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We consider the fundamental problem of estimating a discrete distribution on a domain of size $K$ with high probability in Kullback-Leibler divergence. We provide upper and lower bounds on the minimax estimation rate, which show that the…

Machine Learning · Statistics 2026-02-23 Dirk van der Hoeven , Julia Olkhovskaia , Tim van Erven

The loss function of Generative adversarial network(GAN) is an important factor that affects the quality and diversity of the generated samples for anomaly detection. In this paper, we propose an unsupervised multiple time series anomaly…

Machine Learning · Computer Science 2023-10-30 Shan Lu , Zhicheng Dong , Donghong Cai , Fang Fang , Dongcai Zhao

The core challenge in unsupervised anomaly detection is identifying abnormal patterns without prior knowledge of their characteristics. While existing methods have addressed aspects of this problem, they often struggle to learn a robust…

Machine Learning · Computer Science 2026-05-12 Prithul Sarker , Sushmita Sarker , Nicholas G. Murray , Alireza Tavakkoli

In the class of streaming anomaly detection algorithms for univariate time series, the size of the sliding window over which various statistics are calculated is an important parameter. To address the anomalous variation in the scale of the…

Applications · Statistics 2017-06-22 B Ravi Kiran

The stability and persistence of web services are important to Internet companies to improve user experience and business performances. To keep eyes on numerous metrics and report abnormal situations, time series anomaly detection methods…

Applications · Statistics 2020-08-24 Tianwei Li , Yitong Geng , Huai Jiang

Modern machine learning tools offer exciting possibilities to qualitatively change the paradigm for new particle searches. In particular, new methods can broaden the search program by gaining sensitivity to unforeseen scenarios by learning…

High Energy Physics - Phenomenology · Physics 2020-10-29 Benjamin Nachman

Methods for unsupervised anomaly detection suffer from the fact that the data is unlabeled, making it difficult to assess the optimality of detection algorithms. Ensemble learning has shown exceptional results in classification and…

Machine Learning · Statistics 2016-10-26 Edward Yu , Parth Parekh

Sequential detection of independent anomalous processes among K processes is considered. At each time, only M processes can be observed, and the observations from each chosen process follow two different distributions, depending on whether…

Information Theory · Computer Science 2023-07-19 Kobi Cohen , Qing Zhao

The widespread adoption of digital services, along with the scale and complexity at which they operate, has made incidents in IT operations increasingly more likely, diverse, and impactful. This has led to the rapid development of a central…

Machine Learning · Computer Science 2025-04-01 Vincent Jacob , Yanlei Diao

Optimum designs for parameter estimation in generalized regression models are standardly based on the Fisher information matrix (cf. Atkinson et al (2014) for a recent exposition). The corresponding optimality criteria are related to the…

Statistics Theory · Mathematics 2015-07-28 Katarína Burclová , Andrej Pázman

This paper addresses the problem of distributed detection in multi-agent networks. Agents receive private signals about an unknown state of the world. The underlying state is globally identifiable, yet informative signals may be dispersed…

Optimization and Control · Mathematics 2014-10-01 Shahin Shahrampour , Alexander Rakhlin , Ali Jadbabaie

Driven by network intrusion detection, we propose a MultiResolution Anomaly Detection (MRAD) method, which effectively utilizes the multiscale properties of Internet features and network anomalies. In this paper, several theoretical…

Statistics Theory · Mathematics 2008-09-09 Lingsong Zhang , Zhengyuan Zhu , J. S. Marron

Anomaly detection in multivariate time series data is of paramount importance for ensuring the efficient operation of large-scale systems across diverse domains. However, accurately detecting anomalies in such data poses significant…

Machine Learning · Computer Science 2023-11-15 Yuhang Chen , Chaoyun Zhang , Minghua Ma , Yudong Liu , Ruomeng Ding , Bowen Li , Shilin He , Saravan Rajmohan , Qingwei Lin , Dongmei Zhang

Anomaly subsequence detection is to detect inconsistent data, which always contains important information, among time series. Due to the high dimensionality of the time series, traditional anomaly detection often requires a large time…

Machine Learning · Computer Science 2019-07-02 Chunkai Zhang , Yingyang Chen , Ao Yin

Recent advances in digitization have led to the availability of multivariate time series data in various domains, enabling real-time monitoring of operations. Identifying abnormal data patterns and detecting potential failures in these…

Machine Learning · Computer Science 2023-10-10 Fan Wang , Keli Wang , Boyu Yao

Most of the existing methods for anomaly detection use only positive data to learn the data distribution, thus they usually need a pre-defined threshold at the detection stage to determine whether a test instance is an outlier.…

Machine Learning · Computer Science 2019-03-19 Kai Tian , Shuigeng Zhou , Jianping Fan , Jihong Guan

While anomaly detection in time series has been an active area of research for several years, most recent approaches employ an inadequate evaluation criterion leading to an inflated F1 score. We show that a rudimentary Random Guess method…

Machine Learning · Computer Science 2022-03-11 Keval Doshi , Shatha Abudalou , Yasin Yilmaz

Change detection in multivariate time series has applications in many domains, including health care and network monitoring. A common approach to detect changes is to compare the divergence between the distributions of a reference window…

Machine Learning · Statistics 2015-11-12 Hoang-Vu Nguyen , Jilles Vreeken

We introduce a data-driven anomaly detection framework using a manufacturing dataset collected from a factory assembly line. Given heterogeneous time series data consisting of operation cycle signals and sensor signals, we aim at…

Artificial Intelligence · Computer Science 2022-02-11 Kyeong-Joong Jeong , Jin-Duk Park , Kyusoon Hwang , Seong-Lyun Kim , Won-Yong Shin

The proliferation of inverter-based resources challenges traditional microgrid protection by introducing variable fault currents and complex transients. This paper presents a statistically adaptive differential protection scheme based on…

Signal Processing · Electrical Eng. & Systems 2025-10-31 Shahab Moradi Torkashvand , Arina Kharazi , Emad Sadeghi , Seyed Hossein Hesamedin Sadeghi , Adel Nasiri
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