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We describe and analyze a broad class of mixture models for real-valued multivariate data in which the probability density of observations within each component of the model is represented as an arbitrary combination of basis functions.…
This paper introduces a novel anomaly detection framework that combines the robust statistical principles of density-estimation-based anomaly detection methods with the representation-learning capabilities of deep learning models. The…
We show that density models describing multiple observables with (i) hard boundaries and (ii) dependence on external parameters may be created using an auto-regressive Gaussian mixture model. The model is designed to capture how observable…
We develop a mixture-based approach to robust density modeling and outlier detection for experimental multivariate data that includes measurement error information. Our model is designed to infer atypical measurements that are not due to…
We propose a new method for anomaly detection of human actions. Our method works directly on human pose graphs that can be computed from an input video sequence. This makes the analysis independent of nuisance parameters such as viewpoint…
Anomaly detection is an essential task in the analysis of dynamic networks, offering early warnings of abnormal behavior. We present a principled approach to detect anomalies in dynamic networks that integrates community structure as a…
This paper introduces a new methodology for detecting anomalies in time series data, with a primary application to monitoring the health of (micro-) services and cloud resources. The main novelty in our approach is that instead of modeling…
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…
Although deep learning has been applied to successfully address many data mining problems, relatively limited work has been done on deep learning for anomaly detection. Existing deep anomaly detection methods, which focus on learning new…
This paper proposes a method to detect bank frauds using a mixed approach combining a stochastic intensity model with the probability of fraud observed on transactions. It is a dynamic unsupervised approach which is able to predict…
This paper presents a novel density estimation method for anomaly detection using density matrices (a powerful mathematical formalism from quantum mechanics) and Fourier features. The method can be seen as an efficient approximation of…
Given high-dimensional time series data (e.g., sensor data), how can we detect anomalous events, such as system faults and attacks? More challengingly, how can we do this in a way that captures complex inter-sensor relationships, and…
Mixture Density Networks are a tried and tested tool for modelling conditional probability distributions. As such, they constitute a great baseline for novel approaches to this problem. In the standard formulation, an MDN takes some input…
A deep learning approach is proposed to detect data and system anomalies using high-resolution continuous point-on-wave (CPOW) or phasor measurements. Both the anomaly and anomaly-free measurement models are assumed to have unknown temporal…
Real-world applications may be affected by outlying values. In the model-based clustering literature, several methodologies have been proposed to detect units that deviate from the majority of the data (rowwise outliers) and trim them from…
Anomaly detection is defined as the problem of finding data points that do not follow the patterns of the majority. Among the various proposed methods for solving this problem, classification-based methods, including one-class Support…
Human trajectory anomaly detection has become increasingly important across a wide range of applications, including security surveillance and public health. However, existing trajectory anomaly detection methods are primarily focused on…
Anomaly detection algorithms are a valuable tool in network science for identifying unusual patterns in a network. These algorithms have numerous practical applications, including detecting fraud, identifying network security threats, and…
Complex networks have now become integral parts of modern information infrastructures. This paper proposes a user-centric method for detecting anomalies in heterogeneous information networks, in which nodes and/or edges might be from…
Discovering human mobility patterns with geo-location data collected from smartphone users has been a hot research topic in recent years. In this paper, we attempt to discover daily mobile patterns based on GPS data. We view this problem…