SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO https://www.carloalberto.org/events/category/seminars/seminars-in-statistics/page/2/?tribe-bar-date=2019-09-01

Giovedi 11 Maggio 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario:

------------------------------------------------ Speaker: *Matteo Sesia* (University of Southern California)

Title: *Testing for outliers with conformal p-values*

Abstract: This talk discusses the construction of provably valid frequentist p-values for nonparametric outlier detection, taking a multiple-testing perspective. The goal is to test whether new independent samples belong to the same distribution as a reference data set or are outliers. We study a solution based on conformal inference, a broadly applicable framework which yields p-values that are marginally valid in finite samples but are mutually dependent for different test points. We prove these p-values are positively dependent and enable exact false discovery rate control, although in a relatively weak marginal sense. We then introduce a new method to compute p-values that are both valid conditionally on the training data and independent of each other for different test points; this paves the way to stronger type-I error guarantees. Finally, we discuss how to further boost power by leveraging a separate data set of known outliers with an approach inspired by weighted hypothesis testing. The practical relevance of our results is demonstrated by numerical experiments on real and simulated data. ------------------------------------------------

Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting https://us02web.zoom.us/j/88278987175?pwd=NXhNM3dYd1hrT0JMT2p1N2syU1J2dz09

Il seminario è organizzato dalla "de Castro" Statistics Initiative

www.carloalberto.org/stats