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We introduce a framework for online changepoint detection and simultaneous model learning which is applicable to highly parametrized models, such as deep neural networks. It is based on detecting changepoints across time by sequentially…

Machine Learning · Computer Science 2020-10-08 Michalis K. Titsias , Jakub Sygnowski , Yutian Chen

We consider the challenge of efficiently detecting changes within a network of sensors, where we also need to minimise communication between sensors and the cloud. We propose an online, communication-efficient method to detect such changes.…

Methodology · Statistics 2024-04-11 Ziyang Yang , Idris A. Eckley , Paul Fearnhead

Anomaly detection in surveillance videos is attracting an increasing amount of attention. Despite the competitive performance of recent methods, they lack theoretical performance analysis, particularly due to the complex deep neural network…

Computer Vision and Pattern Recognition · Computer Science 2020-10-15 Keval Doshi , Yasin Yilmaz

Generating random bit streams is required in various applications, most notably cyber-security. Ensuring high-quality and robust randomness is crucial to mitigate risks associated with predictability and system compromise. True random…

Cryptography and Security · Computer Science 2026-01-27 Cesare Gerolimetto Fabrello , Valeria Rossi , Kamil Witek , Alberto Trombetta , Massimo Caccia

We propose a novel non-parametric adaptive anomaly detection algorithm for high dimensional data based on score functions derived from nearest neighbor graphs on $n$-point nominal data. Anomalies are declared whenever the score of a test…

Machine Learning · Computer Science 2009-10-29 Manqi Zhao , Venkatesh Saligrama

Anomaly detection on multivariate time-series is of great importance in both data mining research and industrial applications. Recent approaches have achieved significant progress in this topic, but there is remaining limitations. One major…

Machine Learning · Computer Science 2020-09-07 Hang Zhao , Yujing Wang , Juanyong Duan , Congrui Huang , Defu Cao , Yunhai Tong , Bixiong Xu , Jing Bai , Jie Tong , Qi Zhang

We consider the problem of quickest change-point detection in data streams. Classical change-point detection procedures, such as CUSUM, Shiryaev-Roberts and Posterior Probability statistics, are optimal only if the change-point model is…

Machine Learning · Statistics 2017-06-13 Denis Volkhonskiy , Ilia Nouretdinov , Alexander Gammerman , Vladimir Vovk , Evgeny Burnaev

Often logs hosted in large data centers represent network traffic data over a long period of time. For instance, such network traffic data logged via a TCP dump packet sniffer (as considered in the 1998 DARPA intrusion attack) included…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-01-07 Prateek Chanda , Malay Bhattacharya

Dynamic networks are ubiquitous for modelling sequential graph-structured data, e.g., brain connectome, population flows and messages exchanges. In this work, we consider dynamic networks that are temporal sequences of graph snapshots, and…

Machine Learning · Statistics 2022-03-30 Deborah Sulem , Henry Kenlay , Mihai Cucuringu , Xiaowen Dong

Anomaly detection on time series is a fundamental task in monitoring the Key Performance Indicators (KPIs) of IT systems. Many of the existing approaches in the literature show good performance while requiring a lot of training resources.…

Machine Learning · Computer Science 2021-09-07 Shi-Ying Lan , Run-Qing Chen , Wan-Lei Zhao

Online unsupervised detection of anomalies is crucial to guarantee the correct operation of cyber-physical systems and the safety of humans interacting with them. State-of-the-art approaches based on deep learning via neural networks…

Machine Learning · Computer Science 2024-07-30 Daniele Meli

Given a stream of graph edges from a dynamic graph, how can we assign anomaly scores to edges in an online manner, for the purpose of detecting unusual behavior, using constant time and memory? Existing approaches aim to detect individually…

Machine Learning · Computer Science 2022-04-26 Siddharth Bhatia , Rui Liu , Bryan Hooi , Minji Yoon , Kijung Shin , Christos Faloutsos

Detecting the anomaly behaviors such as network failure or Internet intentional attack in the large-scale Internet is a vital but challenging task. While numerous techniques have been developed based on Internet traffic in past years,…

Networking and Internet Architecture · Computer Science 2017-10-18 Jinfa Wang , Siyuan Jia , Hai Zhao , Jiuqiang Xu , Chuan Lin

Learning the network structure of a large graph is computationally demanding, and dynamically monitoring the network over time for any changes in structure threatens to be more challenging still. This paper presents a two-stage method for…

Applications · Statistics 2010-11-09 Nicholas A. Heard , David J. Weston , Kiriaki Platanioti , David J. Hand

Given a stream of graph edges from a dynamic graph, how can we assign anomaly scores to edges in an online manner, for the purpose of detecting unusual behavior, using constant time and memory? Existing approaches aim to detect individually…

Machine Learning · Computer Science 2020-08-25 Siddharth Bhatia , Bryan Hooi , Minji Yoon , Kijung Shin , Christos Faloutsos

Anomaly detection is an essential task in the analysis of dynamic networks, offering early warnings of abnormal behavior. We present a principled approach to detect anomalies in dynamic networks that integrates community structure as a…

Social and Information Networks · Computer Science 2024-11-28 Hadiseh Safdari , Caterina De Bacco

This paper considers an anomaly detection problem in which a detection algorithm assigns anomaly scores to multi-dimensional data points, such as cellular networks' Key Performance Indicators (KPIs). We propose an optimization framework to…

Information Theory · Computer Science 2023-09-01 Ali Maatouk , Fadhel Ayed , Wenjie Li , Yu Wang , Hong Zhu , Jiantao Ye

In multiple change-point problems, different data segments often follow different distributions, for which the changes may occur in the mean, scale or the entire distribution from one segment to another. Without the need to know the number…

Statistics Theory · Mathematics 2014-05-29 Changliang Zou , Guosheng Yin , Long Feng , Zhaojun Wang

The problem of quickest detection of dynamic events in networks is studied. At some unknown time, an event occurs, and a number of nodes in the network are affected by the event, in that they undergo a change in the statistics of their…

Signal Processing · Electrical Eng. & Systems 2018-07-18 Shaofeng Zou , Venugopal V. Veeravalli , Jian Li , Don Towsley

The automatic detection of gait anomalies can lead to systems that can be used for fall detection and prevention. In this paper, we present a gait anomaly detection system based on the Matrix Profile (MP) algorithm. The MP algorithm is…

Signal Processing · Electrical Eng. & Systems 2023-07-19 Branislav Gerazov , Elena Hadzieva , Andrei Krivosei , Fiorella Ines Soto Sanchez , Jakob Rostovski , Alar Kuusik , Mahtab Alam
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