Generalized Prediction Intervals for Arbitrary Distributed   High-Dimensional Data
  This paper generalizes the traditional statistical concept of prediction intervals for arbitrary probability density functions in high-dimensional feature spaces by introducing significance level distributions, which provides interval-independent probabilities for continuous random variables. The advantage of the transformation of a probability density function into a significance level distribution is that it enables one-class classification or outlier detection in a direct manner. 
Steffen Kuehn