Detecting Localized Density Anomalies in Multivariate Data via Coin-Flip Statistics

Fuente: arXiv
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Auteurs principaux: Springer, Sebastian, Scaffidi, Andre, Autenrieth, Maximilian, Contardo, Gabriella, Laio, Alessandro, Trotta, Roberto, Haario, Heikki
Format: Preprint
Publié: 2025
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author Springer, Sebastian
Scaffidi, Andre
Autenrieth, Maximilian
Contardo, Gabriella
Laio, Alessandro
Trotta, Roberto
Haario, Heikki
author_facet Springer, Sebastian
Scaffidi, Andre
Autenrieth, Maximilian
Contardo, Gabriella
Laio, Alessandro
Trotta, Roberto
Haario, Heikki
contents Detecting localized differences between two samples is a central task in scientific data analysis, required for the identification of signal events, regime changes, or model mismatch. We introduce EagleEye, a method that pinpoints local over- and under-densities in multivariate feature spaces. EagleEye assigns each point an anomaly score by encoding its ordered k-nearest-neighbour list as a binary membership sequence and testing whether the cumulative number of successes in this sequence is consistent with a binomial (coin-flipping) null model. In the presence of a genuine local anomaly, neighbours will preferentially belong to one of the two datasts, yielding an excess of ``successes'' relative to the binomial null model. These local, pointwise detections are consolidated into interpretable anomaly sets through a deterministic refinement procedure that can also estimate the irreducible background and local density anomaly purity. We demonstrate EagleEye's efficacy in three scenarios. We first consider an artificial data example with known localized over- and under-densities. Second, we demonstrate how EagleEye may be used for new physics searches at particle collider experiments in the presence of systematic background modelling differences. Finally, we conduct a climate analysis study that reveals localized changes in spatiotemporal temperature-pattern recurrence.
format Preprint
id arxiv_https___arxiv_org_abs_2503_23927
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Detecting Localized Density Anomalies in Multivariate Data via Coin-Flip Statistics
Springer, Sebastian
Scaffidi, Andre
Autenrieth, Maximilian
Contardo, Gabriella
Laio, Alessandro
Trotta, Roberto
Haario, Heikki
Machine Learning
Detecting localized differences between two samples is a central task in scientific data analysis, required for the identification of signal events, regime changes, or model mismatch. We introduce EagleEye, a method that pinpoints local over- and under-densities in multivariate feature spaces. EagleEye assigns each point an anomaly score by encoding its ordered k-nearest-neighbour list as a binary membership sequence and testing whether the cumulative number of successes in this sequence is consistent with a binomial (coin-flipping) null model. In the presence of a genuine local anomaly, neighbours will preferentially belong to one of the two datasts, yielding an excess of ``successes'' relative to the binomial null model. These local, pointwise detections are consolidated into interpretable anomaly sets through a deterministic refinement procedure that can also estimate the irreducible background and local density anomaly purity. We demonstrate EagleEye's efficacy in three scenarios. We first consider an artificial data example with known localized over- and under-densities. Second, we demonstrate how EagleEye may be used for new physics searches at particle collider experiments in the presence of systematic background modelling differences. Finally, we conduct a climate analysis study that reveals localized changes in spatiotemporal temperature-pattern recurrence.
title Detecting Localized Density Anomalies in Multivariate Data via Coin-Flip Statistics
topic Machine Learning
url https://arxiv.org/abs/2503.23927