing leading to infinitely divisible distributions
• The control of the false discovery rate in multiple testing under dependency.
• Higher criticism for detecting sparse heterogeneous mixtures.
• Optimal and fast detection of spatial clusters with scan statistics
• Distribution-free tests for sparse heterogeneous mixtures
• Detection of an anomalous cluster in a network
• Properties of higher criticism under strong dependence
• A Helmholtz Principle Approach to Parameter Free Change Detection and Coherent Motion Using Exchangeable Random Variables
• Asymptotic Optimality Theory for Decentralized Sequential Hypothesis Testing in Sensor Networks
• Goodness-of-fit test statistics that dominate the Kolmogorov statistics
• Nonparametric Detection of Anomalous Data Streams
• Robustness and Accuracy of Methods for High Dimensional Data Analysis Based on Student’s t-Statistic
• Distribution-Free Detection of Structured Anomalies: Permutation and Rank-Based Scans
• A Spatial Scan Statistic for Survival Data
• Testing Statistical Hypotheses

This page was built for publication: Anomaly Detection for a Large Number of Streams: A Permutation-Based Higher Criticism Approach