Unaccounted-for look-elsewhere effect in k-fold cross adaptive anomaly searches

Conference · Mon Jul 07 04:00:00 EDT 2025 · No journal information

DOI:https://doi.org/10.2172/2571312· OSTI ID:2571312

Shyamsundar, Prasanth ^[1]

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1. Fermilab

Recently a technique based on k-fold cross validation has become popular in anomaly detection in HEP, as a way to search for a wide class of anomalies in the data, without paying an associated penalty in sensitivity-depth. In this work, we point out that the breadth-depth tradeoff is an unavoidable aspect of anomaly detection, and cannot be overcome using the aforementioned k-fold cross adaptive search technique. Furthermore, we show that the technique leads to unaccounted-for look elsewhere effect, i.e., the underestimation of p-values or the overestimation of significances of observed anomalies.

• Research Organization: Fermi National Accelerator Laboratory (FNAL), Batavia, IL (United States)
• Sponsoring Organization: US Department of Energy
• DOE Contract Number: 89243024CSC000002
• OSTI ID: 2571312
• Report Number(s): FERMILAB-SLIDES-25-0141-ETD; oai:inspirehep.net:2942720
• Conference Information: Journal Name: No journal information
• Country of Publication: United States
• Language: English