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Anomaly detection in sequential data has been studied for a long time because of its potential in various applications, such as detecting abnormal system behaviors from log data. Although many approaches can achieve good performance on…

Machine Learning · Computer Science 2022-10-11 He Cheng , Depeng Xu , Shuhan Yuan , Xintao Wu

The complexity and ubiquity of modern computing systems is a fertile ground for anomalies, including security and privacy breaches. In this paper, we propose a new methodology that addresses the practical challenges to implement anomaly…

Cryptography and Security · Computer Science 2020-06-17 Charles F. Gonçalves , Daniel S. Menasché , Alberto Avritzer , Nuno Antunes , Marco Vieira

We consider the problem of detecting anomalies among a given set of processes using their noisy binary sensor measurements. The noiseless sensor measurement corresponding to a normal process is 0, and the measurement is 1 if the process is…

Signal Processing · Electrical Eng. & Systems 2020-06-02 Geethu Joseph , M. Cenk Gursoy , Pramod K. Varshney

We propose a probabilistic formulation that enables sequential detection of multiple change points in a network setting. We present a class of sequential detection rules for certain functionals of change points (minimum among a subset), and…

Statistics Theory · Mathematics 2012-07-09 Arash Ali Amini , XuanLong Nguyen

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…

Machine Learning · Computer Science 2019-04-26 Mariem Ben Fadhel , Kofi Nyarko

In this paper, we investigate algorithms for anomaly detection. Previous anomaly detection methods focus on modeling the distribution of non-anomalous data provided during training. However, this does not necessarily ensure the correct…

Machine Learning · Computer Science 2020-05-29 Ziyi Yang , Iman Soltani Bozchalooi , Eric Darve

The problem of sequential detection of anomalies in multimodal data is considered. The objective is to observe physical sensor data from CCTV cameras, and social media data from Twitter and Instagram to detect anomalous behaviors or events.…

Applications · Statistics 2018-03-28 Taposh Banerjee , Gene Whipps , Prudhvi Gurram , Vahid Tarokh

As a kind of generative self-supervised learning methods, generative adversarial nets have been widely studied in the field of anomaly detection. However, the representation learning ability of the generator is limited since it pays too…

Computer Vision and Pattern Recognition · Computer Science 2021-07-28 Xuan Xia , Xizhou Pan , Xing He , Jingfei Zhang , Ning Ding , Lin Ma

The ability to quickly and accurately detect anomalous structure within data sequences is an inference challenge of growing importance. This work extends recently proposed post-hoc (offline) anomaly detection methodology to the sequential…

Methodology · Statistics 2020-09-16 Alexander T. M. Fisch , Lawrence Bardwell , Idris A. Eckley

Anomaly detection is a significant problem faced in several research areas. Detecting and correctly classifying something unseen as anomalous is a challenging problem that has been tackled in many different manners over the years.…

Machine Learning · Computer Science 2021-09-15 Federico Di Mattia , Paolo Galeone , Michele De Simoni , Emanuele Ghelfi

Machine learning models are usually evaluated according to the average case performance on the test set. However, this is not always ideal, because in some sensitive domains (e.g. autonomous driving), it is the worst case performance that…

Computer Vision and Pattern Recognition · Computer Science 2019-11-27 Michelle Shu , Chenxi Liu , Weichao Qiu , Alan Yuille

Here we propose a general theoretical method for analyzing the risk bound in the presence of adversaries. Specifically, we try to fit the adversarial learning problem into the minimax framework. We first show that the original adversarial…

Machine Learning · Statistics 2019-01-25 Zhuozhuo Tu , Jingwei Zhang , Dacheng Tao

A popular method for anomaly detection is to use the generator of an adversarial network to formulate anomaly scores over reconstruction loss of input. Due to the rare occurrence of anomalies, optimizing such networks can be a cumbersome…

Computer Vision and Pattern Recognition · Computer Science 2020-06-22 Muhammad Zaigham Zaheer , Jin-ha Lee , Marcella Astrid , Seung-Ik Lee

Anomaly Detection is a relevant problem in numerous real-world applications, especially when dealing with images. However, little attention has been paid to the issue of changes over time in the input data distribution, which may cause a…

Computer Vision and Pattern Recognition · Computer Science 2024-03-26 Nikola Bugarin , Jovana Bugaric , Manuel Barusco , Davide Dalle Pezze , Gian Antonio Susto

Anomaly detection is a critical and challenging task that aims to identify data points deviating from normal patterns and distributions within a dataset. Various methods have been proposed using a one-class-one-model approach, but these…

Machine Learning · Computer Science 2023-12-07 Jae Young Lee , Wonjun Lee , Jaehyun Choi , Yongkwi Lee , Young Seog Yoon

We consider the problem of simultaneous detection and estimation under a sequential framework. In particular we are interested in sequential tests that distinguish between the null and the alternative hypothesis and every time the decision…

Statistics Theory · Mathematics 2013-09-24 Yasin Yilmaz , George V. Moustakides , Xiaodong Wang

Anomaly detection is facing with emerging challenges in many important industry domains, such as cyber security and online recommendation and advertising. The recent trend in these areas calls for anomaly detection on time-evolving data…

Machine Learning · Computer Science 2019-07-16 Zheng Gao , Lin Guo , Chi Ma , Xiao Ma , Kai Sun , Hang Xiang , Xiaoqiang Zhu , Hongsong Li , Xiaozhong Liu

Anomaly detection methods can be very useful in identifying unusual or interesting patterns in data. A recently proposed conditional anomaly detection framework extends anomaly detection to the problem of identifying anomalous patterns on a…

Machine Learning · Computer Science 2026-05-04 Michal Valko , Milos Hauskrecht

We propose a new simulation-based estimation method, adversarial estimation, for structural models. The estimator is formulated as the solution to a minimax problem between a generator (which generates simulated observations using the…

Econometrics · Economics 2024-01-09 Tetsuya Kaji , Elena Manresa , Guillaume Pouliot

The paper proposes an on-line monitoring framework for continuous real-time safety/security in learning-based control systems (specifically application to a unmanned ground vehicle). We monitor validity of mappings from sensor inputs to…

Machine Learning · Computer Science 2018-11-13 Naman Patel , Apoorva Nandini Saridena , Anna Choromanska , Prashanth Krishnamurthy , Farshad Khorrami