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In this work, we revisit outlier hypothesis testing and propose exponentially consistent, low-complexity fixed-length tests that achieve a better tradeoff between detection performance and computational complexity than existing…

Signal Processing · Electrical Eng. & Systems 2026-01-28 Lina Zhu , Lin Zhou

In outlier hypothesis testing, one aims to detect outlying sequences among a given set of sequences, where most sequences are generated i.i.d. from a nominal distribution while outlying sequences (outliers) are generated i.i.d. from a…

Signal Processing · Electrical Eng. & Systems 2024-09-10 Lina Zhu , Lin Zhou

We revisit sequential outlier hypothesis testing and derive bounds on achievable exponents when both the nominal and anomalous distributions are unknown. The task of outlier hypothesis testing is to identify the set of outliers that are…

Information Theory · Computer Science 2025-04-24 Jun Diao , Lin Zhou

Universal outlier hypothesis testing is studied in a sequential setting. Multiple observation sequences are collected, a small subset of which are outliers. A sequence is considered an outlier if the observations in that sequence are…

Statistics Theory · Mathematics 2014-11-27 Yun Li , Sirin Nitinawarat , Venugopal V. Veeravalli

Outlier hypothesis testing is studied in a universal setting. Multiple sequences of observations are collected, a small subset of which are outliers. A sequence is considered an outlier if the observations in that sequence are distributed…

Information Theory · Computer Science 2014-04-02 Yun Li , Sirin Nitinawarat , Venugopal V. Veeravalli

We revisit the outlier hypothesis testing framework of Li \emph{et al.} (TIT 2014) and derive fundamental limits for the optimal test. In outlier hypothesis testing, one is given multiple observed sequences, where most sequences are…

Statistics Theory · Mathematics 2022-05-17 Lin Zhou , Yun Wei , Alfred Hero

The problem of universal outlying sequence detection is studied, where the goal is to detect outlying sequences among $M$ sequences of samples. A sequence is considered as outlying if the observations therein are generated by a distribution…

Information Theory · Computer Science 2020-05-27 Yuheng Bu , Shaofeng Zou , Venugopal V. Veeravalli

We revisit the outlier hypothesis testing framework of Li \emph{et al.} (TIT 2014) and derive fundamental limits for the optimal test under the generalized Neyman-Pearson criterion. In outlier hypothesis testing, one is given multiple…

Information Theory · Computer Science 2022-02-15 Lin Zhou , Yun Wei , Alfred Hero

Universal outlier hypothesis testing refers to a hypothesis testing problem where one observes a large number of length-$n$ sequences -- the majority of which are distributed according to the typical distribution $\pi$ and a small number…

Information Theory · Computer Science 2026-01-05 Bernhard C. Geiger , Tobias Koch , Josipa Mihaljević , Maximilian Toller

In the binary hypothesis testing problem, it is well known that sequentiality in taking samples eradicates the trade-off between two error exponents, yet implementing the optimal test requires the knowledge of the underlying distributions,…

Information Theory · Computer Science 2025-01-07 Ching-Fang Li , I-Hsiang Wang

A novel method for sequential outlier detection in non-stationary time series is proposed. The method tests the null hypothesis of ``no outlier'' at each time point, addressing the multiple testing problem by bounding the error probability…

Statistics Theory · Mathematics 2025-02-26 Florian Heinrichs , Patrick Bastian , Holger Dette

Continuous-time event sequences represent discrete events occurring in continuous time. Such sequences arise frequently in real-life. Usually we expect the sequences to follow some regular pattern over time. However, sometimes these…

Machine Learning · Computer Science 2021-06-15 Siqi Liu , Milos Hauskrecht

In multiple classification, one aims to determine whether a testing sequence is generated from the same distribution as one of the M training sequences or not. Unlike most of existing studies that focus on discrete-valued sequences with…

Machine Learning · Statistics 2024-10-30 Lina Zhu , Lin Zhou

Often the challenge associated with tasks like fraud and spam detection[1] is the lack of all likely patterns needed to train suitable supervised learning models. In order to overcome this limitation, such tasks are attempted as outlier or…

Machine Learning · Computer Science 2018-08-22 Utkarsh Porwal , Smruthi Mukund

The following detection problem is studied, in which there are $M$ sequences of samples out of which one outlier sequence needs to be detected. Each typical sequence contains $n$ independent and identically distributed (i.i.d.) continuous…

Information Theory · Computer Science 2015-10-08 Yuheng Bu , Shaofeng Zou , Yingbin Liang , Venugopal V. Veeravalli

We introduce an online outlier detection algorithm to detect outliers in a sequentially observed data stream. For this purpose, we use a two-stage filtering and hedging approach. In the first stage, we construct a multi-modal probability…

Machine Learning · Computer Science 2018-03-13 Mohammadreza Mohaghegh Neyshabouri , Suleyman Serdar Kozat

We revisit the problem of statistical sequence matching initiated by Unnikrishnan (TIT 2015) and derive theoretical performance guarantees for sequential tests that have bounded expected stopping times. Specifically, in this problem, one is…

Information Theory · Computer Science 2025-06-05 Lin Zhou , Qianyun Wang , Yun Wei , Jingjing Wang

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…

Methodology · Statistics 2026-05-19 Chiara G. Magnani , Matteo Sesia , Aldo Solari

A new technique for the detection of outliers in contingency tables is introduced. Outliers thereby are unexpected cell counts with respect to classical loglinear Poisson models. Subsets of cell counts called minimal patterns are defined,…

Computation · Statistics 2012-11-15 Sonja Kuhnt , Fabio Rapallo , André Rehage

Outlier detection is an essential capability in safety-critical applications of supervised visual recognition. Most of the existing methods deliver best results by encouraging standard closed-set models to produce low-confidence predictions…

Computer Vision and Pattern Recognition · Computer Science 2024-09-10 Anja Delić , Matej Grcić , Siniša Šegvić
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