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Anomaly detection aims to identify observations that deviate from expected behavior. Because anomalous events are inherently sparse, most frameworks are trained exclusively on normal data to learn a single reference model of normality. This…

Methods for unsupervised anomaly detection suffer from the fact that the data is unlabeled, making it difficult to assess the optimality of detection algorithms. Ensemble learning has shown exceptional results in classification and…

The increasing digitization of medical imaging enables machine learning based improvements in detecting, visualizing and segmenting lesions, easing the workload for medical experts. However, supervised machine learning requires reliable…

As a contribution to interpretable machine learning research, we develop a novel optimization framework for learning accurate and sparse two-level Boolean rules. We consider rules in both conjunctive normal form (AND-of-ORs) and disjunctive…

We propose a supervised anomaly detection method for data with inexact anomaly labels, where each label, which is assigned to a set of instances, indicates that at least one instance in the set is anomalous. Although many anomaly detection…

Usage-based insurance is becoming the new standard in vehicle insurance; it is therefore relevant to find efficient ways of using insureds' driving data. Applying anomaly detection to vehicles' trip summaries, we develop a method allowing…

Anomaly detection is not an easy problem since distribution of anomalous samples is unknown a priori. We explore a novel method that gives a trade-off possibility between one-class and two-class approaches, and leads to a better performance…

The Cram\'er-Rao bound (CRB), a well-known lower bound on the performance of any unbiased parameter estimator, has been used to study a wide variety of problems. However, to obtain the CRB, requires an analytical expression for the…

The Restricted Boltzmann Machines (RBM) can be used either as classifiers or as generative models. The quality of the generative RBM is measured through the average log-likelihood on test data. Due to the high computational complexity of…

The increasing use of ML in astronomy introduces important questions about interpretability. Due to their complexity and non-linear nature, it can be challenging to understand their decision-making process. While these models can…

Sinopoli et al. (TAC, 2004) considered the problem of optimal estimation for linear systems with Gaussian noise and intermittent observations, available according to a Bernoulli arrival process. They showed that there is a "critical"…

The increasing digitization of smart grids has made addressing cybersecurity issues crucial in order to secure the power supply. Anomaly detection has emerged as a key technology for cybersecurity in smart grids, enabling the detection of…

Gaussian graphical models (GGMs) are probabilistic tools of choice for analyzing conditional dependencies between variables in complex systems. Finding changepoints in the structural evolution of a GGM is therefore essential to detecting…

Hybrid methods have been shown to outperform pure statistical and pure deep learning methods at both forecasting tasks, and at quantifying the uncertainty associated with those forecasts (prediction intervals). One example is Multivariate…

The success of any machine learning system depends critically on effective representations of data. In many cases, it is desirable that a representation scheme uncovers the parts-based, additive nature of the data. Of current representation…

We consider estimation in moment condition models and show that under any bound on identification strength, asymptotically admissible (i.e. undominated) estimators in a wide class of estimation problems must be uniformly continuous in the…

We propose a non-parametric anomaly detection algorithm for high dimensional data. We first rank scores derived from nearest neighbor graphs on $n$-point nominal training data. We then train limited complexity models to imitate these scores…

We present a new method of training energy-based models (EBMs) for anomaly detection that leverages low-dimensional structures within data. The proposed algorithm, Manifold Projection-Diffusion Recovery (MPDR), first perturbs a data point…

In a standard classification framework a set of trustworthy learning data are employed to build a decision rule, with the final aim of classifying unlabelled units belonging to the test set. Therefore, unreliable labelled observations,…

Anomaly detection has many applications ranging from bank-fraud detection and cyber-threat detection to equipment maintenance and health monitoring. However, choosing a suitable algorithm for a given application remains a challenging design…