相关论文: Copula-based anomaly scoring and localization for …

Thanks to their ability to capture complex dependence structures, copulas are frequently used to glue random variables into a joint model with arbitrary marginal distributions. More recently, they have been applied to solve statistical…

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…

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…

Anomalies represent rare observations (e.g., data records or events) that deviate significantly from others. Over several decades, research on anomaly mining has received increasing interests due to the implications of these occurrences in…

Instance-wise feature selection and ranking methods can achieve a good selection of task-friendly features for each sample in the context of neural networks. However, existing approaches that assume feature subsets to be independent are…

A deep learning approach is proposed to detect data and system anomalies using high-resolution continuous point-on-wave (CPOW) or phasor measurements. Both the anomaly and anomaly-free measurement models are assumed to have unknown temporal…

Copula modeling has gained much attention in many fields recently with the advantage of separating dependence structure from marginal distributions. In real data, however, serious ties are often present in one or multiple margins, which…

This paper describes the systematic application of local topological methods for detecting interfaces and related anomalies in complicated high-dimensional data. By examining the topology of small regions around each point, one can…

We develop a general variational inference method that preserves dependency among the latent variables. Our method uses copulas to augment the families of distributions used in mean-field and structured approximations. Copulas model the…

This work introduces a live anomaly detection system for high frequency and high-dimensional data collected at regional scale such as Origin Destination Matrices of mobile positioning data. To take into account different granularity in time…

In this paper, we analyze the relative errors in various reliability measures due to the tacit assumption that the components associated with a $n$-component series system or a parallel system are independently working where the components…

Anomaly detection is vital in many domains, such as finance, healthcare, and cybersecurity. In this paper, we propose a novel deep anomaly detection method for tabular data that leverages Non-Parametric Transformers (NPTs), a model…

Anomaly detection is defined as the problem of finding data points that do not follow the patterns of the majority. Among the various proposed methods for solving this problem, classification-based methods, including one-class Support…

Most current anomaly detection methods suffer from the curse of dimensionality when dealing with high-dimensional data. We propose an anomaly detection algorithm that can scale to high-dimensional data using concepts from the theory of…

Simultaneous recordings from many neurons hide important information and the connections characterizing the network remain generally undiscovered despite the progresses of statistical and machine learning techniques. Discerning the presence…

Critical infrastructures like water treatment facilities and power plants depend on industrial control systems (ICS) for monitoring and control, making them vulnerable to cyber attacks and system malfunctions. Traditional ICS anomaly…

The paper presents a new copula based method for measuring dependence between random variables. Our approach extends the Maximum Mean Discrepancy to the copula of the joint distribution. We prove that this approach has several advantageous…

Recent methods for estimating sparse undirected graphs for real-valued data in high dimensional problems rely heavily on the assumption of normality. We show how to use a semiparametric Gaussian copula--or "nonparanormal"--for high…

We propose a copula based method to handle missing values in multivariate data of mixed types in multilevel data sets. Building upon the extended rank likelihood of \cite{hoff2007extending} and the multinomial probit model, our model is a…

This paper introduces a new class of observation driven dynamic models. The time evolving parameters are driven by innovations of copula form. The resulting models can be made strictly stationary and the innovation term is typically chosen…