Null hypothesis test for anomaly detection

We extend the use of Classification Without Labels for anomaly detection with a hypothesis test designed to exclude the background-only hypothesis. By testing for statistical independence of the two discriminating dataset regions, we are able to exclude the background-only hypothesis without relying...

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Bibliographic Details
Published in:Physics letters. B 2023-05, Vol.840, p.137836, Article 137836
Main Authors: Kamenik, Jernej F., Szewc, Manuel
Format: Article
Language:English
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Summary:We extend the use of Classification Without Labels for anomaly detection with a hypothesis test designed to exclude the background-only hypothesis. By testing for statistical independence of the two discriminating dataset regions, we are able to exclude the background-only hypothesis without relying on fixed anomaly score cuts or extrapolations of background estimates between regions. The method relies on the assumption of conditional independence of anomaly score features and dataset regions, which can be ensured using existing decorrelation techniques. As a benchmark example, we consider the LHC Olympics dataset where we show that mutual information represents a suitable test for statistical independence and our method exhibits excellent and robust performance at different signal fractions even in presence of realistic feature correlations.
ISSN:0370-2693
1873-2445
DOI:10.1016/j.physletb.2023.137836