Related papers: Robust, Deep and Inductive Anomaly Detection
In this paper, a new method is proposed for sparse PCA based on the recursive divide-and-conquer methodology. The main idea is to separate the original sparse PCA problem into a series of much simpler sub-problems, each having a closed-form…
A general framework for principal component analysis (PCA) in the presence of heteroskedastic noise is introduced. We propose an algorithm called HeteroPCA, which involves iteratively imputing the diagonal entries of the sample covariance…
The lack of evidence for new interactions and particles at the Large Hadron Collider has motivated the high-energy physics community to explore model-agnostic data-analysis approaches to search for new physics. Autoencoders are unsupervised…
Building a scalable machine learning system for unsupervised anomaly detection via representation learning is highly desirable. One of the prevalent methods is using a reconstruction error from variational autoencoder (VAE) via maximizing…
Principal Component Analysis (PCA) is a very successful dimensionality reduction technique, widely used in predictive modeling. A key factor in its widespread use in this domain is the fact that the projection of a dataset onto its first…
We propose a kernel-PCA based method to detect anomaly in chemical sensors. We use temporal signals produced by chemical sensors to form vectors to perform the Principal Component Analysis (PCA). We estimate the kernel-covariance matrix of…
The accumulation of time-series data and the absence of labels make time-series Anomaly Detection (AD) a self-supervised deep learning task. Single-normality-assumption-based methods, which reveal only a certain aspect of the whole…
The detection of fraud in accounting data is a long-standing challenge in financial statement audits. Nowadays, the majority of applied techniques refer to handcrafted rules derived from known fraud scenarios. While fairly successful, these…
Anomaly detection is a branch of data analysis and machine learning which aims at identifying observations that exhibit abnormal behaviour. Be it measurement errors, disease development, severe weather, production quality default(s) (items)…
Principal component analysis (PCA) is one of the most widely used dimension reduction and multivariate statistical techniques. From a probabilistic perspective, PCA seeks a low-dimensional representation of data in the presence of…
Advanced persistent threats (APTs) pose significant challenges for organizations, leading to data breaches, financial losses, and reputational damage. Existing provenance-based approaches for APT detection often struggle with high false…
Neural network-based anomaly detection remains challenging in clinical applications with little or no supervised information and subtle anomalies such as hardly visible brain lesions. Among unsupervised methods, patch-based auto-encoders…
Principal component analysis (PCA) is a standard dimensionality reduction technique used in various research and applied fields. From an algorithmic point of view, classical PCA can be formulated in terms of operations on a multivariate…
Deep autoencoders are often extended with a supervised or adversarial loss to learn latent representations with desirable properties, such as greater predictivity of labels and outcomes or fairness with respects to a sensitive variable.…
Principal component analysis (PCA) is one of the most popular dimension reduction techniques in statistics and is especially powerful when a multivariate distribution is concentrated near a lower-dimensional subspace. Multivariate extreme…
Subspace identification is a classical and very well studied problem in system identification. The problem was recently posed as a convex optimization problem via the nuclear norm relaxation. Inspired by robust PCA, we extend this framework…
Kernel principal component analysis (KPCA) is a well-recognized nonlinear dimensionality reduction method that has been widely used in nonlinear fault detection tasks. As a kernel trick-based method, KPCA inherits two major problems. First,…
We develop asymptotic theory for principal component analysis (PCA) of a high-dimensional factor model in which the working dimension $R$ is fixed and only required to satisfy $R \ge r$, where $r$ is the true number of factors. Building on…
Anomaly detection is referred to as a process in which the aim is to detect data points that follow a different pattern from the majority of data points. Anomaly detection methods suffer from several well-known challenges that hinder their…
Principal Component Analysis (PCA) is a cornerstone of dimensionality reduction, yet its classical formulation relies critically on second-order moments and is therefore fragile in the presence of heavy-tailed data and impulsive noise.…