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This paper proposes a novel Gaussian process approach to fault removal in time-series data. Fault removal does not delete the faulty signal data but, instead, massages the fault from the data. We assume that only one fault occurs at any one…

Machine Learning · Statistics 2015-07-03 Steven Reece , Roman Garnett , Michael Osborne , Stephen Roberts

In this paper we address the problem of detecting differences or anomalies in a dynamical system, based on historical data of nominal operations. This problem encompasses quality control, where newly manufactured systems are tested against…

Systems and Control · Electrical Eng. & Systems 2026-04-14 Alejandro Penacho Riveiros , Nicola Bastianello , Matthieu Barreau

We present in this paper a new tool for outliers detection in the context of multiple regression models. This graphical tool is based on recursive estimation of the parameters. Simulations were carried out to illustrate the performance of…

Methodology · Statistics 2007-07-03 Christian Paroissin

Most classification algorithms used in high energy physics fall under the category of supervised machine learning. Such methods require a training set containing both signal and background events and are prone to classification errors…

Data Analysis, Statistics and Probability · Physics 2015-06-03 Mikael Kuusela , Tommi Vatanen , Eric Malmi , Tapani Raiko , Timo Aaltonen , Yoshikazu Nagai

Gaussian process (GP) predictors are an important component of many Bayesian approaches to machine learning. However, even a straightforward implementation of Gaussian process regression (GPR) requires O(n^2) space and O(n^3) time for a…

Machine Learning · Statistics 2012-11-06 Krzysztof Chalupka , Christopher K. I. Williams , Iain Murray

Anomaly detection plays in many fields of research, along with the strongly related task of outlier detection, a very important role. Especially within the context of the automated analysis of video material recorded by surveillance…

Computer Vision and Pattern Recognition · Computer Science 2019-08-09 Thomas Golda , Nils Murzyn , Chengchao Qu , Kristian Kroschel

Uncovering the distribution of magnitudes and arrival times of aftershocks is a key to comprehend the characteristics of the sequence of earthquakes, which enables us to predict seismic activities and hazard assessments. However,…

This paper considers the robust and efficient implementation of Gaussian process regression with a Student-t observation model. The challenge with the Student-t model is the analytically intractable inference which is why several…

Machine Learning · Statistics 2012-06-28 Pasi Jylänki , Jarno Vanhatalo , Aki Vehtari

Outlier detection can serve as an extremely important tool for researchers from a wide range of fields. From the sectors of banking and marketing to the social sciences and healthcare sectors, outlier detection techniques are very useful…

Methodology · Statistics 2023-12-12 Efthymios Costa , Ioanna Papatsouma

Learning in Gaussian Process models occurs through the adaptation of hyperparameters of the mean and the covariance function. The classical approach entails maximizing the marginal likelihood yielding fixed point estimates (an approach…

Machine Learning · Statistics 2020-04-07 Vidhi Lalchand , Carl Edward Rasmussen

This paper considers the real-time power quality monitoring in power grid systems. The goal is to detect the occurrence of disturbances in the nominal sinusoidal voltage/current signal as quickly as possible such that protection measures…

Systems and Control · Computer Science 2016-01-26 Shang Li , Xiaodong Wang

Anomaly detection is a critical task that involves the identification of data points that deviate from a predefined pattern, useful for fraud detection and related activities. Various techniques are employed for anomaly detection, but…

Machine Learning · Computer Science 2023-10-03 Marcellin Atemkeng , Toheeb Aduramomi Jimoh

Often the challenge associated with tasks like fraud and spam detection[1] is the lack of all likely patterns needed to train suitable supervised learning models. In order to overcome this limitation, such tasks are attempted as outlier or…

Machine Learning · Computer Science 2018-08-22 Utkarsh Porwal , Smruthi Mukund

We present a new program implementation of the gaussian process regression adaptive density-guided approach [J. Chem. Phys. 153 (2020) 064105] in the MidasCpp program. A number of technical and methodological improvements made allowed us to…

Chemical Physics · Physics 2023-07-26 Denis G. Artiukhin , Ian H. Godtliebsen , Gunnar Schmitz , Ove Christiansen

Sparse identification of differential equations aims to compute the analytic expressions from the observed data explicitly. However, there exist two primary challenges. Firstly, it exhibits sensitivity to the noise in the observed data,…

Numerical Analysis · Mathematics 2024-01-23 Yuhuang Meng , Yue Qiu

We introduce a novel edge tracing algorithm using Gaussian process regression. Our edge-based segmentation algorithm models an edge of interest using Gaussian process regression and iteratively searches the image for edge pixels in a…

Computer Vision and Pattern Recognition · Computer Science 2021-12-15 Jamie Burke , Stuart King

We consider the problem of detecting a change in mean in a sequence of Gaussian vectors. Under the alternative hypothesis, the change occurs only in some subset of the components of the vector. We propose a test of the presence of a…

Statistics Theory · Mathematics 2014-02-28 Farida Enikeeva , Zaid Harchaoui

This paper studies the outlier detection problem from the point of view of penalized regressions. Our regression model adds one mean shift parameter for each of the $n$ data points. We then apply a regularization favoring a sparse vector of…

Methodology · Statistics 2011-10-18 Yiyuan She , Art B. Owen

This paper presents a fast methodology, called ROBOUT, to identify outliers in a response variable conditional on a set of linearly related predictors, retrieved from a large granular dataset. ROBOUT is shown to be effective and…

Methodology · Statistics 2021-04-27 Matteo Farnè , Angelos Vouldis

The detection of anomalies in multivariate time series data is crucial for various practical applications, including smart power grids, traffic flow forecasting, and industrial process control. However, real-world time series data is…

Machine Learning · Computer Science 2024-01-12 Yu Zheng , Huan Yee Koh , Ming Jin , Lianhua Chi , Haishuai Wang , Khoa T. Phan , Yi-Ping Phoebe Chen , Shirui Pan , Wei Xiang