Related papers: A novel framework for quantifying nominal outlying…
Timely detection of abrupt anomalies is crucial for real-time monitoring and security of modern systems producing high-dimensional data. With this goal, we propose effective and scalable algorithms. Proposed algorithms are nonparametric as…
We present a novel mathematical optimization framework for outlier detection in multimodal datasets, extending Support Vector Data Description approaches. We provide a primal formulation, in the shape of a Mixed Integer Second Order Cone…
Out-of-distribution (OOD) detection is indispensable for machine learning models deployed in the open world. Recently, the use of an auxiliary outlier dataset during training (also known as outlier exposure) has shown promising performance.…
This paper examines the problem of locating outlier columns in a large, otherwise low-rank, matrix. We propose a simple two-step adaptive sensing and inference approach and establish theoretical guarantees for its performance; our results…
Uncertainty estimation is essential to make neural networks trustworthy in real-world applications. Extensive research efforts have been made to quantify and reduce predictive uncertainty. However, most existing works are designed for…
Mutual fund categorization has become a standard tool for the investment management industry and is extensively used by allocators for portfolio construction and manager selection, as well as by fund managers for peer analysis and…
An outlier is an event or observation that is defined as an unusual activity, intrusion, or a suspicious data point that lies at an irregular distance from a population. The definition of an outlier event, however, is subjective and depends…
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…
This paper presents a novel evaluation framework for Out-of-Distribution (OOD) detection that aims to assess the performance of machine learning models in more realistic settings. We observed that the real-world requirements for testing OOD…
Wireless sensor networks usually comprise a large number of sensors monitoring changes in variables. These changes in variables represent changes in physical quantities. The changes can occur for various reasons; these reasons are…
Many computer vision tasks involve processing large amounts of data contaminated by outliers, which need to be detected and rejected. While outlier detection methods based on robust statistics have existed for decades, only recently have…
In data analysis, unexpected results often prompt researchers to revisit their procedures to identify potential issues. While some researchers may struggle to identify the root causes, experienced researchers can often quickly diagnose…
Outlying observations, which significantly deviate from other measurements, may distort the conclusions of data analysis. Therefore, identifying outliers is one of the important problems that should be solved to obtain reliable results.…
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…
The research in anomaly detection lacks a unified definition of what represents an anomalous instance. Discrepancies in the nature itself of an anomaly lead to multiple paradigms of algorithms design and experimentation. Predictive…
There has been extensive work on data depth-based methods for robust multivariate data analysis. Recent developments have moved to infinite-dimensional objects such as functional data. In this work, we propose a new notion of depth, the…
A critical barrier to learning an accurate decision rule for outlier detection is the scarcity of outlier data. As such, practitioners often turn to the use of similar but imperfect outlier data from which they might transfer information to…
We hypothesize that similar objects should have similar outlier scores. To our knowledge, all existing outlier detectors calculate the outlier score for each object independently regardless of the outlier scores of the other objects.…
There exist multiple methods to detect outliers in multivariate data in the literature, but most of them require to estimate the covariance matrix. The higher the dimension, the more complex the estimation of the matrix becoming impossible…
In order to allow machine learning algorithms to extract knowledge from raw data, these data must first be cleaned, transformed, and put into machine-appropriate form. These often very time-consuming phase is referred to as preprocessing.…