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Robust estimation of the covariance matrix and detection of outliers remain major challenges in statistical data analysis, particularly when the proportion of contaminated observations increases with the size of the dataset. Outliers can…

Methodology · Statistics 2026-01-08 Paul Guillot , Antoine Godichon-Baggioni , Stéphane Robin , Laure Sansonnet

Outlier detection is one of the most important processes taken to create good, reliable data in machine learning. The most methods of outlier detection leverage an auxiliary reconstruction task by assuming that outliers are more difficult…

Computer Vision and Pattern Recognition · Computer Science 2022-11-23 Ning Huyan , Dou Quan , Xiangrong Zhang , Xuefeng Liang , Jocelyn Chanussot , Licheng Jiao

We propose a new outlier detection method for multi-dimensional data. The method detects outliers based on vector cosine similarity, using a new dataset constructed by adding a dimension with zero values to the original data. When a point…

Machine Learning · Computer Science 2026-01-06 Zhongyang Shen

We propose a simple multiple outlier identification method for parametric location-scale and shape-scale models when the number of possible outliers is not specified. The method is based on a result giving asymptotic properties of extreme…

Statistics Theory · Mathematics 2020-12-07 Vilijandas Bagdonavicius , Linas Petkevicius

Outlier detection has gained increasing interest in recent years, due to newly emerging technologies and the huge amount of high-dimensional data that are now available. Outlier detection can help practitioners to identify unwanted noise…

Statistics Theory · Mathematics 2021-05-20 Mads Lindskou , Torben Tvedebrink , Poul Svante Eriksen , Niels Morling

How can we detect outliers, both scattered and clustered, and also explicitly assign them to respective micro-clusters, without knowing apriori how many micro-clusters exist? How can we perform both tasks in-house, i.e., without any…

Machine Learning · Computer Science 2022-10-18 Shuli Jiang , Robson Leonardo Ferreira Cordeiro , Leman Akoglu

Covariance matrix estimation is an important problem in multivariate data analysis, both from theoretical as well as applied points of view. Many simple and popular covariance matrix estimators are known to be severely affected by model…

Methodology · Statistics 2025-11-21 Soumya Chakraborty , Ayanendranath Basu , Abhik Ghosh

The Minimum Covariance Determinant (MCD) approach robustly estimates the location and scatter matrix using the subset of given size with lowest sample covariance determinant. Its main drawback is that it cannot be applied when the dimension…

Methodology · Statistics 2021-01-13 Kris Boudt , Peter J. Rousseeuw , Steven Vanduffel , Tim Verdonck

Functional magnetic resonance imaging (fMRI) data contain high levels of noise and artifacts. To avoid contamination of downstream analyses, fMRI-based studies must identify and remove these noise sources prior to statistical analysis. One…

Methodology · Statistics 2023-05-03 Fatma Parlak , Damon D. Pham , Amanda F. Mejia

The Minimum Covariance Determinant (MCD) method is a widely adopted tool for robust estimation and outlier detection. In this paper, we introduce MCD model selection based on the notion of stability. Our best subset method leverages prior…

Methodology · Statistics 2025-07-02 Qiang Heng , Hui Shen , Kenneth Lange

Despite tremendous progress in outlier detection research in recent years, the majority of existing methods are designed only to detect unconditional outliers that correspond to unusual data patterns expressed in the joint space of all data…

Machine Learning · Computer Science 2016-12-23 Charmgil Hong , Milos Hauskrecht

Interval-valued data are one of the most common symbolic data types, which enables the preservation of the underlying variability of the data. The interval mean and covariance matrix can be estimated using the barycenter approach based on…

Methodology · Statistics 2026-04-30 Catarina P. Loureiro , M. Rosário Oliveira , Paula Brito , Lina Oliveira

The Minimum Covariance Determinant (MCD) method is a highly robust estimator of multivariate location and scatter, for which a fast algorithm is available. Since estimating the covariance matrix is the cornerstone of many multivariate…

Methodology · Statistics 2021-01-13 Mia Hubert , Michiel Debruyne , Peter J. Rousseeuw

Unsupervised learning methods are well established in the area of anomaly detection and achieve state of the art performances on outlier datasets. Outliers play a significant role, since they bear the potential to distort the predictions of…

Machine Learning · Computer Science 2024-07-02 Andreas Lohrer , Daniyal Kazempour , Maximilian Hünemörder , Peer Kröger

There exist multiple methods to detect outliers in multivariate data in the literature, but most of them require to estimate the covariance matrix. The higher the dimension, the more complex the estimation of the matrix becoming impossible…

Methodology · Statistics 2020-12-01 P. Navarro-Esteban , J. A. Cuesta-Albertos

Reliable outlier detection in high-dimensional data is crucial in modern science, yet it remains a challenging task. Traditional methods often break down in these settings due to their reliance on asymptotic behaviors with respect to sample…

Methodology · Statistics 2025-11-05 Seong-ho Lee , Yongho Jeon

We consider the problem of multivariate location and scatter matrix estimation when the data contain cellwise and casewise outliers. Agostinelli et al. (2015) propose a two-step approach to deal with this problem: first, apply a univariate…

Statistics Theory · Mathematics 2016-12-28 Andy Leung , Victor J. Yohai , Ruben H. Zamar

Outlier detection can serve as an extremely important tool for researchers from a wide range of fields. From the sectors of banking and marketing to the social sciences and healthcare sectors, outlier detection techniques are very useful…

Methodology · Statistics 2023-12-12 Efthymios Costa , Ioanna Papatsouma

Critical infrastructures like water treatment facilities and power plants depend on industrial control systems (ICS) for monitoring and control, making them vulnerable to cyber attacks and system malfunctions. Traditional ICS anomaly…

Machine Learning · Computer Science 2023-05-03 Emmanuel Aboah Boateng , Jerry Bruce

Circle fitting methods are extensively utilized in various industries, particularly in quality control processes and design applications. The effectiveness of these algorithms can be significantly compromised when the point sets to be…

Computer Vision and Pattern Recognition · Computer Science 2025-08-07 Ahmet Gökhan Poyraz