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Dynamic factor models have a wide range of applications in econometrics and applied economics. The basic motivation resides in their capability of reducing a large set of time series to only few indicators (factors). If the number of time…

Statistics Theory · Mathematics 2009-09-29 Roberto Baragona , Francesco Battaglia

We introduce and develop a novel approach to outlier detection based on adaptation of random subspace learning. Our proposed method handles both high-dimension low-sample size and traditional low-dimensional high-sample size datasets.…

Machine Learning · Statistics 2015-05-05 Bohan Liu , Ernest Fokoue

Outlier detection is an important topic in machine learning and has been used in a wide range of applications. Outliers are objects that are few in number and deviate from the majority of objects. As a result of these two properties, we…

Machine Learning · Computer Science 2022-04-22 Xusheng Du , Enguang Zuo , Zhenzhen He , Jiong Yu

This work proposes an unsupervised learning framework for trajectory (sequence) outlier detection that combines ranking tests with user sequence models. The overall framework identifies sequence outliers at a desired false positive rate…

Machine Learning · Computer Science 2021-11-09 Mohamed A. Zahran , Leonardo Teixeira , Vinayak Rao , Bruno Ribeiro

Outlier detection (OD), distinguishing inliers and outliers in completely unlabeled datasets, plays a vital role in science and engineering. Although there have been many insightful OD methods, most of them require troublesome…

Machine Learning · Computer Science 2026-03-17 Dazhi Fu , Jicong Fan

Outliers arise in networks due to different reasons such as fraudulent behavior of malicious users or default in measurement instruments and can significantly impair network analyses. In addition, real-life networks are likely to be…

Machine Learning · Statistics 2020-12-02 Solenne Gaucher , Olga Klopp , Geneviève Robin

Normalizing flows are prominent deep generative models that provide tractable probability distributions and efficient density estimation. However, they are well known to fail while detecting Out-of-Distribution (OOD) inputs as they directly…

Machine Learning · Computer Science 2021-11-17 Nishant Kumar , Pia Hanfeld , Michael Hecht , Michael Bussmann , Stefan Gumhold , Nico Hoffmann

Outlier, or anomaly, detection is essential for optimal performance of machine learning methods and statistical predictive models. It is not just a technical step in a data cleaning process but a key topic in many fields such as fraudulent…

Machine Learning · Computer Science 2020-02-19 O. Ramos Terrades , A. Berenguel , D. Gil

The outlier detection problem in some cases is similar to the classification problem. For example, the main concern of clustering-based outlier detection algorithms is to find clusters and outliers, which are often regarded as noise that…

Machine Learning · Computer Science 2014-05-25 M. H. Marghny , Ahmed I. Taloba

In an industrial context, the activity of sensors is recorded at a high frequency. A challenge is to automatically detect abnormal measurement behavior. Considering the sensor measures as functional data, the problem can be formulated as…

Statistics Theory · Mathematics 2022-03-09 Martial Amovin-Assagba , Irène Gannaz , Julien Jacques

Supervised classification methods often assume the train and test data distributions are the same and that all classes in the test set are present in the training set. However, deployed classifiers often require the ability to recognize…

Computer Vision and Pattern Recognition · Computer Science 2021-01-27 Ryne Roady , Tyler L. Hayes , Ronald Kemker , Ayesha Gonzales , Christopher Kanan

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.…

Computation · Statistics 2014-05-01 Soo-Heang Eo , Seung-Mo Hong , HyungJun Cho

Disease control experts inspect public health data streams daily for outliers worth investigating, like those corresponding to data quality issues or disease outbreaks. However, they can only examine a few of the thousands of maximally-tied…

Artificial Intelligence · Computer Science 2024-01-04 Ananya Joshi , Tina Townes , Nolan Gormley , Luke Neureiter , Roni Rosenfeld , Bryan Wilder

Outlier detection refers to the identification of data points that deviate from a general data distribution. Existing unsupervised approaches often suffer from high computational cost, complex hyperparameter tuning, and limited…

Machine Learning · Computer Science 2022-08-26 Zheng Li , Yue Zhao , Xiyang Hu , Nicola Botta , Cezar Ionescu , George H. Chen

Reliable confidence estimation for deep neural classifiers is a challenging yet fundamental requirement in high-stakes applications. Unfortunately, modern deep neural networks are often overconfident for their erroneous predictions. In this…

Machine Learning · Computer Science 2023-03-31 Fei Zhu , Zhen Cheng , Xu-Yao Zhang , Cheng-Lin Liu

Clustering, or unsupervised classification, is a task often plagued by outliers. Yet there is a paucity of work on handling outliers in clustering. Outlier identification algorithms tend to fall into three broad categories: outlier…

Methodology · Statistics 2024-05-31 Katharine M. Clark , Paul D. McNicholas

This paper evaluates algorithms for classification and outlier detection accuracies in temporal data. We focus on algorithms that train and classify rapidly and can be used for systems that need to incorporate new data regularly. Hence, we…

Machine Learning · Statistics 2018-05-03 Victoria J. Hodge , Jim Austin

The problem of universal outlying sequence detection is studied, where the goal is to detect outlying sequences among $M$ sequences of samples. A sequence is considered as outlying if the observations therein are generated by a distribution…

Information Theory · Computer Science 2020-05-27 Yuheng Bu , Shaofeng Zou , Venugopal V. Veeravalli

The presence of outliers can prevent clustering algorithms from accurately determining an appropriate group structure within a data set. We present outlierMBC, a model-based approach for sequentially removing outliers and clustering the…

Methodology · Statistics 2025-06-30 Ultán P. Doherty , Paul D. McNicholas , Arthur White

Outlier detection is the identification of points in a dataset that do not conform to the norm. Outlier detection is highly sensitive to the choice of the detection algorithm and the feature subspace used by the algorithm. Extracting…

Artificial Intelligence · Computer Science 2017-05-18 Yanjie Fu , Charu Aggarwal , Srinivasan Parthasarathy , Deepak S. Turaga , Hui Xiong
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