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Laurent Callot

7 accepted papers

2024

Automated Evaluation of Retrieval-Augmented Language Models with Task-Specific Exam Generation

ICML 2024oral

We propose a new method to measure the task-specific accuracy of Retrieval-Augmented Large Language Models (RAG). Evaluation is performed by scoring the RAG on an automatically-generated synthetic exam composed of multiple choice questions based on the corpus of documents associated with the task. O…

2023

Unsupervised Model Selection for Time Series Anomaly Detection

ICLR 2023top-25%

Anomaly detection in time-series has a wide range of practical applications. While numerous anomaly detection methods have been proposed in the literature, a recent survey concluded that no single method is the most accurate across various datasets. To make matters worse, anomaly labels are scarce a…

2022

Deep Generative model with Hierarchical Latent Factors for Time Series Anomaly Detection

AISTATS 2022poster

Multivariate time series anomaly detection has become an active area of research in recent years, with Deep Learning models outperforming previous approaches on benchmark datasets. Among reconstruction-based models, most previous work has focused on Variational Autoencoders and Generative Adversaria…

2022

Testing Granger Non-Causality in Panels with Cross-Sectional Dependencies

AISTATS 2022poster

This paper proposes a new approach for testing Granger non-causality on panel data. Instead of aggregating panel member statistics, we aggregate their corresponding p-values and show that the resulting p-value approximately bounds the type I error by the chosen significance level even if the panel m…

2021

Online false discovery rate control for anomaly detection in time series

NeurIPS 2021poster

This article proposes novel rules for false discovery rate control (FDRC) geared towards online anomaly detection in time series. Online FDRC rules allow to control the properties of a sequence of statistical tests. In the context of anomaly detection, the null hypothesis is that an observation is n…

Cited by 18SourcePDFScholar
2019

High-dimensional multivariate forecasting with low-rank Gaussian Copula Processes

NeurIPS 2019poster

Predicting the dependencies between observations from multiple time series is critical for applications such as anomaly detection, financial risk management, causal analysis, or demand forecasting. However, the computational and numerical difficulties of estimating time-varying and high-dimensional…