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).
no code implementations • 3 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.
1 code implementation • 15 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.
1 code implementation • 28 Jan 2019 • Sai Praneeth Karimireddy, Quentin Rebjock, Sebastian U. Stich, Martin Jaggi
These issues arise because of the biased nature of the sign compression operator.