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Detecting unusual patterns in graph data is a crucial task in data mining. However, existing methods face challenges in consistently achieving satisfactory performance and often lack interpretability, which hinders our understanding of…

Machine Learning · Computer Science 2024-06-28 Yifei Yang , Peng Wang , Xiaofan He , Dongmian Zou

Motivated by robotic surveillance applications, this paper studies the novel problem of maximizing the return time entropy of a Markov chain, subject to a graph topology with travel times and stationary distribution. The return time entropy…

Optimization and Control · Mathematics 2018-05-29 Xiaoming Duan , Mishel George , Francesco Bullo

The anomaly detection method presented by this paper has a special feature: it does not only indicate whether an observation is anomalous or not but also tells what exactly makes an anomalous observation unusual. Hence, it provides support…

Machine Learning · Computer Science 2019-12-05 Gábor Horváth , Edith Kovács , Roland Molontay , Szabolcs Nováczki

In anomaly detection, the degree of irregularity is often summarized as a real-valued anomaly score. We address the problem of attributing such anomaly scores to input features for interpreting the results of anomaly detection. We…

Machine Learning · Computer Science 2023-07-24 Naoya Takeishi , Yoshinobu Kawahara

Anomaly detection is the process of identifying abnormal instances or events in data sets which deviate from the norm significantly. In this study, we propose a signatures based machine learning algorithm to detect rare or unexpected items…

Computational Finance · Quantitative Finance 2022-02-09 Erdinc Akyildirim , Matteo Gambara , Josef Teichmann , Syang Zhou

Markov chains are a class of probabilistic models that have achieved widespread application in the quantitative sciences. This is in part due to their versatility, but is compounded by the ease with which they can be probed analytically.…

Machine Learning · Computer Science 2023-12-18 Eddie Seabrook , Laurenz Wiskott

We propose a new method to define anomaly scores and apply this to particle physics collider events. Anomalies can be either rare, meaning that these events are a minority in the normal dataset, or different, meaning they have values that…

High Energy Physics - Phenomenology · Physics 2022-03-09 Sascha Caron , Luc Hendriks , Rob Verheyen

This survey paper presents a comprehensive and conceptual overview of anomaly detection using dynamic graphs. We focus on existing graph-based anomaly detection (AD) techniques and their applications to dynamic networks. The contributions…

Machine Learning · Computer Science 2024-06-04 Ocheme Anthony Ekle , William Eberle

This paper considers an anomaly detection problem in which a detection algorithm assigns anomaly scores to multi-dimensional data points, such as cellular networks' Key Performance Indicators (KPIs). We propose an optimization framework to…

Information Theory · Computer Science 2023-09-01 Ali Maatouk , Fadhel Ayed , Wenjie Li , Yu Wang , Hong Zhu , Jiantao Ye

Anomaly detection has been widely studied in the context of industrial defect inspection, with numerous methods developed to tackle a range of challenges. In digital pathology, anomaly detection holds significant potential for applications…

Image and Video Processing · Electrical Eng. & Systems 2025-06-25 Can Cui , Xindong Zheng , Ruining Deng , Quan Liu , Tianyuan Yao , Keith T Wilson , Lori A Coburn , Bennett A Landman , Haichun Yang , Yaohong Wang , Yuankai Huo

Several techniques for multivariate time series anomaly detection have been proposed recently, but a systematic comparison on a common set of datasets and metrics is lacking. This paper presents a systematic and comprehensive evaluation of…

Machine Learning · Computer Science 2021-09-24 Astha Garg , Wenyu Zhang , Jules Samaran , Savitha Ramasamy , Chuan-Sheng Foo

Detecting anomalies in large sets of observations is crucial in various applications, such as epidemiological studies, gene expression studies, and systems monitoring. We consider settings where the units of interest result in multiple…

Methodology · Statistics 2025-12-22 Ivo V. Stoepker , Rui M. Castro , Ery Arias-Castro

Hacking and false data injection from adversaries can threaten power grids' everyday operations and cause significant economic loss. Anomaly detection in power grids aims to detect and discriminate anomalies caused by cyber attacks against…

Machine Learning · Computer Science 2023-03-14 Xijuan Sun , Di Wu , Arnaud Zinflou , Benoit Boulet

We address the problem of sequentially selecting and observing processes from a given set to find the anomalies among them. The decision-maker observes one process at a time and obtains a noisy binary indicator of whether or not the…

Machine Learning · Computer Science 2021-05-14 Geethu Joseph , M. Cenk Gursoy , Pramod K. Varshney

Simulated annealing - moving from a tractable distribution to a distribution of interest via a sequence of intermediate distributions - has traditionally been used as an inexact method of handling isolated modes in Markov chain samplers.…

Computational Physics · Physics 2007-05-23 Radford M. Neal

We propose a new family of depth measures called the elastic depths that can be used to greatly improve shape anomaly detection in functional data. Shape anomalies are functions that have considerably different geometric forms or features…

Methodology · Statistics 2020-08-21 Trevor Harris , James Derek Tucker , Bo Li , Lyndsay Shand

Image anomaly detection consists in detecting images or image portions that are visually different from the majority of the samples in a dataset. The task is of practical importance for various real-life applications like biomedical image…

Computer Vision and Pattern Recognition · Computer Science 2022-10-28 Axel De Nardin , Pankaj Mishra , Gian Luca Foresti , Claudio Piciarelli

Automatic anomaly detection is a major issue in various areas. Beyond mere detection, the identification of the origin of the problem that produced the anomaly is also essential. This paper introduces a general methodology that can assist…

Machine Learning · Statistics 2014-09-17 Tsirizo Rabenoro , Jérôme Lacaille , Marie Cottrell , Fabrice Rossi

This article introduces a general statistical modeling principle called "Density Sharpening" and applies it to the analysis of discrete count data. The underlying foundation is based on a new theory of nonparametric approximation and…

Methodology · Statistics 2021-08-24 Subhadeep Mukhopadhyay

The notion of data depth has long been in use to obtain robust location and scale estimates in a multivariate setting. The depth of an observation is a measure of its centrality, with respect to a data set or a distribution. The data depths…

Methodology · Statistics 2009-09-29 Sara López-Pintado , Rebecka Jornsten