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We hypothesize that similar objects should have similar outlier scores. To our knowledge, all existing outlier detectors calculate the outlier score for each object independently regardless of the outlier scores of the other objects.…
It has become routine in neuroscience studies to measure brain networks for different individuals using neuroimaging. These networks are typically expressed as adjacency matrices, with each cell containing a summary of connectivity between…
Selecting and combining the outlier scores of different base detectors used within outlier ensembles can be quite challenging in the absence of ground truth. In this paper, an unsupervised outlier detector combination framework called DCSO…
We introduce scalable algorithms for online learning of neural network parameters and Bayesian sequential decision making. Unlike classical Bayesian neural networks, which induce predictive uncertainty through a posterior over model…
This paper is concerned with the online estimation of a nonlinear dynamic system from a series of noisy measurements. The focus is on cases wherein outliers are present in-between normal noises. We assume that the outliers follow an unknown…
We propose a new approach to Bayesian prediction that caters for models with a large number of parameters and is robust to model misspecification. Given a class of high-dimensional (but parametric) predictive models, this new approach…
The outlying property detection problem is the problem of discovering the properties distinguishing a given object, known in advance to be an outlier in a database, from the other database objects. In this paper, we analyze the problem…
Deep neural network ensembles are powerful tools for uncertainty quantification, which have recently been re-interpreted from a Bayesian perspective. However, current methods inadequately leverage second-order information of the loss…
Network attacks have been very prevalent as their rate is growing tremendously. Both organization and individuals are now concerned about their confidentiality, integrity and availability of their critical information which are often…
Despite their theoretical appealingness, Bayesian neural networks (BNNs) are left behind in real-world adoption, mainly due to persistent concerns on their scalability, accessibility, and reliability. In this work, we develop the…
In recent years, there have been significant improvements in various forms of image outlier detection. However, outlier detection performance under adversarial settings lags far behind that in standard settings. This is due to the lack of…
Continuous-time event sequences represent discrete events occurring in continuous time. Such sequences arise frequently in real-life. Usually we expect the sequences to follow some regular pattern over time. However, sometimes these…
We propose a general solution to the problem of robust Bayesian inference in complex settings where outliers may be present. In practice, the automation of robust Bayesian analyses is important in the many applications involving large and…
Outliers widely occur in big-data applications and may severely affect statistical estimation and inference. In this paper, a framework of outlier-resistant estimation is introduced to robustify an arbitrarily given loss function. It has a…
Bayesian neural network models (BNN) have re-surged in recent years due to the advancement of scalable computations and its utility in solving complex prediction problems in a wide variety of applications. Despite the popularity and…
An ensemble technique is characterized by the mechanism that generates the components and by the mechanism that combines them. A common way to achieve the consensus is to enable each component to equally participate in the aggregation…
A weighted likelihood approach for robust fitting of a mixture of multivariate Gaussian components is developed in this work. Two approaches have been proposed that are driven by a suitable modification of the standard EM and CEM…
Prediction of network traffic behavior is significant for the effective management of modern telecommunication networks. However, the intuitive approach of predicting network traffic using administrative experience and market analysis data…
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…
We propose a new assumption in outlier detection: Normal data instances are commonly located in the area that there is hardly any fluctuation on data density, while outliers are often appeared in the area that there is violent fluctuation…