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Observations in data which are significantly different from its neighbouring points but cannot be classified as noise are known as anomalies or outliers. These anomalies are a cause of concern and a timely warning about their presence could…

Applications · Statistics 2020-06-09 Krishnam Kapoor

This article introduces trimmed estimators for the mean and covariance function of general functional data. The estimators are based on a new measure of outlyingness or data depth that is well defined on any metric space, although this…

Methodology · Statistics 2012-12-03 Daniel Gervini

Euclidean embedding from noisy observations containing outlier errors is an important and challenging problem in statistics and machine learning. Many existing methods would struggle with outliers due to a lack of detection ability. In this…

Machine Learning · Statistics 2020-12-24 Qian Zhang , Xinyuan Zhao , Chao Ding

Human operators often diagnose industrial machinery via anomalous sounds. Automated acoustic anomaly detection can lead to reliable maintenance of machinery. However, deep learning-driven anomaly detection methods often require an extensive…

Sound · Computer Science 2021-04-20 Saad Abbasi , Mahmoud Famouri , Mohammad Javad Shafiee , Alexander Wong

We revisit the outlier hypothesis testing framework of Li \emph{et al.} (TIT 2014) and derive fundamental limits for the optimal test under the generalized Neyman-Pearson criterion. In outlier hypothesis testing, one is given multiple…

Information Theory · Computer Science 2022-02-15 Lin Zhou , Yun Wei , Alfred Hero

Outlier, or anomaly, detection is essential for optimal performance of machine learning methods and statistical predictive models. It is not just a technical step in a data cleaning process but a key topic in many fields such as fraudulent…

Machine Learning · Computer Science 2020-02-19 O. Ramos Terrades , A. Berenguel , D. Gil

Anomaly detection becomes increasingly important for the dependability and serviceability of IT services. As log lines record events during the execution of IT services, they are a primary source for diagnostics. Thereby, unsupervised…

Machine Learning · Computer Science 2021-09-21 Thorsten Wittkopp , Alexander Acker , Sasho Nedelkoski , Jasmin Bogatinovski , Dominik Scheinert , Wu Fan , Odej Kao

Revenue management strongly relies on accurate forecasts. Thus, when extraordinary events cause outlier demand, revenue management systems need to recognise this and adapt both forecast and controls. Many passenger transport service…

Methodology · Statistics 2021-02-10 Nicola Rennie , Catherine Cleophas , Adam M. Sykulski , Florian Dost

Ordinary least square (OLS) estimation of a linear regression model is well-known to be highly sensitive to outliers. It is common practice to (1) identify and remove outliers by looking at the data and (2) to fit OLS and form confidence…

Methodology · Statistics 2019-08-13 Shuxiao Chen , Jacob Bien

We revisit the outlier hypothesis testing framework of Li \emph{et al.} (TIT 2014) and derive fundamental limits for the optimal test. In outlier hypothesis testing, one is given multiple observed sequences, where most sequences are…

Statistics Theory · Mathematics 2022-05-17 Lin Zhou , Yun Wei , Alfred Hero

Outlier analysis is a critical tool across diverse domains, from clinical decision-making to cybersecurity and talent identification. Traditional statistical outlier detection methods, such as Grubb's test and Dixon's Q, are predicated on…

Methodology · Statistics 2025-08-12 Johan F. Hoorn , Johnny K. W. Ho

A multivariate dataset consists of $n$ cases in $d$ dimensions, and is often stored in an $n$ by $d$ data matrix. It is well-known that real data may contain outliers. Depending on the situation, outliers may be (a) undesirable errors which…

Methodology · Statistics 2019-10-08 Peter J. Rousseeuw , Wannes Van den Bossche

We propose two new outlier detection methods, for identifying and classifying different types of outliers in (big) functional data sets. The proposed methods are based on an existing method called Massive Unsupervised Outlier Detection…

Methodology · Statistics 2021-10-15 Oluwasegun Taiwo Ojo , Antonio Fernández Anta , Rosa E. Lillo , Carlo Sguera

Outlier detection is one of the most popular and continuously rising topics in the data mining field due to its crucial academic value and extensive industrial applications. Among different settings, unsupervised outlier detection is the…

Machine Learning · Computer Science 2021-08-03 Sibo Zhu , Handong Zhao , Hongfu Liu

This paper studies the construction of p-values for nonparametric outlier detection, taking a multiple-testing perspective. The goal is to test whether new independent samples belong to the same distribution as a reference data set or are…

Methodology · Statistics 2024-03-12 Stephen Bates , Emmanuel Candès , Lihua Lei , Yaniv Romano , Matteo Sesia

Outlier detection refers to the identification of rare items that are deviant from the general data distribution. Existing approaches suffer from high computational complexity, low predictive capability, and limited interpretability. As a…

Machine Learning · Statistics 2022-01-04 Zheng Li , Yue Zhao , Nicola Botta , Cezar Ionescu , Xiyang Hu

In extreme value theory and other related risk analysis fields, probability weighted moments (PWM) have been frequently used to estimate the parameters of classical extreme value distributions. This method-of-moment technique can be applied…

Statistics Theory · Mathematics 2023-06-21 Anna Ben-Hamou , Philippe Naveau , Maud Thomas

We study the change detection problem with an unknown post-change distribution. Under this constraint, the unknown change in the distribution of observations may occur in many ways without much structure on the observations, whereas, before…

Signal Processing · Electrical Eng. & Systems 2020-12-11 Deniz Sargun , C. Emre Koksal

Most real-world IoT data analysis tasks, such as clustering and anomaly event detection, are unsupervised and highly susceptible to the presence of outliers. In addition to sporadic scattered outliers caused by factors such as faulty sensor…

Machine Learning · Computer Science 2026-03-16 Yiqun Zhang , Zexi Tan , Xiaopeng Luo , Yunlin Liu

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