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Feature selection places an important role in improving the performance of outlier detection, especially for noisy data. Existing methods usually perform feature selection and outlier scoring separately, which would select feature subsets…

Machine Learning · Computer Science 2020-01-17 Li Cheng , Yijie Wang , Xinwang Liu , Bin Li

This paper deals with two-sample tests for functional time series data, which have become widely available in conjunction with the advent of modern complex observation systems. Here, particular interest is in evaluating whether two sets of…

Statistics Theory · Mathematics 2019-09-16 Alexander Aue , Holger Dette , Gregory Rice

Robust PCA, the problem of PCA in the presence of outliers has been extensively investigated in the last few years. Here we focus on Robust PCA in the outlier model where each column of the data matrix is either an inlier or an outlier.…

Machine Learning · Statistics 2019-05-01 Vishnu Menon , Sheetal Kalyani

We propose a Bayesian method to detect change points for functional data. We extract the features of a sequence of functional data by the discrete wavelet transform (DWT), and treat each sequence of feature independently. We believe there…

Methodology · Statistics 2018-08-06 Xiuqi Li , Subhashis Ghosal

Many computer vision tasks involve processing large amounts of data contaminated by outliers, which need to be detected and rejected. While outlier detection methods based on robust statistics have existed for decades, only recently have…

Computer Vision and Pattern Recognition · Computer Science 2017-04-14 Chong You , Daniel P. Robinson , René Vidal

Sources of bias in empirical studies can be separated in those coming from the modelling domain (e.g. multicollinearity) and those coming from outliers. We propose a two-step approach to counter both issues. First, by decontaminating data…

General Economics · Economics 2019-02-14 Mathias Kloss , Thomas Kirschstein , Steffen Liebscher , Martin Petrick

Outlier detection is a major topic in robust statistics due to the high practical significance of anomalous observations. Many existing methods are, however, either parametric or cease to perform well when the data is far from linearly…

Methodology · Statistics 2018-11-14 Matias Heikkilä

We study the problem of testing the equivalence of functional parameters (such as the mean or variance function) in the two sample functional data problem. In contrast to previous work, which reduces the functional problem to a multiple…

Statistics Theory · Mathematics 2020-04-28 Holger Dette , Kevin Kokot

Outlier detection plays an essential role in many data-driven applications to identify isolated instances that are different from the majority. While many statistical learning and data mining techniques have been used for developing more…

Machine Learning · Computer Science 2018-05-08 Ninghao Liu , Donghwa Shin , Xia Hu

Given a real-valued function $f$ defined over a manifold $M$ embedded in $\mathbb{R}^d$, we are interested in recovering structural information about $f$ from the sole information of its values on a finite sample $P$. Existing methods…

Computational Geometry · Computer Science 2015-04-08 Mickaël Buchet , Frédéric Chazal , Tamal K. Dey , Fengtao Fan , Steve Y. Oudot , Yusu Wang

A test based on tapering is proposed for use in testing a global linear hypothesis under a functional linear model. The test statistic is constructed as a weighted sum of squared linear combinations of Fourier coefficients, a tapered…

Statistics Theory · Mathematics 2008-10-09 Dan J. Spitzner

With predictive models becoming prevalent, companies are expanding the types of data they gather. As a result, the collected datasets consist not only of simple numerical features but also more complex objects such as time series, images,…

Machine Learning · Computer Science 2025-07-01 Sebastian Chwilczyński , Dariusz Brzezinski

We propose an anomaly detection method for multi-variate scientific data based on analysis of high-order joint moments. Using kurtosis as a reliable measure of outliers, we suggest that principal kurtosis vectors, by analogy to principal…

Computational Physics · Physics 2019-05-01 Konduri Aditya , Hemanth Kolla , W. Philip Kegelmeyer , Timothy M. Shead , Julia Ling , Warren L. Davis

A new method for outlier detection and generation is introduced by lifting data into the space of probability distributions which are not analytically expressible, but from which samples can be drawn using a neural generator. Given a…

Machine Learning · Computer Science 2020-12-24 Stefano Giovanni Rizzo , Linsey Pang , Yixian Chen , Sanjay Chawla

We study the change detection problem with an unknown post-change distribution. Under this constraint, the unknown change in the distribution of observations may occur in many ways without much structure on the observations, whereas, before…

Signal Processing · Electrical Eng. & Systems 2020-12-11 Deniz Sargun , C. Emre Koksal

Normalization and outlier detection belong to the preprocessing of gene expression data. We propose a natural normalization procedure based on statistical data depth which normalizes to the distribution of gene expressions of the most…

Methodology · Statistics 2022-06-29 Alicia Nieto-Reyes , Javier Cabrera

Detecting outliers which are grossly different from or inconsistent with the remaining dataset is a major challenge in real-world KDD applications. Existing outlier detection methods are ineffective on scattered real-world datasets due to…

Machine Learning · Computer Science 2009-12-30 Ke Zhang , Marcus Hutter , Huidong Jin

Hypothesis testing procedures are developed to assess linear operator constraints in function-on-scalar regression when incomplete functional responses are observed. The approach enables statistical inferences about the shape and other…

Methodology · Statistics 2022-12-06 Yeonjoo Park , Kyunghee Han , Douglas G. Simpson

State estimation of dynamical systems from noisy observations is a fundamental task in many applications. It is commonly addressed using the linear Kalman filter (KF), whose performance can significantly degrade in the presence of outliers…

Signal Processing · Electrical Eng. & Systems 2024-08-27 Shunit Truzman , Guy Revach , Nir Shlezinger , Itzik Klein

We propose a nonparametric two-sample test procedure based on Maximum Mean Discrepancy (MMD) for testing the hypothesis that two samples of functions have the same underlying distribution, using kernels defined on function spaces. This…

Statistics Theory · Mathematics 2020-10-20 George Wynne , Andrew B. Duncan