Related papers: Finding Multivariate Outliers With FastPCS
We explore the connection between outlier-robust high-dimensional statistics and non-convex optimization in the presence of sparsity constraints, with a focus on the fundamental tasks of robust sparse mean estimation and robust sparse PCA.…
This work describes an outlier detection procedure (named "OutlierTree") loosely based on the GritBot software developed by RuleQuest research, which works by evaluating and following supervised decision tree splits on variables, in whose…
Outlier detection is a technique in data mining that aims to detect unusual or unexpected records in the dataset. Existing outlier detection algorithms have different pros and cons and exhibit different sensitivity to noisy data such as…
Matrix-variate distributions are a recent addition to the model-based clustering field, thereby making it possible to analyze data in matrix form with complex structure such as images and time series. Due to its recent appearance, there is…
Uncertainty quantification (UQ) to detect samples with large expected errors (outliers) is applied to reactive molecular potential energy surfaces (PESs). Three methods - Ensembles, Deep Evidential Regression (DER), and Gaussian Mixture…
We propose thresholding as an approach to deal with class imbalance. We define the concept of thresholding as a process of determining a decision boundary in the presence of a tunable parameter. The threshold is the maximum value of this…
Real-world deployment of reliable object detectors is crucial for applications such as autonomous driving. However, general-purpose object detectors like Faster R-CNN are prone to providing overconfident predictions for outlier objects.…
Handling outliers is a fundamental challenge in multivariate data analysis because outliers may distort the structures of correlation or conditional independence. Although robust Bayesian inference has been extensively studied in univariate…
Principal component analysis (PCA) is a popular dimension reduction technique for vector data. Factored PCA (FPCA) is a probabilistic extension of PCA for matrix data, which can substantially reduce the number of parameters in PCA while…
The detection of outliers is of critical importance in the assurance of data quality. Outliers may exist in observed data or in data derived from these observed data, such as estimates and forecasts. An outlier may indicate a problem with…
Sparse estimation methods capable of tolerating outliers have been broadly investigated in the last decade. We contribute to this research considering high-dimensional regression problems contaminated by multiple mean-shift outliers which…
This paper considers the problem of clustering a collection of unlabeled data points assumed to lie near a union of lower-dimensional planes. As is common in computer vision or unsupervised learning applications, we do not know in advance…
Recent methods for learning a linear subspace from data corrupted by outliers are based on convex $\ell_1$ and nuclear norm optimization and require the dimension of the subspace and the number of outliers to be sufficiently small. In sharp…
Disease control experts inspect public health data streams daily for outliers worth investigating, like those corresponding to data quality issues or disease outbreaks. However, they can only examine a few of the thousands of maximally-tied…
Outlier detection in high-dimensional data is a challenging yet important task, as it has applications in, e.g., fraud detection and quality control. State-of-the-art density-based algorithms perform well because they 1) take the local…
Ensemble methods for classification and clustering have been effectively used for decades, while ensemble learning for outlier detection has only been studied recently. In this work, we design a new ensemble approach for outlier detection…
We propose a novel Bayesian optimisation procedure for outlier detection in the Capital Asset Pricing Model. We use a parametric product partition model to robustly estimate the systematic risk of an asset. We assume that the returns follow…
This paper presents a fast methodology, called ROBOUT, to identify outliers in a response variable conditional on a set of linearly related predictors, retrieved from a large granular dataset. ROBOUT is shown to be effective and…
In many applications, when building linear regression models, it is important to account for the presence of outliers, i.e., corrupted input data points. Such problems can be formulated as mixed-integer optimization problems involving cubic…
We study a novel outlier detection problem that aims to identify abnormal input-output associations in data, whose instances consist of multi-dimensional input (context) and output (responses) pairs. We present our approach that works by…