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A massive dataset often consists of a growing number of (potentially) heterogeneous sub-populations. This paper is concerned about testing various forms of heterogeneity arising from massive data. In a general nonparametric framework, a set…

Statistics Theory · Mathematics 2016-01-26 Junwei Lu , Guang Cheng , Han Liu

A source assumed to prepare a specified reference state sometimes prepares an anomalous one. We address the task of identifying these anomalous states in a series of $n$ preparations with $k$ anomalies. We analyze the minimum-error protocol…

Quantum Physics · Physics 2024-08-28 Santiago Llorens , Gael Sentís , Ramon Muñoz-Tapia

Online change detection involves monitoring a stream of data for changes in the statistical properties of incoming observations. A good change detector will detect any changes shortly after they occur, while raising few false alarms.…

Statistics Theory · Mathematics 2020-03-03 Thomas Flynn , Shinjae Yoo

Given additional distributional information in the form of moment restrictions, kernel density and distribution function estimators with implied generalised empirical likelihood probabilities as weights achieve a reduction in variance due…

Methodology · Statistics 2019-10-08 Vitaliy Oryshchenko , Richard J. Smith

In this paper, we consider the problem of testing the equality of two multivariate distributions based on geometric graphs constructed using the interpoint distances between the observations. These include the tests based on the minimum…

Statistics Theory · Mathematics 2021-03-03 Bhaswar B. Bhattacharya

Anomaly detection relies on designing a score to determine whether a particular event is uncharacteristic of a given background distribution. One way to define a score is to use autoencoders, which rely on the ability to reconstruct certain…

High Energy Physics - Phenomenology · Physics 2022-03-30 Katherine Fraser , Samuel Homiller , Rashmish K. Mishra , Bryan Ostdiek , Matthew D. Schwartz

This paper introduces the kernel mixture network, a new method for nonparametric estimation of conditional probability densities using neural networks. We model arbitrarily complex conditional densities as linear combinations of a family of…

Machine Learning · Statistics 2017-05-22 Luca Ambrogioni , Umut Güçlü , Marcel A. J. van Gerven , Eric Maris

This study explores the concept of high-density anomalies. As opposed to the traditional concept of anomalies as isolated occurrences, high-density anomalies are deviant cases positioned in the most normal regions of the data space. Such…

Machine Learning · Computer Science 2021-04-06 Ralph Foorthuis

The traditional kernel density estimator of an unknown density is by construction completely nonparametric, in the sense that it has no preferences and will work reasonably well for all shapes. The present paper develops a class of…

Methodology · Statistics 2026-05-05 Nils Lid Hjort , Ingrid Kristine Glad

The problem of establishing out-of-sample bounds for the values of an unkonwn ground-truth function is considered. Kernels and their associated Hilbert spaces are the main formalism employed herein along with an observational model where…

Machine Learning · Computer Science 2022-09-13 Paul Scharnhorst , Emilio T. Maddalena , Yuning Jiang , Colin N. Jones

We consider a distributed detection problem where measurements at each sensor follow a general parametric distribution. The network does not have a central processing unit or fusion center (FC). Thus, each node takes some measurements, does…

Signal Processing · Electrical Eng. & Systems 2021-06-08 Juan Maya , Leonardo Rey Vega

We develop a new sampling method to estimate eigenvector centrality on incomplete networks. Our goal is to estimate this global centrality measure having at disposal a limited amount of data. This is the case in many real-world scenarios…

Social and Information Networks · Computer Science 2020-10-29 Nicolò Ruggeri , Caterina De Bacco

Existing measures and representations for trajectories have two longstanding fundamental shortcomings, i.e., they are computationally expensive and they can not guarantee the `uniqueness' property of a distance function: dist(X,Y) = 0 if…

Machine Learning · Computer Science 2023-01-03 Yufan Wang , Kai Ming Ting , Yuanyi Shang

The objective of this paper is to study the characteristics (geometric and otherwise) of very large attribute based undirected networks. Real-world networks are often very large and fast evolving. Their analysis and understanding present a…

Applications · Statistics 2015-10-06 Koushiki Sarkar , Diganta Mukherjee

Revealing the structural features of a complex system from the observed collective dynamics is a fundamental problem in network science. In order to compute the various topological descriptors commonly used to characterize the structure of…

Data Analysis, Statistics and Probability · Physics 2021-02-16 Sebastian Raimondo , Manlio De Domenico

Anomaly detection is a crucial task in complex distributed systems. A thorough understanding of the requirements and challenges of anomaly detection is pivotal to the security of such systems, especially for real-world deployment. While…

We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…

Statistics Theory · Mathematics 2009-09-03 Yoshihiro Yajima , Yasumasa Matsuda

Anomaly detection is a relevant problem in the area of data analysis. In networked systems, where individual entities interact in pairs, anomalies are observed when pattern of interactions deviates from patterns considered regular. Properly…

Social and Information Networks · Computer Science 2023-10-25 Hadiseh Safdari , Caterina De Bacco

Anomaly detection is a significant problem faced in several research areas. Detecting and correctly classifying something unseen as anomalous is a challenging problem that has been tackled in many different manners over the years.…

Machine Learning · Computer Science 2021-09-15 Federico Di Mattia , Paolo Galeone , Michele De Simoni , Emanuele Ghelfi

The detection of anomalous activity in graphs is a statistical problem that arises in many applications, such as network surveillance, disease outbreak detection, and activity monitoring in social networks. Beyond its wide applicability,…

Machine Learning · Statistics 2013-12-12 James Sharpnack , Akshay Krishnamurthy , Aarti Singh