Giovanni Cherubin, Adrian Baldwin, Jonathan Griffin. Exchangeability martingales for selecting features in anomaly detection. In Alex J. Gammerman, Vladimir Vovk, Zhiyuan Luo, Evgueni N. Smirnov, Ralf L. M. Peeters, editors, 7th Symposium on Conformal and Probabilistic Prediction and Applications, COPA 2018, 11-13 June 2018, Maastricht, The Netherlands. Volume 91 of Proceedings of Machine Learning Research, pages 157-170, PMLR, 2018. [doi]
Abstract is missing.