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Related papers: Robust inference under Benford's law

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This work considers the problem of binary classification: given training data $x_1, \dots, x_n$ from a certain population, together with associated labels $y_1,\dots, y_n \in \left\{0,1 \right\}$, determine the best label for an element $x$…

Statistics Theory · Mathematics 2016-07-04 Nicolas Garcia Trillos , Ryan Murray

Testing procedures for predictive regressions with lagged autoregressive variables imply a suboptimal inference in presence of small violations of ideal assumptions. We propose a novel testing framework resistant to such violations, which…

Statistical Finance · Quantitative Finance 2016-12-16 Lorenzo Camponovo , Olivier Scaillet , Fabio Trojani

Anomaly detection has a wide range of real-world applications, such as bank fraud detection and cyber intrusion detection. In the past decade, a variety of anomaly detection models have been developed, which lead to big progress towards…

Machine Learning · Computer Science 2022-02-17 Shuhan Yuan , Xintao Wu

Anomaly detection aims to identify observations that deviate from the typical pattern of data. Anomalous observations may correspond to financial fraud, health risks, or incorrectly measured data in practice. We show detecting anomalies in…

Machine Learning · Statistics 2020-05-26 Matthew Davidow , David S. Matteson

The so-called Benford's laws are of frequent use in order to observe anomalies and regularities in data sets, in particular, in election results and financial statements. Yet, basic financial market indices have not been much studied, if…

Statistical Finance · Quantitative Finance 2021-04-28 Marcel Ausloos , Valerio Ficcadenti , Gurjeet Dhesi , Muhammad Shakeel

Thanks to the increasing availability in computing power, high-dimensional engineering problems seem to be at reach. But the curse of dimensionality will always prevent us to try out extensively all the hypotheses. There is a vast…

Methodology · Statistics 2021-03-24 Pamphile T. Roy

Anomaly detection is the process of identifying abnormal instances or events in data sets which deviate from the norm significantly. In this study, we propose a signatures based machine learning algorithm to detect rare or unexpected items…

Computational Finance · Quantitative Finance 2022-02-09 Erdinc Akyildirim , Matteo Gambara , Josef Teichmann , Syang Zhou

Hacking and false data injection from adversaries can threaten power grids' everyday operations and cause significant economic loss. Anomaly detection in power grids aims to detect and discriminate anomalies caused by cyber attacks against…

Machine Learning · Computer Science 2023-03-14 Xijuan Sun , Di Wu , Arnaud Zinflou , Benoit Boulet

Control systems are exposed to unintentional errors, deliberate intrusions, false data injection attacks, and various other disruptions. In this paper we propose, justify, and illustrate a rule of thumb for detecting, or confirming the…

Methodology · Statistics 2018-06-19 Nadezhda Gribkova , Ričardas Zitikis

The problem of quickest detection of a change in the distribution of a sequence of random variables is studied. The objective is to detect the change with the minimum possible delay, subject to constraints on the rate of false alarms and…

Methodology · Statistics 2024-12-31 Yingze Hou , Hoda Bidkhori , Taposh Banerjee

This article provides a concise overview of the main mathematical theory of Benford's law in a form accessible to scientists and students who have had first courses in calculus and probability. In particular, one of the main objectives here…

Statistics Theory · Mathematics 2020-04-22 Arno Berger , Theodore P. Hill

Anomaly detection is concerned with identifying data patterns that deviate remarkably from the expected behaviour. This is an important research problem, due to its broad set of application domains, from data analysis to e-health,…

Machine Learning · Computer Science 2021-08-23 L. Erhan , M. Ndubuaku , M. Di Mauro , W. Song , M. Chen , G. Fortino , O. Bagdasar , A. Liotta

We found that in transition arrays of complex atomic spectra, the strengths of electric-dipolar lines obey Benford's law, which means that their significant digits follow a logarithmic distribution favoring the smallest values. This…

Quantum Physics · Physics 2022-12-13 Jean-Christophe Pain

Timely detection of concerning events is an important problem in clinical practice. In this paper, we consider the problem of conditional anomaly detection that aims to identify data instances with an unusual response, such as the omission…

Machine Learning · Computer Science 2026-04-27 Michal Valko , Hamed Valizadegan , Branislav Kveton , Gregory F. Cooper , Milos Hauskrecht

We explore the possibility of using machine learning to identify interesting mathematical structures by using certain quantities that serve as fingerprints. In particular, we extract features from integer sequences using two empirical laws:…

Machine Learning · Computer Science 2018-09-11 Chai Wah Wu

In the research area of anomaly detection, novel and promising methods are frequently developed. However, most existing studies exclusively focus on the detection task only and ignore the interpretability of the underlying models as well as…

Machine Learning · Computer Science 2023-01-16 Cheng Feng , Pingge Hu

The occurrence of first significant digits of numbers in large data is often governed by a logarithmically decreasing distribution called Benford's law (BL), reported first by S. Newcomb (SN) and many decades later independently by F.…

Digital Libraries · Computer Science 2016-03-22 Tariq Ahmad Mir

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…

Machine Learning · Computer Science 2022-07-20 Chen Qiu , Aodong Li , Marius Kloft , Maja Rudolph , Stephan Mandt

Suppose that in a multiple choice examination the leading digit of the correct options follows Benford's Law, while the the leading digit of the distractors are uniform. Consider a strategy for guessing at answers that selects the option…

Data Analysis, Statistics and Probability · Physics 2014-05-07 Fred M. Hoppe

This paper presents a simple yet effective method for anomaly detection. The main idea is to learn small perturbations to perturb normal data and learn a classifier to classify the normal data and the perturbed data into two different…

Machine Learning · Computer Science 2023-02-07 Jinyu Cai , Jicong Fan
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