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This note investigates the problem of detecting outliers in longitudinal data. It compares well-known methods used in official statistics with proposals from the fields of data mining and machine learning that are based on the distance…

Methodology · Statistics 2025-07-30 Marcello D'Orazio

Outliers are ubiquitous in modern data sets. Distance-based techniques are a popular non-parametric approach to outlier detection as they require no prior assumptions on the data generating distribution and are simple to implement. Scaling…

Machine Learning · Statistics 2016-05-04 Mario Lucic , Olivier Bachem , Andreas Krause

The sophisticated and automated means of data collection used by an increasing number of institutions and companies leads to extremely large data sets. Subset selection in regression is essential when a huge number of covariates can…

Applications · Statistics 2013-04-22 Debbie J. Dupuis , Maria-Pia Victoria-Feser

Modern neural networks are known to give overconfident prediction for out-of-distribution inputs when deployed in the open world. It is common practice to leverage a surrogate outlier dataset to regularize the model during training, and…

Machine Learning · Computer Science 2024-02-27 Wenyu Jiang , Hao Cheng , Mingcai Chen , Chongjun Wang , Hongxin Wei

Principal Component Analysis (PCA) is widely used for dimensionality reduction and data analysis. However, PCA results are adversely affected by outliers often observed in real-world data. Existing robust PCA methods are often…

Computational Engineering, Finance, and Science · Computer Science 2025-06-23 Timbwaoga Aime Judicael Ouermi , Jixian Li , Chris R. Johnson

Outlier detection aims to identify unusual data instances that deviate from expected patterns. The outlier detection is particularly challenging when outliers are context dependent and when they are defined by unusual combinations of…

Artificial Intelligence · Computer Science 2015-05-18 Charmgil Hong , Milos Hauskrecht

Smart metering infrastructures collect data almost continuously in the form of fine-grained long time series. These massive data series often have common daily patterns that are repeated between similar days or seasons and shared among…

Methodology · Statistics 2022-10-10 A. Elías , J. M. Morales , S. Pineda

We develop a new robust geographically weighted regression method in the presence of outliers. We embed the standard geographically weighted regression in robust objective function based on $\gamma$-divergence. A novel feature of the…

Methodology · Statistics 2021-10-15 Shonosuke Sugasawa , Daisuke Murakami

The conditional average treatment effect (CATE) is the best measure of individual causal effects given baseline covariates. However, the CATE only captures the (conditional) average, and can overlook risks and tail events, which are…

Machine Learning · Statistics 2025-06-05 Nathan Kallus , Miruna Oprescu

Linear Discriminant Analysis (LDA) is a well-known method for dimensionality reduction and classification. Previous studies have also extended the binary-class case into multi-classes. However, many applications, such as object detection…

Machine Learning · Computer Science 2013-09-24 Gang Chen

We introduce and develop a novel approach to outlier detection based on adaptation of random subspace learning. Our proposed method handles both high-dimension low-sample size and traditional low-dimensional high-sample size datasets.…

Machine Learning · Statistics 2015-05-05 Bohan Liu , Ernest Fokoue

In data analysis, contamination caused by outliers is inevitable, and robust statistical methods are strongly demanded. In this paper, our concern is to develop a new approach for robust data analysis based on scoring rules. The scoring…

Statistics Theory · Mathematics 2013-11-22 Takafumi Kanamori , Hironori Fujisawa

We propose a new assumption in outlier detection: Normal data instances are commonly located in the area that there is hardly any fluctuation on data density, while outliers are often appeared in the area that there is violent fluctuation…

Machine Learning · Computer Science 2020-06-09 Ding Liu , Hui Li

Inference in the presence of outliers is an important field of research as outliers are ubiquitous and may arise across a variety of problems and domains. Bayesian optimization is method that heavily relies on probabilistic inference. This…

Machine Learning · Computer Science 2017-12-14 Ruben Martinez-Cantin , Kevin Tee , Michael McCourt

Causal Abstraction (CA) theory provides a principled framework for relating causal models that describe the same system at different levels of granularity while ensuring interventional consistency between them. Recent methods for learning…

Machine Learning · Computer Science 2026-01-23 Yorgos Felekis , Theodoros Damoulas , Paris Giampouras

Anomaly detection (AD) plays a vital role across a wide range of real-world domains by identifying data instances that deviate from expected patterns, potentially signaling critical events such as system failures, fraudulent activities, or…

Machine Learning · Computer Science 2025-07-11 Amirhossein Sadough , Mahyar Shahsavari , Mark Wijtvliet , Marcel van Gerven

This paper presents a new approach to classification of high dimensional spectroscopy data and demonstrates that it outperforms other current state-of-the art approaches. The specific task we consider is identifying whether samples contain…

Machine Learning · Computer Science 2020-03-27 James Houston , Frank G. Glavin , Michael G. Madden

Outlier detection algorithms typically assign an outlier score to each observation in a dataset, indicating the degree to which an observation is an outlier. However, these scores are often not comparable across algorithms and can be…

Machine Learning · Computer Science 2024-10-31 Philipp Röchner , Henrique O. Marques , Ricardo J. G. B. Campello , Arthur Zimek , Franz Rothlauf

We present a nonparametric method for outlier detection that takes full account of local variations in intrinsic dimensionality within the dataset. Using the theory of Local Intrinsic Dimensionality (LID), our 'dimensionality-aware' outlier…

The accumulation of time-series signals and the absence of labels make time-series Anomaly Detection (AD) a self-supervised task of deep learning. Methods based on normality assumptions face the following three limitations: (1) A single…

Machine Learning · Computer Science 2025-03-25 Xudong Mou , Rui Wang , Bo Li , Tianyu Wo , Jie Sun , Hui Wang , Xudong Liu
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