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Solving decision problems in complex, stochastic environments is often achieved by estimating the expected outcome of decisions via Monte Carlo sampling. However, sampling may overlook rare, but important events, which can severely impact…

Machine Learning · Statistics 2023-05-16 Lachlan Gibson , Marcus Hoerger , Dirk Kroese

We propose a method for the accurate estimation of rare event or failure probabilities for expensive-to-evaluate numerical models in high dimensions. The proposed approach combines ideas from large deviation theory and adaptive importance…

Computation · Statistics 2023-03-28 Shanyin Tong , Georg Stadler

Recognition of anomalous events is a challenging but critical task in many scientific and industrial fields, especially when the properties of anomalies are unknown. In this paper, we introduce a new anomaly concept called "unicorn" or…

Machine Learning · Computer Science 2022-01-13 Zsigmond Benkő , Tamás Bábel , Zoltán Somogyvári

Distribution-level phasor measurement units, a.k.a, micro-PMUs, report a large volume of high resolution phasor measurements which constitute a variety of event signatures of different phenomena that occur all across power distribution…

Signal Processing · Electrical Eng. & Systems 2021-03-08 Armin Aligholian , Alireza Shahsavari , Emma Stewart , Ed Cortez , Hamed Mohsenian-Rad

In recent years many works have shown that unsupervised Machine Learning (ML) can help detect unusual objects and uncover trends in large astronomical datasets, but a few challenges remain. We show here, for example, that different methods,…

Instrumentation and Methods for Astrophysics · Physics 2019-11-19 Itamar Reis , Michael Rotman , Dovi Poznanski , J. Xavier Prochaska , Lior Wolf

Extreme scattering events (ESEs) are observed as dramatic ($>50\%$) drops in flux density that occur over an extended period of weeks to months. Discrete plasma lensing structures are theorized to scatter the radio waves produced by distant…

Astrophysics of Galaxies · Physics 2024-01-19 Kelvin Au , Jason D. Fiege , Adam Rogers

In domains such as biomedical, expert insights are crucial for selecting the most informative modalities for artificial intelligence (AI) methodologies. However, using all available modalities poses challenges, particularly in determining…

Computer Vision and Pattern Recognition · Computer Science 2024-12-05 Payal Kamboj , Ayan Banerjee , Sandeep K. S. Gupta

Anomaly detection is a common analytical task that aims to identify rare cases that differ from the typical cases that make up the majority of a dataset. When applied to the analysis of event sequence data, the task of anomaly detection can…

Human-Computer Interaction · Computer Science 2020-04-16 Shunan Guo , Zhuochen Jin , Qing Chen , David Gotz , Hongyuan Zha , Nan Cao

Recently, several normalizing flow-based deep generative models have been proposed to accelerate the simulation of calorimeter showers. Using CaloFlow as an example, we show that these models can simultaneously perform unsupervised anomaly…

High Energy Physics - Phenomenology · Physics 2024-09-12 Claudius Krause , Benjamin Nachman , Ian Pang , David Shih , Yunhao Zhu

Event logs are widely used for anomaly detection and prediction in complex systems. Existing log-based anomaly detection methods usually consist of four main steps: log collection, log parsing, feature extraction, and anomaly detection,…

Machine Learning · Computer Science 2022-12-20 Zhong Li , Matthijs van Leeuwen

Extreme value statistics provides accurate estimates for the small occurrence probabilities of rare events. While theory and statistical tools for univariate extremes are well-developed, methods for high-dimensional and complex data sets…

Methodology · Statistics 2021-01-06 Sebastian Engelke , Jevgenijs Ivanovs

Anomaly detection is a key application of machine learning, but is generally focused on the detection of outlying samples in the low probability density regions of data. Here we instead present and motivate a method for unsupervised…

Machine Learning · Computer Science 2020-12-23 George Stein , Uros Seljak , Biwei Dai

The probability of rare and extreme events is an important quantity for design purposes. However, computing the probability of rare events can be expensive because only a few events, if any, can be observed. To this end, it is necessary to…

Computational Physics · Physics 2020-01-08 Malik Hassanaly , Venkat Raman

Solar energetic particle (SEP) events, as one of the most prominent manifestations of solar activity, can generate severe hazardous radiation when accelerated by solar flares or shock waves formed aside from coronal mass ejections (CMEs).…

Machine Learning · Computer Science 2025-11-13 Anli Ji , Pranjal Patil , Chetraj Pandey , Manolis K. Georgoulis , Berkay Aydin

Time-distance helioseismology is a set of powerful tools to study features below the Sun's surface. Inverse methods are needed to interpret time-distance measurements, with many examples in the literature. However, techniques that utilize a…

Solar and Stellar Astrophysics · Physics 2020-10-14 Jason Jackiewicz

When observing a phenomenon, severe cases or anomalies are often characterised by deviation from the expected data distribution. However, non-deviating data samples may also implicitly lead to severe outcomes. In the case of unsupervised…

Machine Learning · Computer Science 2020-05-18 Athanasios Davvetas , Iraklis A. Klampanos

The development of synoptic sky surveys has led to a massive amount of data for which resources needed for analysis are beyond human capabilities. To process this information and to extract all possible knowledge, machine learning…

Computational Engineering, Finance, and Science · Computer Science 2015-05-29 Isadora Nun , Karim Pichara , Pavlos Protopapas , Dae-Won Kim

Conditional diffusion models provide a natural framework for probabilistic prediction of dynamical systems and have been successfully applied to fluid dynamics and weather prediction. However, in many settings, the available information at…

Anomaly detection at scale is an extremely challenging problem of great practicality. When data is large and high-dimensional, it can be difficult to detect which observations do not fit the expected behaviour. Recent work has coalesced on…

Machine Learning · Computer Science 2020-08-05 Charlie Dickens , Eric Meissner , Pablo G. Moreno , Tom Diethe

The rare-event sampling problem has long been the central limiting factor in molecular dynamics (MD), especially in biomolecular simulation. Recently, diffusion models such as BioEmu have emerged as powerful equilibrium samplers that…