{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/multiple-outlier-testing-with-conformal-p","title":"Testing for Outliers with Conformal p-values","arxiv_id":"2104.08279","date":"2021-04-16","proceeding":null,"authors":["Stephen Bates","Emmanuel Candès","Lihua Lei","Yaniv Romano","Matteo Sesia"],"abstract":"This paper studies the construction of 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 propose a solution based on conformal inference, a broadly applicable framework which yields p-values that are marginally valid but 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. Our results depart from classical conformal inference as we leverage concentration inequalities rather than combinatorial arguments to establish our finite-sample guarantees. Furthermore, our techniques also yield a uniform confidence bound for the false positive rate of any outlier detection algorithm, as a function of the threshold applied to its raw statistics. Finally, the relevance of our results is demonstrated by numerical experiments on real and simulated data.","url_abs":"https://arxiv.org/abs/2104.08279v3","url_pdf":"https://arxiv.org/pdf/2104.08279v3.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"multiple-outlier-testing-with-conformal-p","repo_url":"https://github.com/msesia/conditional-conformal-pvalues","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":null}],"tasks":[{"task_slug":"outlier-detection","task_name":"Outlier Detection"},{"task_slug":null,"task_name":"valid"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2104.08279","mcp":{"get_harvested_code_for_paper":{"arxiv_id":"2104.08279"}},"developers":"https://syntology.ai/developers","read_at":"2026-09-24T18:15:14+00:00","read_at_is":"when the build read Syntology's graph, not when any sample ran","claim":"Per-sample execution status on synthesized fixtures; not a correctness claim about the paper. Samples come from repositories linked to the paper, official or community; repo_kind says which.","repos":[{"provenance":"external:paperswithcode_snapshot_2025-07-28","url":"https://github.com/msesia/conditional-conformal-pvalues","reach":null}],"summary":{"unverified":1},"by_repo_kind":{"official":{"samples":1,"ran":0,"repositories":1}},"repo_kind_vocabulary":{"official":"The archive marks this repository official for the paper","named_in_paper":"The archive records that the paper mentions this repository; it is not marked official","listed":"In the archive's code links for this paper, not marked official and not recorded as mentioned in the paper","found_in_text":"Syntology found this repository in the paper's own text; whether it is the authors' implementation is not asserted","community":"Not in the archive's code links for this paper; a community repository Syntology harvested"},"n_pointer_only_for_licence":1,"samples":[{"code_sha256_prefix":"15104c9b32a56f7e","entry":"calibrate_ccv","repo":"msesia/conditional-conformal-pvalues","repo_kind":"official","path":"cccpv/methods.py","file_url":"https://github.com/msesia/conditional-conformal-pvalues/blob/HEAD/cccpv/methods.py","link_basis":"first_harvest_node","language":"python","status":"unverified","verification_level":0,"contract_check":null,"metamorphic_tier":null,"behaviour_fingerprint":false,"licence":"NONE","inline_ok":false,"mcp_get_code":{"code_sha256":"15104c9b32a56f7e"}}]},"arxiv_metadata":null,"syntology_extracted_results":null}