Related papers: Unsupervised Anomaly Detection through Mass Repuls…
Human intuition allows to detect abnormal driving scenarios in situations they never experienced before. Like humans detect those abnormal situations and take countermeasures to prevent collisions, self-driving cars need anomaly detection…
The massive amount of data available in operational mobile networks offers an invaluable opportunity for operators to detect and analyze possible anomalies and predict network performance. In particular, application of advanced machine…
Anomaly detection is a crucial task in various domains. Most of the existing methods assume the normal sample data clusters around a single central prototype while the real data may consist of multiple categories or subgroups. In addition,…
Optimal Transport (OT) distances are now routinely used as loss functions in ML tasks. Yet, computing OT distances between arbitrary (i.e. not necessarily discrete) probability distributions remains an open problem. This paper introduces a…
Semi-supervised anomaly detection methods leverage a few anomaly examples to yield drastically improved performance compared to unsupervised models. However, they still suffer from two limitations: 1) unlabeled anomalies (i.e., anomaly…
This paper considers the quickest search problem to identify anomalies among large numbers of data streams. These streams can model, for example, disjoint regions monitored by a mobile robot. A particular challenge is a version of the…
Partial identification often arises when the joint distribution of the data is known only up to its marginals. We consider the corresponding partially identified GMM model and develop a methodology for identification, estimation, and…
We consider the problem of building visual anomaly detection systems for mobile robots. Standard anomaly detection models are trained using large datasets composed only of non-anomalous data. However, in robotics applications, it is often…
Finding a transformation between two unknown probability distributions from finite samples is crucial for modeling complex data distributions and performing tasks such as sample generation, domain adaptation and statistical inference. One…
In this paper, we propose to tackle the problem of reducing discrepancies between multiple domains referred to as multi-source domain adaptation and consider it under the target shift assumption: in all domains we aim to solve a…
Optimal transport (OT) and unbalanced optimal transport (UOT) are central in many machine learning, statistics and engineering applications. 1D OT is easily solved, with complexity O(n log n), but no efficient algorithm was known for 1D…
Scientific discoveries are often made by finding a pattern or object that was not predicted by the known rules of science. Oftentimes, these anomalous events or objects that do not conform to the norms are an indication that the rules of…
The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…
Events deviating from normal traffic patterns in driving, anomalies, such as aggressive driving or bumpy roads, may harm delivery efficiency for transportation and logistics (T&L) business. Thus, detecting anomalies in driving is critical…
Under Markovian assumptions, we leverage a Central Limit Theorem (CLT) for the empirical measure in the test statistic of the composite hypothesis Hoeffding test so as to establish weak convergence results for the test statistic, and,…
Multivariate time series (MTS) data are becoming increasingly ubiquitous in diverse domains, e.g., IoT systems, health informatics, and 5G networks. To obtain an effective representation of MTS data, it is not only essential to consider…
Anomaly estimation, or the problem of finding a subset of a dataset that differs from the rest of the dataset, is a classic problem in machine learning and data mining. In both theoretical work and in applications, the anomaly is assumed to…
This work introduces novel computational methods for entropic optimal transport (OT) problems under martingale-type conditions. The considered problems include the discrete martingale optimal transport (MOT) problem. Moreover, as the…
Anomaly detection is referred to as a process in which the aim is to detect data points that follow a different pattern from the majority of data points. Anomaly detection methods suffer from several well-known challenges that hinder their…
In this work, we propose a novel machine learning approach to compute the optimal transport map between two continuous distributions from their unpaired samples, based on the DeepParticle methods. The proposed method leads to a min-min…