Related papers: Anomaly Detection with HMM Gauge Likelihood Analys…
At the crossway of machine learning and data analysis, anomaly detection aims at identifying observations that exhibit abnormal behaviour. Be it measurement errors, disease development, severe weather, production quality default(s) (items)…
Group anomaly detection is crucial in many network applications, but faces challenges due to diverse anomaly patterns. Motivated by the success of large language models (LLMs) in natural language processing, graph foundation models (GFMs)…
Anomaly detection is the process of finding data points that deviate from a baseline. In a real-life setting, anomalies are usually unknown or extremely rare. Moreover, the detection must be accomplished in a timely manner or the risk of…
The Hidden Markov Model (HMM) is one of the mainstays of statistical modeling of discrete time series, with applications including speech recognition, computational biology, computer vision and econometrics. Estimating an HMM from its…
We present a novel approach to anomaly detection by integrating Generalized Hyperbolic (GH) processes into kernel-based methods. The GH distribution, known for its flexibility in modeling skewness, heavy tails, and kurtosis, helps to…
Multivariate time series data come as a collection of time series describing different aspects of a certain temporal phenomenon. Anomaly detection in this type of data constitutes a challenging problem yet with numerous applications in…
The Baum-Welsh algorithm together with its derivatives and variations has been the main technique for learning Hidden Markov Models (HMM) from observational data. We present an HMM learning algorithm based on the non-negative matrix…
Anomaly detection in time series data, to identify points that deviate from normal behaviour, is a common problem in various domains such as manufacturing, medical imaging, and cybersecurity. Recently, Generative Adversarial Networks (GANs)…
Anomaly detection is a fundamental yet challenging problem in machine learning due to the lack of label information. In this work, we propose a novel and powerful framework, dubbed as SLA$^2$P, for unsupervised anomaly detection. After…
Recognizing subtle historical patterns is central to modeling and forecasting problems in time series analysis. Here we introduce and develop a new approach to quantify deviations in the underlying hidden generators of observed data…
Anomalies represent deviations from the intended system operation and can lead to decreased efficiency as well as partial or complete system failure. As the causes of anomalies are often unknown due to complex system dynamics, efficient…
Automated fault localization is an important issue in model validation and verification. It helps the end users in analyzing the origin of failure. In this work, we show the early experiments with probabilistic analysis approaches in fault…
Most of the existing methods for anomaly detection use only positive data to learn the data distribution, thus they usually need a pre-defined threshold at the detection stage to determine whether a test instance is an outlier.…
Learning to detect real-world anomalous events through video-level labels is a challenging task due to the rare occurrence of anomalies as well as noise in the labels. In this work, we propose a weakly supervised anomaly detection method…
The Hidden Markov Model (HMM) is one of the most widely used statistical models for sequential data analysis. One of the key reasons for this versatility is the ability of HMM to deal with missing data. However, standard HMM learning…
We propose Gumbel Noise Score Matching (GNSM), a novel unsupervised method to detect anomalies in categorical data. GNSM accomplishes this by estimating the scores, i.e. the gradients of log likelihoods w.r.t.~inputs, of continuously…
We present a novel algorithm for learning the parameters of hidden Markov models (HMMs) in a geometric setting where the observations take values in Riemannian manifolds. In particular, we elevate a recent second-order method of moments…
The natural combination of intricate topological structures and rich textual information in text-attributed graphs (TAGs) opens up a novel perspective for graph anomaly detection (GAD). However, existing GAD methods primarily focus on…
Large-scale astrophysics datasets present an opportunity for new machine learning techniques to identify regions of interest that might otherwise be overlooked by traditional searches. To this end, we use Classification Without Labels…
This paper discusses model-agnostic searches for new physics at the Large Hadron Collider (LHC) using anomaly-detection techniques for the identification of event signatures that deviate from the Standard Model (SM). We investigate anomaly…