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In statistics and machine learning, the traditional meaning of the terms `outlier' and `anomaly' is a case in the dataset that behaves differently from the bulk of the data. This raises suspicion that it may belong to a different…

Methodology · Statistics 2026-04-17 Mia Hubert , Jakob Raymaekers , Peter J. Rousseeuw

The ability to collect and store ever more massive databases has been accompanied by the need to process them efficiently. In many cases, most observations have the same behavior, while a probable small proportion of these observations are…

Statistics Theory · Mathematics 2021-09-21 Myrto Limnios , Nathan Noiry , Stéphan Clémençon

Outlier detection refers to the identification of anomalous samples that deviate significantly from the distribution of normal data and has been extensively studied and used in a variety of practical tasks. However, most unsupervised…

Machine Learning · Computer Science 2025-01-07 Can Gao , Xiaofeng Tan , Jie Zhou , Weiping Ding , Witold Pedrycz

Anomaly detection is a branch of data analysis and machine learning which aims at identifying observations that exhibit abnormal behaviour. Be it measurement errors, disease development, severe weather, production quality default(s) (items)…

Machine Learning · Statistics 2024-07-11 Pavlo Mozharovskyi , Romain Valla

Outlier detection plays an essential role in many data-driven applications to identify isolated instances that are different from the majority. While many statistical learning and data mining techniques have been used for developing more…

Machine Learning · Computer Science 2018-05-08 Ninghao Liu , Donghwa Shin , Xia Hu

This paper presents a new approach for detecting outliers by introducing the notion of object's proximity. The main idea is that normal point has similar characteristics with several neighbors. So the point in not an outlier if it has a…

Computer Vision and Pattern Recognition · Computer Science 2014-11-26 Amina Dik , Khalid Jebari , Abdelaziz Bouroumi , Aziz Ettouhami

Outlier detection is a technique in data mining that aims to detect unusual or unexpected records in the dataset. Existing outlier detection algorithms have different pros and cons and exhibit different sensitivity to noisy data such as…

Machine Learning · Computer Science 2023-12-22 Yuanyuan Wei , Julian Jang-Jaccard , Fariza Sabrina , Timothy McIntosh

We propose a novel Bayesian optimisation procedure for outlier detection in the Capital Asset Pricing Model. We use a parametric product partition model to robustly estimate the systematic risk of an asset. We assume that the returns follow…

Applications · Statistics 2011-11-18 Maria Elena De Giuli , Mario Alessandro Maggi , Claudia Tarantola

The presence of outliers is prevalent in machine learning applications and may produce misleading results. In this paper a new method for dealing with outliers and anomal samples is proposed. To overcome the outlier issue, the proposed…

Machine Learning · Computer Science 2016-07-05 Parsa Bagherzadeh , Hadi Sadoghi Yazdi

We study a novel outlier detection problem that aims to identify abnormal input-output associations in data, whose instances consist of multi-dimensional input (context) and output (responses) pairs. We present our approach that works by…

Artificial Intelligence · Computer Science 2017-08-04 Charmgil Hong , Siqi Liu , Milos Hauskrecht

We introduce an online outlier detection algorithm to detect outliers in a sequentially observed data stream. For this purpose, we use a two-stage filtering and hedging approach. In the first stage, we construct a multi-modal probability…

Machine Learning · Computer Science 2018-03-13 Mohammadreza Mohaghegh Neyshabouri , Suleyman Serdar Kozat

We present a novel mathematical optimization framework for outlier detection in multimodal datasets, extending Support Vector Data Description approaches. We provide a primal formulation, in the shape of a Mixed Integer Second Order Cone…

Optimization and Control · Mathematics 2025-07-16 Víctor Blanco , Inmaculada Espejo , Raúl Páez , Antonio M. Rodríguez-Chía

An outlier is a datapoint that is set apart from a sample population. The outlier theorem in algorithmic information theory states that given a computable sampling method, outliers must appear. We present a simple proof to the outlier…

Computational Complexity · Computer Science 2023-06-27 Samuel Epstein

When applying outlier detection in settings where data is sensitive, mechanisms which guarantee the privacy of the underlying data are needed. The $k$-nearest neighbors ($k$-NN) algorithm is a simple and one of the most effective methods…

Machine Learning · Computer Science 2021-04-19 Jens Rauch , Iyiola E. Olatunji , Megha Khosla

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

Dynamic factor models have a wide range of applications in econometrics and applied economics. The basic motivation resides in their capability of reducing a large set of time series to only few indicators (factors). If the number of time…

Statistics Theory · Mathematics 2009-09-29 Roberto Baragona , Francesco Battaglia

Distance-based outlier detection is widely adopted in many fields, e.g., data mining and machine learning, because it is unsupervised, can be employed in a generic metric space, and does not have any assumptions of data distributions. Data…

Databases · Computer Science 2021-10-22 Daichi Amagata , Makoto Onizuka , Takahiro Hara

Anomaly detection in real-world scenarios poses challenges due to dynamic and often unknown anomaly distributions, requiring robust methods that operate under an open-world assumption. This challenge is exacerbated in practical settings,…

Machine Learning · Computer Science 2024-04-24 Dayananda Herurkar , Sebastian Palacio , Ahmed Anwar , Joern Hees , Andreas Dengel

A multivariate dataset consists of $n$ cases in $d$ dimensions, and is often stored in an $n$ by $d$ data matrix. It is well-known that real data may contain outliers. Depending on the situation, outliers may be (a) undesirable errors which…

Methodology · Statistics 2019-10-08 Peter J. Rousseeuw , Wannes Van den Bossche

This paper is based on a previous publication [29]. Our work extends exception mining and outlier detection to the case of object-relational data. Object-relational data represent a complex heterogeneous network [12], which comprises…

Artificial Intelligence · Computer Science 2018-07-03 Fatemeh Riahi , Oliver Schulte
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