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Anomaly detection is defined as the problem of finding data points that do not follow the patterns of the majority. Among the various proposed methods for solving this problem, classification-based methods, including one-class Support…

Optimization and Control · Mathematics 2023-12-05 Amir Hossein Noormohammadia , Seyed Ali MirHassania , Farnaz Hooshmand Khaligh

Iterative phase retrieval algorithms typically employ projections onto constraint subspaces to recover the unknown phases in the Fourier transform of an image, or, in the case of x-ray crystallography, the electron density of a molecule.…

Numerical Analysis · Mathematics 2025-10-20 Veit Elser

Anomaly detection is the process of identifying abnormal instances or events in data sets which deviate from the norm significantly. In this study, we propose a signatures based machine learning algorithm to detect rare or unexpected items…

Computational Finance · Quantitative Finance 2022-02-09 Erdinc Akyildirim , Matteo Gambara , Josef Teichmann , Syang Zhou

We consider a binary unsupervised classification problem where each observation is associated with an unobserved label that we want to retrieve. More precisely, we assume that there are two groups of observation: normal and abnormal. The…

Machine Learning · Statistics 2011-05-05 Stevenn Volant , Marie-Laure Martin Magniette , Stéphane Robin

The bootstrap is a popular and powerful method for assessing precision of estimators and inferential methods. However, for massive datasets which are increasingly prevalent, the bootstrap becomes prohibitively costly in computation and its…

Methodology · Statistics 2015-08-06 Srijan Sengupta , Stanislav Volgushev , Xiaofeng Shao

We develop a weighted Bayesian Bootstrap (WBB) for machine learning and statistics. WBB provides uncertainty quantification by sampling from a high dimensional posterior distribution. WBB is computationally fast and scalable using only…

Methodology · Statistics 2021-04-06 Michael Newton , Nicholas G. Polson , Jianeng Xu

Anomaly detection in supercomputers is a very difficult problem due to the big scale of the systems and the high number of components. The current state of the art for automated anomaly detection employs Machine Learning methods or…

Machine Learning · Computer Science 2020-07-30 Andrea Borghesi , Andrea Bartolini , Michele Lombardi , Michela Milano , Luca Benini

The paper presents a novel approach for unsupervised techniques in the field of clustering. A new method is proposed to enhance existing literature models using the proper Bayesian bootstrap to improve results in terms of robustness and…

Machine Learning · Statistics 2024-09-16 Federico Maria Quetti , Silvia Figini , Elena ballante

Detecting anomalies has been a fundamental approach in detecting potentially fraudulent activities. Tasked with detection of illegal timber trade that threatens ecosystems and economies and association with other illegal activities, we…

Machine Learning · Computer Science 2021-04-05 Debanjan Datta , Sathappan Muthiah , Naren Ramakrishnan

Anomaly detection in event logs is a promising approach for intrusion detection in enterprise networks. By building a statistical model of usual activity, it aims to detect multiple kinds of malicious behavior, including stealthy tactics,…

Cryptography and Security · Computer Science 2022-06-29 Corentin Larroche , Johan Mazel , Stephan Clémençon

We present a new method of training energy-based models (EBMs) for anomaly detection that leverages low-dimensional structures within data. The proposed algorithm, Manifold Projection-Diffusion Recovery (MPDR), first perturbs a data point…

Machine Learning · Computer Science 2023-10-31 Sangwoong Yoon , Young-Uk Jin , Yung-Kyun Noh , Frank C. Park

We present a series of algorithms in tensor networks for anomaly detection in datasets, by using data compression in a Tensor Train representation. These algorithms consist of preserving the structure of normal data in compression and…

Machine Learning · Computer Science 2026-05-05 Alejandro Mata Ali , Aitor Moreno Fdez. de Leceta , Jorge López Rubio

Most recent machine learning research focuses on developing new classifiers for the sake of improving classification accuracy. With many well-performing state-of-the-art classifiers available, there is a growing need for understanding…

Machine Learning · Computer Science 2020-09-30 Jaehoon Koo , Diego Klabjan , Jean Utke

Automatic anomaly detection is a major issue in various areas. Beyond mere detection, the identification of the origin of the problem that produced the anomaly is also essential. This paper introduces a general methodology that can assist…

Machine Learning · Statistics 2014-09-17 Tsirizo Rabenoro , Jérôme Lacaille , Marie Cottrell , Fabrice Rossi

In this article, we present data-subsetting algorithms that allow for the approximate and scalable implementation of the Bayesian bootstrap. They are analogous to two existing algorithms in the frequentist literature: the bag of little…

Computation · Statistics 2019-03-25 Andrés F. Barrientos , Víctor Peña

Sampling with replacement occurs in many settings in machine learning, notably in the bagging ensemble technique and the .632+ validation scheme. The number of unique original items in a bootstrap sample can have an important role in the…

Machine Learning · Statistics 2016-02-19 Alex F. Mendelson , Maria A. Zuluaga , Brian F. Hutton , Sébastien Ourselin

Anomalies are strange data points; they usually represent an unusual occurrence. Anomaly detection is presented from the perspective of Wireless sensor networks. Different approaches have been taken in the past, as we will see, not only to…

Machine Learning · Computer Science 2017-08-30 Pelumi Oluwasanya

Computing the exact likelihood of data in large Bayesian networks consisting of thousands of vertices is often a difficult task. When these models contain many deterministic conditional probability tables and when the observed values are…

Computation · Statistics 2012-06-26 Ydo Wexler , Dan Geiger

The bootstrap is a popular data-driven method to quantify statistical uncertainty, but for modern high-dimensional problems, it could suffer from huge computational costs due to the need to repeatedly generate resamples and refit models. We…

Methodology · Statistics 2023-06-21 Henry Lam , Zhenyuan Liu

In process mining, process models are extracted from event logs using process discovery algorithms and are commonly assessed using multiple quality dimensions. While the metrics that measure the relationship of an extracted process model to…

Artificial Intelligence · Computer Science 2020-11-04 Julian Theis , Houshang Darabi
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