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Detecting change-points in data is challenging because of the range of possible types of change and types of behaviour of data when there is no change. Statistically efficient methods for detecting a change will depend on both of these…

Machine Learning · Statistics 2024-08-29 Jie Li , Paul Fearnhead , Piotr Fryzlewicz , Tengyao Wang

Anomaly localization in images -- identifying regions that deviate from normal patterns -- is vital in applications such as medical diagnosis and industrial inspection. A recent trend is the use of image generation models in anomaly…

Machine Learning · Statistics 2026-04-28 Teruyuki Katsuoka , Tomohiro Shiraishi , Daiki Miwa , Vo Nguyen Le Duy , Ichiro Takeuchi

A recent endeavor in one class of video anomaly detection is to leverage diffusion models and posit the task as a generation problem, where the diffusion model is trained to recover normal patterns exclusively, thus reporting abnormal…

Computer Vision and Pattern Recognition · Computer Science 2024-12-13 Hang Zhou , Jiale Cai , Yuteng Ye , Yonghui Feng , Chenxing Gao , Junqing Yu , Zikai Song , Wei Yang

The notion of concept drift refers to the phenomenon that the data generating distribution changes over time; as a consequence machine learning models may become inaccurate and need adjustment. In this paper we consider the problem of…

Machine Learning · Computer Science 2022-05-16 Fabian Hinder , André Artelt , Valerie Vaquet , Barbara Hammer

In recent years, some researchers have applied diffusion models to multivariate time series anomaly detection. The partial diffusion strategy, which depends on the diffusion steps, is commonly used for anomaly detection in these models.…

Machine Learning · Computer Science 2025-01-06 Guangqiang Wu , Fu Zhang

While deep learning has been successfully applied to the data-driven classification of anomalous diffusion mechanisms, how the algorithm achieves the feat still remains a mystery. In this study, we use a well-known technique aimed at…

Machine Learning · Computer Science 2024-10-23 Jaeyong Bae , Yongjoo Baek , Hawoong Jeong

Known for their impressive performance in generative modeling, diffusion models are attractive candidates for density-based anomaly detection. This paper investigates different variations of diffusion modeling for unsupervised and…

Machine Learning · Computer Science 2026-05-11 Victor Livernoche , Vineet Jain , Yashar Hezaveh , Siamak Ravanbakhsh

Anomalous diffusion occurs in many physical and biological phenomena, when the growth of the mean squared displacement (MSD) with time has an exponent different from one. We show that recurrent neural networks (RNN) can efficiently…

Statistical Mechanics · Physics 2019-07-24 Stefano Bo , Falko Schmidt , Ralf Eichhorn , Giovanni Volpe

It is highly desirable to know how uncertain a model's predictions are, especially for models that are complex and hard to understand as in deep learning. Although there has been a growing interest in using deep learning methods in…

Machine Learning · Computer Science 2024-08-28 Davood Karimi , Simon K. Warfield , Ali Gholipour

Estimating and disentangling epistemic uncertainty, uncertainty that is reducible with more training data, and aleatoric uncertainty, uncertainty that is inherent to the task at hand, is critically important when applying machine learning…

Machine Learning · Computer Science 2024-11-08 Matthew A. Chan , Maria J. Molina , Christopher A. Metzler

Change points in real-world systems mark significant regime shifts in system dynamics, possibly triggered by exogenous or endogenous factors. These points define regimes for the time evolution of the system and are crucial for understanding…

Machine Learning · Statistics 2025-09-30 Ioanna-Yvonni Tsaknaki , Fabrizio Lillo , Piero Mazzarisi

Accurate trajectory prediction is crucial for autonomous driving, yet uncertainty in agent behavior and perception noise makes it inherently challenging. While multi-modal trajectory prediction models generate multiple plausible future…

Robotics · Computer Science 2025-03-10 Sajad Marvi , Christoph Rist , Julian Schmidt , Julian Jordan , Abhinav Valada

We propose an unsupervised anomaly detection approach based on a physics-informed diffusion model for multivariate time series data. Over the past years, diffusion model has demonstrated its effectiveness in forecasting, imputation,…

Machine Learning · Computer Science 2025-08-18 Juhi Soni , Markus Lange-Hegermann , Stefan Windmann

The detection of anomalies or transitions in complex dynamical systems is of critical importance to various applications. In this study, we propose the use of machine learning to detect changepoints for high-dimensional dynamical systems.…

Dynamical Systems · Mathematics 2023-05-18 Sen Lin , Gianmarco Mengaldo , Romit Maulik

We consider the problem of anomaly detection in images, and present a new detection technique. Given a sample of images, all known to belong to a "normal" class (e.g., dogs), we show how to train a deep neural model that can detect…

Machine Learning · Computer Science 2018-11-12 Izhak Golan , Ran El-Yaniv

Methods for anomaly detection of new physics processes are often limited to low-dimensional spaces due to the difficulty of learning high-dimensional probability densities. Particularly at the constituent level, incorporating desirable…

High Energy Physics - Phenomenology · Physics 2024-03-06 Vinicius Mikuni , Benjamin Nachman

Diffusion processes are important in several physical, chemical, biological and human phenomena. Examples include molecular encounters in reactions, cellular signalling, the foraging of animals, the spread of diseases, as well as trends in…

Data Analysis, Statistics and Probability · Physics 2021-06-21 Alessia Gentili , Giorgio Volpe

Anomalous-diffusion, the departure of the spreading dynamics of diffusing particles from the traditional law of Brownian-motion, is a signature feature of a large number of complex soft-matter and biological systems. Anomalous-diffusion…

Given trajectory data, a domain-specific study area, and a user-defined threshold, we aim to find anomalous trajectories indicative of possible GPS spoofing (e.g., fake trajectory). The problem is societally important to curb illegal…

Machine Learning · Computer Science 2025-06-17 Arun Sharma , Mingzhou Yang , Majid Farhadloo , Subhankar Ghosh , Bharat Jayaprakash , Shashi Shekhar

The detection of out-of-distribution data points is a common task in particle physics. It is used for monitoring complex particle detectors or for identifying rare and unexpected events that may be indicative of new phenomena or physics…

Data Analysis, Statistics and Probability · Physics 2024-02-07 Vasilis Belis , Patrick Odagiu , Thea Klæboe Årrestad