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At the crossway of machine learning and data analysis, anomaly detection aims at identifying observations that exhibit abnormal behaviour. Be it measurement errors, disease development, severe weather, production quality default(s) (items)…

Anomaly detection is a fundamental task in machine learning and data mining, with significant applications in cybersecurity, industrial fault diagnosis, and clinical disease monitoring. Traditional methods, such as statistical modeling and…

Anomaly localization in images -- identifying regions that deviate from normal patterns -- is vital in applications such as medical diagnosis and industrial inspection. A recent trend is the use of image generation models in anomaly…

The challenge of efficiently identifying anomalies in data sequences is an important statistical problem that now arises in many applications. Whilst there has been substantial work aimed at making statistical analyses robust to outliers,…

Anomalies represent deviations from the intended system operation and can lead to decreased efficiency as well as partial or complete system failure. As the causes of anomalies are often unknown due to complex system dynamics, efficient…

Anomaly detection aims to detect data that do not conform to regular patterns, and such data is also called outliers. The anomalies to be detected are often tiny in proportion, containing crucial information, and are suitable for…

Anomaly detection is a crucial task in complex distributed systems. A thorough understanding of the requirements and challenges of anomaly detection is pivotal to the security of such systems, especially for real-world deployment. While…

In many scenarios, it is necessary to monitor a complex system via a time-series of observations and determine when anomalous exogenous events have occurred so that relevant actions can be taken. Determining whether current observations are…

The quantitative analysis of financial time series often reveals two distinct features that standard Gaussian frameworks fail to capture: heavy-tailed marginal distributions and the phenomenon of extreme co-movements.While extreme value…

Anomaly detection is the process of identifying atypical data samples that significantly deviate from the majority of the dataset. In the realm of clinical screening and diagnosis, detecting abnormalities in medical images holds great…

This study outlines a comprehensive methodology utilizing copulas to discern inconsistencies in the behavior exhibited by pairs of financial assets. It introduces a robust approach to establishing the interrelationship between the returns…

This paper introduces new methodology based on the field of Topological Data Analysis for detecting anomalies in multivariate time series, that aims to detect global changes in the dependency structure between channels. The proposed…

We propose a new method to define anomaly scores and apply this to particle physics collider events. Anomalies can be either rare, meaning that these events are a minority in the normal dataset, or different, meaning they have values that…

Anomaly detection is fundamental yet, challenging problem with practical applications in industry. The current approaches neglect the higher-order dependencies within the networks of interconnected sensors in the high-dimensional time…

The aim of atypicality is to extract small, rare, unusual and interesting pieces out of big data. This complements statistics about typical data to give insight into data. In order to find such "interesting" parts of data, universal…

Probability density estimation from observed data constitutes a central task in statistics. In this brief, we focus on the problem of estimating the copula density associated to any observed data, as it fully describes the dependence…

Anomaly detection is crucial for understanding unusual behaviors in data, as anomalies offer valuable insights. This paper introduces Dependency-based Anomaly Detection (DepAD), a general framework that utilizes variable dependencies to…

In actuarial research, a task of particular interest and importance is to predict the loss cost for individual risks so that informative decisions are made in various insurance operations such as underwriting, ratemaking, and capital…

This paper considers the real-time detection of anomalies in high-dimensional systems. The goal is to detect anomalies quickly and accurately so that the appropriate countermeasures could be taken in time, before the system possibly gets…

Anomaly detection methods are part of the systems where rare events may endanger an operation's profitability, safety, and environmental aspects. Although many state-of-the-art anomaly detection methods were developed to date, their…