Related papers: Efficient variational Bayesian neural network ense…
This paper proposes a novel fast online methodology for outlier detection called the exception maximization outlier detection method(EMODM), which employs probabilistic models and statistical algorithms to detect abnormal patterns from the…
We present local ensembles, a method for detecting underspecification -- when many possible predictors are consistent with the training data and model class -- at test time in a pre-trained model. Our method uses local second-order…
State-of-the-art neural network-based methods for learning summary statistics have delivered promising results for simulation-based likelihood-free parameter inference. Existing approaches require density estimation as a post-processing…
In this paper we introduce a new method for detecting outliers in a set of proportions. It is based on the construction of a suitable two-way contingency table and on the application of an algorithm for the detection of outlying cells in…
It is common practice to combine deep neural networks into ensembles. These deep ensembles can benefit from the cancellation of errors effect: Errors by ensemble members may average out, leading to better generalization performance than…
Ensembling can improve the performance of Neural Networks, but existing approaches struggle when the architecture likelihood surface has dispersed, narrow peaks. Furthermore, existing methods construct equally weighted ensembles, and this…
Outlying observations, which significantly deviate from other measurements, may distort the conclusions of data analysis. Therefore, identifying outliers is one of the important problems that should be solved to obtain reliable results.…
This study addresses an important gap in time series outlier detection by proposing a novel problem setting: long-term outlier prediction. Conventional methods primarily focus on immediate detection by identifying deviations from normal…
A novel method for sequential outlier detection in non-stationary time series is proposed. The method tests the null hypothesis of ``no outlier'' at each time point, addressing the multiple testing problem by bounding the error probability…
Euclidean embedding from noisy observations containing outlier errors is an important and challenging problem in statistics and machine learning. Many existing methods would struggle with outliers due to a lack of detection ability. In this…
In this article a novel approach for training deep neural networks using Bayesian techniques is presented. The Bayesian methodology allows for an easy evaluation of model uncertainty and additionally is robust to overfitting. These are…
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…
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…
The main challenge in Bayesian models is to determine the posterior for the model parameters. Already, in models with only one or few parameters, the analytical posterior can only be determined in special settings. In Bayesian neural…
We study wide Bayesian neural networks focusing on the rare but statistically dominant fluctuations that govern posterior concentration, beyond Gaussian-process limits. Large-deviation theory provides explicit variational objectives-rate…
We propose a new variational family for Bayesian neural networks. We decompose the variational posterior into two components, where the radial component captures the strength of each neuron in terms of its magnitude; while the directional…
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…
Out-of-distribution detection (OOD) deals with anomalous input to neural networks. In the past, specialized methods have been proposed to reject predictions on anomalous input. Similarly, it was shown that feature extraction models in…
In a corpus of data, outliers are either errors: mistakes in the data that are counterproductive, or are unique: informative samples that improve model robustness. Identifying outliers can lead to better datasets by (1) removing noise in…
This paper considers the problem of recovering signals from compressed measurements contaminated with sparse outliers, which has arisen in many applications. In this paper, we propose a generative model neural network approach for…