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Anomalies in economic and financial data -- often linked to rare yet impactful events -- are of theoretical interest, but can also severely distort inference. Although outlier-robust methodologies can be used, many researchers prefer…

Methodology · Statistics 2025-09-01 Monica Billio , Roberto Casarin , Fausto Corradin , Antonio Peruzzi

There are several methods for obtaining very robust estimates of regression parameters that asymptotically resist 50% of outliers in the data. Differences in the behaviour of these algorithms depend on the distance between the regression…

Methodology · Statistics 2014-05-21 Marco Riani , Anthony C. Atkinson , Domenico Perrotta

Nearest-neighbor (NN) procedures are well studied and widely used in both supervised and unsupervised learning problems. In this paper we are concerned with investigating the performance of NN-based methods for anomaly detection. We first…

Machine Learning · Statistics 2019-07-10 Xiaoyi Gu , Leman Akoglu , Alessandro Rinaldo

Smart metering infrastructures collect data almost continuously in the form of fine-grained long time series. These massive data series often have common daily patterns that are repeated between similar days or seasons and shared among…

Methodology · Statistics 2022-10-10 A. Elías , J. M. Morales , S. Pineda

Pulsar-timing datasets have been analyzed with great success using probabilistic treatments based on Gaussian distributions, with applications ranging from studies of neutron-star structure to tests of general relativity and searches for…

Instrumentation and Methods for Astrophysics · Physics 2017-02-01 Michele Vallisneri , Rutger van Haasteren

Accurate approximation of a real-valued function depends on two aspects of the available data: the density of inputs within the domain of interest and the variation of the outputs over that domain. There are few methods for assessing…

Numerical Analysis · Mathematics 2024-11-11 Andrew Gillette , Eugene Kur

Normality, in the colloquial sense, has historically been considered an aspirational trait, synonymous with ideality. The arithmetic average and, by extension, statistics including linear regression coefficients, have often been used to…

Methodology · Statistics 2023-12-27 Matthew J. Vowels

The key to out-of-distribution detection is density estimation of the in-distribution data or of its feature representations. This is particularly challenging for dense anomaly detection in domains where the in-distribution data has a…

Computer Vision and Pattern Recognition · Computer Science 2023-09-15 Silvio Galesso , Max Argus , Thomas Brox

Outlier Detection is a critical and cardinal research task due its array of applications in variety of domains ranging from data mining, clustering, statistical analysis, fraud detection, network intrusion detection and diagnosis of…

Machine Learning · Computer Science 2018-03-15 Archit Harsh , John E. Ball , Pan Wei

The task of outlier detection is to find small groups of data objects that are exceptional when compared with rest large amount of data. Detection of such outliers is important for many applications such as fraud detection and customer…

Databases · Computer Science 2007-05-23 Zengyou He , Xiaofei Xu , Shengchun Deng

Unsupervised outlier detection constitutes a crucial phase within data analysis and remains a dynamic realm of research. A good outlier detection algorithm should be computationally efficient, robust to tuning parameter selection, and…

Machine Learning · Statistics 2024-09-23 Sheikh Arafat , Na Sun , Maria L. Weese , Waldyn G. Martinez

This paper proposes an approach for anomalous sound detection that incorporates outlier exposure and inlier modeling within a unified framework by multitask learning. While outlier exposure-based methods can extract features efficiently, it…

Sound · Computer Science 2023-09-15 Yucong Zhang , Hongbin Suo , Yulong Wan , Ming Li

Distance-based outlier detection is widely adopted in many fields, e.g., data mining and machine learning, because it is unsupervised, can be employed in a generic metric space, and does not have any assumptions of data distributions. Data…

Databases · Computer Science 2021-10-22 Daichi Amagata , Makoto Onizuka , Takahiro Hara

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

We propose a general approach to handle data contaminations that might disrupt the performance of feature selection and estimation procedures for high-dimensional linear models. Specifically, we consider the co-occurrence of mean-shift and…

Methodology · Statistics 2021-06-23 Luca Insolia , Francesca Chiaromonte , Runze Li , Marco Riani

This paper develops a flexible distribution-free method for collective outlier detection and enumeration, designed for situations in which the presence of outliers can be detected powerfully even though their precise identification may be…

Methodology · Statistics 2026-05-19 Chiara G. Magnani , Matteo Sesia , Aldo Solari

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…

Machine Learning · Computer Science 2020-06-09 Ding Liu , Hui Li

In this paper, an outlier elimination algorithm for ellipse/ellipsoid fitting is proposed. This two-stage algorithm employs a proximity-based outlier detection algorithm (using the graph Laplacian), followed by a model-based outlier…

Methodology · Statistics 2009-10-27 Jieqi Yu , Haipeng Zheng , Sanjeev R. Kulkarni , H. Vincent Poor

While robust divergence such as density power divergence and $\gamma$-divergence is helpful for robust statistical inference in the presence of outliers, the tuning parameter that controls the degree of robustness is chosen in a…

Methodology · Statistics 2021-09-15 Shonosuke Sugasawa , Shouto Yonekura

Outlier detection is a well-researched and crucial problem in machine learning. However, there is little research on string data outlier detection, as most literature focuses on outlier detection of numerical data. A robust string data…

Machine Learning · Computer Science 2026-03-13 Philip Maus