Search Results for author: Quentin Rebjock

Found 4 papers, 2 papers with code

Online false discovery rate control for anomaly detection in time series

no code implementations NeurIPS 2021 Quentin Rebjock, Barış Kurt, Tim Januschowski, Laurent Callot

The methods proposed in this article overcome short-comings of previous FDRC rules in the context of anomaly detection, in particular ensuring that power remains high even when the alternative is exceedingly rare (typical in anomaly detection) and the test statistics are serially dependent (typical in time series).

Anomaly Detection Time Series +1

A simple and effective predictive resource scaling heuristic for large-scale cloud applications

no code implementations3 Aug 2020 Valentin Flunkert, Quentin Rebjock, Joel Castellon, Laurent Callot, Tim Januschowski

We propose a simple yet effective policy for the predictive auto-scaling of horizontally scalable applications running in cloud environments, where compute resources can only be added with a delay, and where the deployment throughput is limited.

FANOK: Knockoffs in Linear Time

1 code implementation15 Jun 2020 Armin Askari, Quentin Rebjock, Alexandre d'Aspremont, Laurent El Ghaoui

We describe a series of algorithms that efficiently implement Gaussian model-X knockoffs to control the false discovery rate on large scale feature selection problems.

feature selection

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