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Decision Theory For Large Scale Outlier Detection Using Aleatoric Uncertainty: With a Note on Bayesian FDR
Ryan Warnick
https://arxiv.org/abs/2508.01988 https://

Decision Theory For Large Scale Outlier Detection Using Aleatoric Uncertainty: With a Note on Bayesian FDR
Aleatoric and Epistemic uncertainty have achieved recent attention in the literature as different sources from which uncertainty can emerge in stochastic modeling. Epistemic being intrinsic or model based notions of uncertainty, and aleatoric being the uncertainty inherent in the data. We propose a novel decision theoretic framework for outlier detection in the context of aleatoric uncertainty; in the context of Bayesian modeling. The model incorporates bayesian false discovery rate control for…