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This research addresses critical statistical pitfalls in machine learning-based new physics searches by introducing a conformal prediction layer that ensures valid p-values and corrects for the look-elsewhere effect without retraining detectors. The study demonstrates how standard anomaly detection pipelines can fabricate massive false signals due to background mismodeling, which this method effectively neutralizes while maintaining rigorous finite-sample guarantees. By bridging advanced statistical theory with practical ML applications in high-energy physics, it offers a robust framework for interpreting uncalibrated model outputs in experimental settings.
Conformal calibration and look-elsewhere effect in anomaly detection for new-physics searches
arXiv:2606.13780v1 Announce Type: cross Abstract: Machine-learned anomaly detection is reshaping searches for new physics, but it has outrun the statistics used to interpret it. A raw anomaly score has no calibrated meaning, a model that scans many regions inflates the look-elsewhere effect, and the asymptotic significances the field relies on are blind to the background mismodelling that anomaly detectors are especially prone to. We propose a calibration layer, built on conformal prediction, that turns any anomaly score into a defensible significance with distribution-free, finite-sample guarantees. Conformal prediction converts scores into valid local p-values, weighted and Mondrian variants repair the sideband-to-signal-region exchangeability failures that resonant searches suffer, and a Gross-Vitells step carries the result through to a look-elsewhere-aware global significance. The layer does two things at once. It exposes miscalibration that the standard pipeline cannot see, and it corrects it without retraining the detector. On public LHC Olympics data, a classifier develops a substructure-mass correlation that makes sideband-calibrated background p-values anti-conservative. Taken at face value, this manufactures a $\sim 46\sigma$ excess from background sculpting alone, which the label-free weighted correction removes, restoring an honest null. When run as a blind wide-mass bump hunt, the standard asymptotic and unweighted procedures fabricate $\gtrsim10\sigma$ excesses and $\approx5\sigma$ excesses even in signal-free windows, while the conformal layer raises no false alarms and its global false-positive rate is verified on background-only pseudoexperiments. The result is an auditable, detector-agnostic path from an uncalibrated score to a trials-factor-aware significance, ready to be folded into experimental anomaly searches.
Abstract:Machine-learned anomaly detection is reshaping searches for new physics, but it has outrun the statistics used to interpret it. A raw anomaly score has no calibrated meaning, a model that scans many regions inflates the look-elsewhere effect, and the asymptotic significances the field relies on are blind to the background mismodelling that anomaly detectors are especially prone to. We propose a calibration layer, built on conformal prediction, that turns any anomaly score into a defensible significance with distribution-free, finite-sample guarantees. Conformal prediction converts scores into valid local p-values, weighted and Mondrian variants repair the sideband-to-signal-region exchangeability failures that resonant searches suffer, and a Gross-Vitells step carries the result through to a look-elsewhere-aware global significance. The layer does two things at once. It exposes miscalibration that the standard pipeline cannot see, and it corrects it without retraining the detector. On public LHC Olympics data, a classifier develops a substructure-mass correlation that makes sideband-calibrated background p-values anti-conservative. Taken at face value, this manufactures a $\sim 46\sigma$ excess from background sculpting alone, which the label-free weighted correction removes, restoring an honest null. When run as a blind wide-mass bump hunt, the standard asymptotic and unweighted procedures fabricate $\gtrsim10\sigma$ excesses and $\approx5\sigma$ excesses even in signal-free windows, while the conformal layer raises no false alarms and its global false-positive rate is verified on background-only pseudoexperiments. The result is an auditable, detector-agnostic path from an uncalibrated score to a trials-factor-aware significance, ready to be folded into experimental anomaly searches.
22 pages, 15 figures, 3 tables. Comments welcome
High Energy Physics - Phenomenology (hep-ph); Machine Learning (cs.LG); High Energy Physics - Experiment (hep-ex); Machine Learning (stat.ML)
arXiv:2606.13780 [hep-ph]
(or arXiv:2606.13780v1 [hep-ph] for this version)
https://doi.org/10.48550/arXiv.2606.13780 Focus to learn more arXiv-issued DOI via DataCite
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