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Related papers: Anomaly detection using surprisals

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We consider the problem of probabilistic quantification of dynamical systems that have heavy-tailed characteristics. These heavy-tailed features are associated with rare transient responses due to the occurrence of internal instabilities.…

Computational Physics · Physics 2017-06-02 Mustafa A. Mohamad , Will Cousins , Themistoklis P. Sapsis

Anomaly detection aims to identify observations that deviate from expected behavior. Because anomalous events are inherently sparse, most frameworks are trained exclusively on normal data to learn a single reference model of normality. This…

Real data often contain anomalous cases, also known as outliers. These may spoil the resulting analysis but they may also contain valuable information. In either case, the ability to detect such anomalies is essential. A useful tool for…

Machine Learning · Statistics 2021-01-13 Peter J. Rousseeuw , Mia Hubert

Anomaly detection with convolutional autoencoders is a popular method to search for new physics in a model-agnostic manner. These techniques are powerful, but they are still a "black box," since we do not know what high-level physical…

High Energy Physics - Phenomenology · Physics 2022-09-13 Layne Bradshaw , Spencer Chang , Bryan Ostdiek

Anomaly detection methods can be very useful in identifying interesting or concerning events. In this work, we develop and examine new probabilistic anomaly detection methods that let us evaluate management decisions for a specific patient…

Machine Learning · Computer Science 2026-05-07 Milos Hauskrecht , Michal Valko , Branislav Kveton , Shyam Visweswaran , Gregory Cooper

Random projection is a common technique for designing algorithms in a variety of areas, including information retrieval, compressive sensing and measuring of outlyingness. In this work, the original random projection outlyingness measure is…

Signal Processing · Electrical Eng. & Systems 2021-08-02 Martin Bauw , Santiago Velasco-Forero , Jesus Angulo , Claude Adnet , Olivier Airiau

There is a growing need for machine learning-based anomaly detection strategies to broaden the search for Beyond-the-Standard-Model (BSM) physics at the Large Hadron Collider (LHC) and elsewhere. The first step of any anomaly detection…

High Energy Physics - Phenomenology · Physics 2023-01-18 Gregor Kasieczka , Radha Mastandrea , Vinicius Mikuni , Benjamin Nachman , Mariel Pettee , David Shih

Empirical distributions have their in-sample maxima as natural censoring. We look at the "hidden tail", that is, the part of the distribution in excess of the maximum for a sample size of $n$. Using extreme value theory, we examine the…

Statistical Finance · Quantitative Finance 2020-04-14 Nassim Nicholas Taleb

System states that are anomalous from the perspective of a domain expert occur frequently in some anomaly detection problems. The performance of commonly used unsupervised anomaly detection methods may suffer in that setting, because they…

Machine Learning · Statistics 2016-05-17 Richard Neuberg , Yixin Shi

Deep learning-based methods have achieved a breakthrough in image anomaly detection, but their complexity introduces a considerable challenge to understanding why an instance is predicted to be anomalous. We introduce a novel explanation…

Computer Vision and Pattern Recognition · Computer Science 2026-01-13 Philipp Liznerski , Saurabh Varshneya , Ece Calikus , Puyu Wang , Alexander Bartscher , Sebastian Josef Vollmer , Sophie Fellenz , Marius Kloft

The anomaly detection problem for univariate or multivariate time series is a critical question in many practical applications as industrial processes control, biological measures, engine monitoring, supervision of all kinds of behavior. In…

Statistics Theory · Mathematics 2020-10-16 Marie Cottrell , Cynthia Faure , Jérôme Lacaille , Madalina Olteanu

Temporal anomaly detection looks for irregularities over space-time. Unsupervised temporal models employed thus far typically work on sequences of feature vectors, and much less on temporal multiway data. We focus our investigation on…

Machine Learning · Computer Science 2020-09-22 Duc Nguyen , Phuoc Nguyen , Kien Do , Santu Rana , Sunil Gupta , Truyen Tran

Anomaly detection involves identifying instances within a dataset that deviate from the norm and occur infrequently. Current benchmarks tend to favor methods biased towards low diversity in normal data, which does not align with real-world…

Computer Vision and Pattern Recognition · Computer Science 2024-06-18 Mohammad Akhavan Anvari , Rojina Kashefi , Vahid Reza Khazaie , Mohammad Khalooei , Mohammad Sabokrou

We address an anomaly detection setting in which training sequences are unavailable and anomalies are scored independently of temporal ordering. Current algorithms in anomaly detection are based on the classical density estimation approach…

Computer Vision and Pattern Recognition · Computer Science 2016-09-29 Allison Del Giorno , J. Andrew Bagnell , Martial Hebert

Anomaly detection (AD) plays a crucial role in time series applications, primarily because time series data is employed across real-world scenarios. Detecting anomalies poses significant challenges since anomalies take diverse forms making…

Machine Learning · Computer Science 2025-01-03 Jihan Ghanim , Mariette Awad

Anomalies (unusual patterns) in time-series data give essential, and often actionable information in critical situations. Examples can be found in such fields as healthcare, intrusion detection, finance, security and flight safety. In this…

Applications · Statistics 2016-08-17 Evgeny Burnaev , Vladislav Ishimtsev

In crowded scenes, detection and localization of abnormal behaviors is challenging in that high-density people make object segmentation and tracking extremely difficult. We associate the optical flows of multiple frames to capture…

Computer Vision and Pattern Recognition · Computer Science 2018-05-29 Xinfeng Zhang , Su Yang , Xinjian Zhang , Weishan Zhang , Jiulong Zhang

Detecting anomalies in time series data is important in a variety of fields, including system monitoring, healthcare, and cybersecurity. While the abundance of available methods makes it difficult to choose the most appropriate method for a…

Machine Learning · Computer Science 2023-02-03 Ferdinand Rewicki , Joachim Denzler , Julia Niebling

Responding to the challenge of detecting unusual radar targets in a well identified environment, innovative anomaly and novelty detection methods keep emerging in the literature. This work aims at presenting a benchmark gathering common and…

Signal Processing · Electrical Eng. & Systems 2021-06-22 Martin Bauw , Santiago Velasco-Forero , Jesus Angulo , Claude Adnet , Olivier Airiau

The core challenge in unsupervised anomaly detection is identifying abnormal patterns without prior knowledge of their characteristics. While existing methods have addressed aspects of this problem, they often struggle to learn a robust…

Machine Learning · Computer Science 2026-05-12 Prithul Sarker , Sushmita Sarker , Nicholas G. Murray , Alireza Tavakkoli