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In this paper, we study the problem of determining $k$ anomalous random variables that have different probability distributions from the rest $(n-k)$ random variables. Instead of sampling each individual random variable separately as in the…

Information Theory · Computer Science 2024-09-09 Myung Cho , Weiyu Xu , Lifeng Lai

We propose a method that performs anomaly detection and localisation within heterogeneous data using a pairwise undirected mixed graphical model. The data are a mixture of categorical and quantitative variables, and the model is learned…

Machine Learning · Statistics 2016-07-21 Romain Laby , François Roueff , Alexandre Gramfort

In this paper, we study the hypothesis testing problem of, among $n$ random variables, determining $k$ random variables which have different probability distributions from the rest $(n-k)$ random variables. Instead of using separate…

Information Theory · Computer Science 2013-05-28 Weiyu Xu , Lifeng Lai

We analyze the effect of lossy compression in the processing of sensor signals that must be used to detect anomalous events in the system under observation. The intuitive relationship between the quality loss at higher compression and the…

Information Theory · Computer Science 2024-10-28 Alex Marchioni , Andriy Enttsel , Mauro Mangia , Riccardo Rovatti , Gianluca Setti

In this paper, we consider the problem of sparse signal detection based on partial support set estimation with compressive measurements in a distributed network. Multiple nodes in the network are assumed to observe sparse signals which…

Applications · Statistics 2016-08-10 Thakshila Wimalajeewa , Pramod K. Varshney

Anomalies are those deviating from the norm. Unsupervised anomaly detection often translates to identifying low density regions. Major problems arise when data is high-dimensional and mixed of discrete and continuous attributes. We propose…

Machine Learning · Computer Science 2016-10-21 Kien Do , Truyen Tran , Svetha Venkatesh

Anomaly detection in large populations is a challenging but highly relevant problem. The problem is essentially a multi-hypothesis problem, with a hypothesis for every division of the systems into normal and anomal systems. The number of…

Machine Learning · Computer Science 2013-09-24 Henrik Ohlsson , Tianshi Chen , Sina Khoshfetrat Pakazad , Lennart Ljung , S. Shankar Sastry

Anomaly detection aims to identify observations that deviate from the typical pattern of data. Anomalous observations may correspond to financial fraud, health risks, or incorrectly measured data in practice. We show detecting anomalies in…

Machine Learning · Statistics 2020-05-26 Matthew Davidow , David S. Matteson

Anomaly detection is a field of intense research. Identifying low probability events in data/images is a challenging problem given the high-dimensionality of the data, especially when no (or little) information about the anomaly is…

Machine Learning · Computer Science 2022-04-13 José A. Padrón-Hidalgo , Valero Laparra , Gustau Camps-Valls

In this paper, we exploit the theory of compressive sensing to perform detection of a random source in a dense sensor network. When the sensors are densely deployed, observations at adjacent sensors are highly correlated while those…

Information Theory · Computer Science 2017-07-27 Thakshila Wimalajeewa , Pramod K. Varshney

Finding a suitable measurement matrix is an important topic in compressed sensing. Though the known random matrix, whose entries are drawn independently from a certain probability distribution, can be used as a measurement matrix and…

Information Theory · Computer Science 2013-07-09 Yi-Zheng Fan , Tao Huang , Ming Zhu

We propose a modified density estimation problem that is highly effective for detecting anomalies in tabular data. Our approach assumes that the density function is relatively stable (with lower variance) around normal samples. We have…

Machine Learning · Computer Science 2024-05-09 Amit Rozner , Barak Battash , Henry Li , Lior Wolf , Ofir Lindenbaum

The task of compressed sensing is to recover a sparse vector from a small number of linear and non-adaptive measurements, and the problem of finding a suitable measurement matrix is very important in this field. While most recent works…

Information Theory · Computer Science 2012-12-18 Yi-Zheng Fan , Tao Huang , Ming Zhu

In recent years, there has been a growing interest in identifying anomalous structure within multivariate data streams. We consider the problem of detecting collective anomalies, corresponding to intervals where one or more of the data…

Methodology · Statistics 2019-09-05 Alexander T M Fisch , Idris A Eckley , Paul Fearnhead

Recent results in compressed sensing showed that the optimal subsampling strategy should take into account the sparsity pattern of the signal at hand. This oracle-like knowledge, even though desirable, nevertheless remains elusive in most…

Information Theory · Computer Science 2023-06-28 Simon Ruetz

Weakly-supervised anomaly detection can outperform existing unsupervised methods with the assistance of a very small number of labeled anomalies, which attracts increasing attention from researchers. However, existing weakly-supervised…

Machine Learning · Computer Science 2024-06-14 Xu Tan , Junqi Chen , Sylwan Rahardja , Jiawei Yang , Susanto Rahardja

Recovery of support of a sparse vector from simple measurements is a widely-studied problem, considered under the frameworks of compressed sensing, 1-bit compressed sensing, and more general single index models. We consider generalizations…

Machine Learning · Statistics 2021-11-05 Venkata Gandikota , Arya Mazumdar , Soumyabrata Pal

There is increasing interest in detecting collective anomalies: potentially short periods of time where the features of data change before reverting back to normal behaviour. We propose a new method for detecting a collective anomaly in VAR…

Methodology · Statistics 2021-05-18 Hyeyoung Maeng , Idris Eckley , Paul Fearnhead

Methods for unsupervised anomaly detection suffer from the fact that the data is unlabeled, making it difficult to assess the optimality of detection algorithms. Ensemble learning has shown exceptional results in classification and…

Machine Learning · Statistics 2016-10-26 Edward Yu , Parth Parekh

The field of compressed sensing has shown that a sparse but otherwise arbitrary vector can be recovered exactly from a small number of randomly constructed linear projections (or samples). The question addressed in this paper is whether an…

Information Theory · Computer Science 2010-01-26 Galen Reeves , Michael Gastpar
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