Related papers: Cellwise outlier detection in heterogeneous popula…
The task of outlier detection is to find small groups of data objects that are exceptional when compared with rest large amount of data. Detection of such outliers is important for many applications such as fraud detection and customer…
The use of a finite mixture of normal distributions in model-based clustering allows to capture non-Gaussian data clusters. However, identifying the clusters from the normal components is challenging and in general either achieved by…
Anomaly detection aims at identifying data points that show systematic deviations from the majority of data in an unlabeled dataset. A common assumption is that clean training data (free of anomalies) is available, which is often violated…
Though very popular, it is well known that the EM for GMM algorithm suffers from non-Gaussian distribution shapes, outliers and high-dimensionality. In this paper, we design a new robust clustering algorithm that can efficiently deal with…
Outlier detection refers to the identification of anomalous samples that deviate significantly from the distribution of normal data and has been extensively studied and used in a variety of practical tasks. However, most unsupervised…
We present a new framework to detect various types of variable objects within massive astronomical time-series data. Assuming that the dominant population of objects is non-variable, we find outliers from this population by using a…
A mixture of shifted asymmetric Laplace distributions is introduced and used for clustering and classification. A variant of the EM algorithm is developed for parameter estimation by exploiting the relationship with the general inverse…
This paper deals with the problem of clustering data returned by a radar sensor network that monitors a region where multiple moving targets are present. The network is formed by nodes with limited functionalities that transmit the…
The cluster-weighted model (CWM) is a mixture model with random covariates which allows for flexible clustering and density estimation of a random vector composed by a response variable and by a set of covariates. In this class of models,…
Cellwise outliers are widespread in data and traditional robust methods may fail when applied to datasets under such contamination. We propose a variable selection procedure, that uses a pairwise robust estimator to obtain an initial…
The Expectation-Maximization (EM) algorithm is a widely used method for maximum likelihood estimation in models with latent variables. For estimating mixtures of Gaussians, its iteration can be viewed as a soft version of the k-means…
We propose a novel Bayesian optimisation procedure for outlier detection in the Capital Asset Pricing Model. We use a parametric product partition model to robustly estimate the systematic risk of an asset. We assume that the returns follow…
Mixture modeling, which considers the potential heterogeneity in data, is widely adopted for classification and clustering problems. Mixture models can be estimated using the Expectation-Maximization algorithm, which works with the complete…
This paper proposes a novel fast online methodology for outlier detection called the exception maximization outlier detection method(EMODM), which employs probabilistic models and statistical algorithms to detect abnormal patterns from the…
Safety is a top priority for civil aviation. New anomaly detection methods, primarily clustering methods, have been developed to monitor pilot operations and detect any risks from such flight data. However, all existing anomaly detection…
Robust clustering from incomplete data is an important topic because, in many practical situations, real data sets are heavy-tailed, asymmetric, and/or have arbitrary patterns of missing observations. Flexible methods and algorithms for…
The clustering of bounded data presents unique challenges in statistical analysis due to the constraints imposed on the data values. This paper introduces a novel method for model-based clustering specifically designed for bounded data.…
The usual Minimum Covariance Determinant (MCD) estimator of a covariance matrix is robust against casewise outliers. These are cases (that is, rows of the data matrix) that behave differently from the majority of cases, raising suspicion…
This paper develops a flexible distribution-free method for collective outlier detection and enumeration, designed for situations in which the presence of outliers can be detected powerfully even though their precise identification may be…
Sparse estimation methods capable of tolerating outliers have been broadly investigated in the last decade. We contribute to this research considering high-dimensional regression problems contaminated by multiple mean-shift outliers which…