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When collaborating with an AI system, we need to assess when to trust its recommendations. If we mistakenly trust it in regions where it is likely to err, catastrophic failures may occur, hence the need for Bayesian approaches for…

Artificial Intelligence · Computer Science 2021-02-23 Federico Cerutti , Lance M. Kaplan , Angelika Kimmig , Murat Sensoy

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

We address the problem of searching for a change point in an anomalous process among a finite set of M processes. Specifically, we address a composite hypothesis model in which each process generates measurements following a common…

Machine Learning · Statistics 2024-12-30 Liad Lea Didi , Tomer Gafni , Kobi Cohen

Bayesian optimisation has gained great popularity as a tool for optimising the parameters of machine learning algorithms and models. Somewhat ironically, setting up the hyper-parameters of Bayesian optimisation methods is notoriously hard.…

Machine Learning · Statistics 2014-07-01 Ziyu Wang , Nando de Freitas

Linear programming is widely used for decision-making in science, engineering, and operations research, yet in many modern applications the coefficients entering the constraints and objective are not known exactly and must be learned from…

Other Statistics · Statistics 2026-03-09 Debashis Chatterjee

Anomaly detection in imbalanced datasets is a frequent and crucial problem, especially in the medical domain where retrieving and labeling irregularities is often expensive. By combining the generative stability of a $\beta$-variational…

Machine Learning · Computer Science 2023-10-30 Fiete Lüer , Tobias Weber , Maxim Dolgich , Christian Böhm

We propose a method that performs anomaly detection and localisation within heterogeneous data using a pairwise undirected mixed graphical model. The data are a mixture of categorical and quantitative variables, and the model is learned…

Machine Learning · Statistics 2016-07-21 Romain Laby , François Roueff , Alexandre Gramfort

We describe algorithms for learning Bayesian networks from a combination of user knowledge and statistical data. The algorithms have two components: a scoring metric and a search procedure. The scoring metric takes a network structure,…

Artificial Intelligence · Computer Science 2021-06-29 Dan Geiger , David Heckerman

We propose a nonparametric Bayesian probabilistic latent variable model for multi-view anomaly detection, which is the task of finding instances that have inconsistent views. With the proposed model, all views of a non-anomalous instance…

Machine Learning · Statistics 2014-11-14 Tomoharu Iwata , Makoto Yamada

In this paper we propose a Bayesian answer to testing problems when the hypotheses are not well separated. The idea of the method is to study the posterior distribution of a discrepancy measure between the parameter and the model we want to…

Statistics Theory · Mathematics 2017-06-28 Jean-Bernard Salomond

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…

Applications · Statistics 2011-11-18 Maria Elena De Giuli , Mario Alessandro Maggi , Claudia Tarantola

Bayesian model updating based on Gaussian Process (GP) models has received attention in recent years, which incorporates kernel-based GPs to provide enhanced fidelity response predictions. Although most kernel functions provide high fitting…

Invariants are a set of properties over program attributes that are expected to be true during the execution of a program. Since developing those invariants manually can be costly and challenging, there are a myriad of approaches that…

Robotics · Computer Science 2020-12-15 Meriel Stein , Sebastian Elbaum , Lu Feng , Shili Sheng

In this paper we propose a new method to assist in labeling data arriving from fast running processes using anomaly detection. A result is the possibility to manually classify data arriving at a high rates to train machine learning models.…

Machine Learning · Computer Science 2024-09-23 Tilman Klaeger , Andre Schult , Lukas Oehm

Robust autonomous driving requires agents to accurately identify unexpected areas (anomalies) in urban scenes. To this end, some critical issues remain open: how to design advisable metric to measure anomalies, and how to properly generate…

Computer Vision and Pattern Recognition · Computer Science 2025-01-03 Yuanpeng Tu , Yuxi Li , Boshen Zhang , Liang Liu , Jiangning Zhang , Yabiao Wang , Cai Rong Zhao

Learning Bayesian networks is often cast as an optimization problem, where the computational task is to find a structure that maximizes a statistically motivated score. By and large, existing learning tools address this optimization problem…

Machine Learning · Computer Science 2013-01-30 Nir Friedman , Iftach Nachman , Dana Pe'er

Detecting design pattern instances in unfamiliar codebases remains a challenging yet essential task for improving software quality and maintainability. Traditional static analysis tools often struggle with the complexity, variability, and…

Software Engineering · Computer Science 2025-02-26 Christian Schindler , Andreas Rausch

We consider the problem of identifying patterns in a data set that exhibit anomalous behavior, often referred to as anomaly detection. In most anomaly detection algorithms, the dissimilarity between data samples is calculated by a single…

Machine Learning · Computer Science 2013-01-08 Ko-Jen Hsiao , Kevin S. Xu , Jeff Calder , Alfred O. Hero

We tackle the problem of system identification, where we select inputs, observe the corresponding outputs from the true system, and optimize the parameters of our model to best fit the data. We propose a practical and computationally…

Systems and Control · Electrical Eng. & Systems 2025-10-02 Alexandros E. Tzikas , Mykel J. Kochenderfer

We consider the problem of identifying patterns in a data set that exhibit anomalous behavior, often referred to as anomaly detection. Similarity-based anomaly detection algorithms detect abnormally large amounts of similarity or…

Computer Vision and Pattern Recognition · Computer Science 2016-07-26 Ko-Jen Hsiao , Kevin S. Xu , Jeff Calder , Alfred O. Hero