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We consider the problem of finding anomalies in high-dimensional data using popular PCA based anomaly scores. The naive algorithms for computing these scores explicitly compute the PCA of the covariance matrix which uses space quadratic in…

Machine Learning · Computer Science 2018-11-28 Vatsal Sharan , Parikshit Gopalan , Udi Wieder

Anomalies are samples that significantly deviate from the rest of the data and their detection plays a major role in building machine learning models that can be reliably used in applications such as data-driven design and novelty…

Machine Learning · Statistics 2023-06-19 Amin Yousefpour , Mehdi Shishehbor , Zahra Zanjani Foumani , Ramin Bostanabad

Synthetic aperture radar (SAR) imagery can provide useful information in a multitude of applications, including climate change, environmental monitoring, meteorology, high dimensional mapping, ship monitoring, or planetary exploration. In…

Signal Processing · Electrical Eng. & Systems 2020-08-11 Oktay Karakuş , Alin Achim

We consider a class of constrained optimization problems with a possibly nonconvex non-Lipschitz objective and a convex feasible set being the intersection of a polyhedron and a possibly degenerate ellipsoid. Such problems have a wide range…

Optimization and Control · Mathematics 2016-04-08 Xiaojun Chen , Zhaosong Lu , Ting Kei Pong

Deep generative models for anomaly detection in multivariate time-series are typically trained by maximizing data likelihood. However, likelihood in observation space measures marginal density rather than conformity to structured temporal…

Artificial Intelligence · Computer Science 2026-03-13 David Baumgartner , Eliezer de Souza da Silva , Iñigo Urteaga

On-line detection of anomalies in time series is a key technique used in various event-sensitive scenarios such as robotic system monitoring, smart sensor networks and data center security. However, the increasing diversity of data sources…

Machine Learning · Computer Science 2021-04-26 Wentai Wu , Ligang He , Weiwei Lin , Yi Su , Yuhua Cui , Carsten Maple , Stephen Jarvis

This paper proposes a new method for anomaly detection in time-series data by incorporating the concept of difference subspace into the singular spectrum analysis (SSA). The key idea is to monitor slight temporal variations of the…

Machine Learning · Computer Science 2023-04-06 Takumi Kanai , Naoya Sogi , Atsuto Maki , Kazuhiro Fukui

Anomaly detection is to recognize samples that differ in some respect from the training observations. These samples which do not conform to the distribution of normal data are called outliers or anomalies. In real-world anomaly detection…

Computer Vision and Pattern Recognition · Computer Science 2022-07-05 Vahid Reza Khazaie , Anthony Wong , Yalda Mohsenzadeh

The aim of this paper is to present an original approach that takes advantage from the geometric features of strictly convex functions to tackle the problem of finding the minimum from another perspective. The general idea is that near the…

Optimization and Control · Mathematics 2023-07-21 E. Conti

Robust autonomous driving requires agents to accurately identify unexpected areas (anomalies) in urban scenes. To this end, some critical issues remain open: how to design advisable metric to measure anomalies, and how to properly generate…

Computer Vision and Pattern Recognition · Computer Science 2025-01-03 Yuanpeng Tu , Yuxi Li , Boshen Zhang , Liang Liu , Jiangning Zhang , Yabiao Wang , Cai Rong Zhao

In recent years, various means of efficiently detecting changepoints in the univariate setting have been proposed, with one popular approach involving minimising a penalised cost function using dynamic programming. In some situations, these…

Methodology · Statistics 2018-10-09 S. O. Tickle , I. A. Eckley , P. Fearnhead , K. Haynes

Binary optimization is a central problem in mathematical optimization and its applications are abundant. To solve this problem, we propose a new class of continuous optimization techniques which is based on Mathematical Programming with…

Optimization and Control · Mathematics 2017-12-07 Ganzhao Yuan , Bernard Ghanem

This paper strives for the detection of real-world anomalies such as burglaries and assaults in surveillance videos. Although anomalies are generally local, as they happen in a limited portion of the frame, none of the previous works on the…

Computer Vision and Pattern Recognition · Computer Science 2019-01-30 Federico Landi , Cees G. M. Snoek , Rita Cucchiara

Developing an accurate and fast anomaly detection model is an important task in real-time computer vision applications. There has been much research to develop a single model that detects either structural or logical anomalies, which are…

Computer Vision and Pattern Recognition · Computer Science 2024-12-10 Shota Sugawara , Ryuji Imamura

The challenge of efficiently identifying anomalies in data sequences is an important statistical problem that now arises in many applications. Whilst there has been substantial work aimed at making statistical analyses robust to outliers,…

Machine Learning · Statistics 2019-04-12 Alexander T. M. Fisch , Idris A. Eckley , Paul Fearnhead

Anomaly Detection in multivariate time series is a major problem in many fields. Due to their nature, anomalies sparsely occur in real data, thus making the task of anomaly detection a challenging problem for classification algorithms to…

Machine Learning · Computer Science 2023-08-08 Anastasios Iliopoulos , John Violos , Christos Diou , Iraklis Varlamis

The evolving landscape of electric power networks, influenced by the integration of distributed energy resources require the development of novel power system monitoring and control architectures. This paper develops algorithm to monitor…

Systems and Control · Electrical Eng. & Systems 2024-12-05 Erfan Mehdipour Abadi , Masoud H. Nazari

We develop two new proximal alternating penalty algorithms to solve a wide range class of constrained convex optimization problems. Our approach mainly relies on a novel combination of the classical quadratic penalty, alternating…

Optimization and Control · Mathematics 2018-09-20 Quoc Tran-Dinh

One persistent obstacle in industrial quality inspection is the detection of anomalies. In real-world use cases, two problems must be addressed: anomalous data is sparse and the same types of anomalies need to be detected on previously…

Computer Vision and Pattern Recognition · Computer Science 2024-07-04 Jonas Bühler , Jonas Fehrenbach , Lucas Steinmann , Christian Nauck , Marios Koulakis

Our work presents a novel approach to shape optimization, with the twofold objective to improve the efficiency of global optimization algorithms while promoting the generation of high-quality designs during the optimization process free of…

Machine Learning · Statistics 2023-12-01 Danny D'Agostino