相关论文: Trend and Variance Adaptive Bayesian Changepoint A…

We propose the first Bayesian methods for detecting change points in high-dimensional mean and covariance structures. These methods are constructed using pairwise Bayes factors, leveraging modularization to identify significant changes in…

We propose a general solution to the problem of robust Bayesian inference in complex settings where outliers may be present. In practice, the automation of robust Bayesian analyses is important in the many applications involving large and…

Outlier detection is a significant area in data mining. It can be either used to pre-process the data prior to an analysis or post the processing phase (before visualization) depending on the effectiveness of the outlier and its importance.…

Robust training of machine learning models in the presence of outliers has garnered attention across various domains. The use of robust losses is a popular approach and is known to mitigate the impact of outliers. We bring to light two…

We present a Bayesian method for multivariate changepoint detection that allows for simultaneous inference on the location of a changepoint and the coefficients of a logistic regression model for distinguishing pre-changepoint data from…

This paper deals with the problem of asymptotically optimal detection of changes in regime-switching stochastic models. We need to divide the whole obtained sample of data into several sub-samples with observations belonging to different…

This paper deals with the identification of linear stochastic dynamical systems, where the unknowns include system coefficients and noise variances. Conventional approaches that rely on the maximum likelihood estimation (MLE) require…

Outlier detection (also known as anomaly detection or deviation detection) is a process of detecting data points in which their patterns deviate significantly from others. It is common to have outliers in industry applications, which could…

We introduce a novel, practically relevant variation of the anomaly detection problem in multi-variate time series: intrinsic anomaly detection. It appears in diverse practical scenarios ranging from DevOps to IoT, where we want to…

We propose an inlier-based outlier detection method capable of both identifying the outliers and explaining why they are outliers, by identifying the outlier-specific features. Specifically, we employ an inlier-based outlier detection…

This paper addresses the problem of detecting and characterizing local variability in time series and other forms of sequential data. The goal is to identify and characterize statistically significant variations, at the same time…

This article introduces a novel Bayesian method for asynchronous change-point detection in multivariate time series. This method allows for change-points to occur earlier in some (leading) series followed, after a short delay, by…

Robust change-point detection for large-scale data streams has many real-world applications in industrial quality control, signal detection, biosurveillance. Unfortunately, it is highly non-trivial to develop efficient schemes due to three…

We consider Bayesian analysis of a class of multiple changepoint models. While there are a variety of efficient ways to analyse these models if the parameters associated with each segment are independent, there are few general approaches…

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…

Complex systems which can be represented in the form of static and dynamic graphs arise in different fields, e.g. communication, engineering and industry. One of the interesting problems in analysing dynamic network structures is to monitor…

We consider the frequency estimation of periodic signals using noisy time-of-arrival (TOA) information with missing (sparse) data contaminated with outliers. We tackle the problem from a mathematical optimization standpoint, formulating it…

In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the properties are (approximately) constant for some time and then slowly start…

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…

In this paper we investigate the problem of detecting dynamically evolving signals. We model the signal as an $n$ dimensional vector that is either zero or has $s$ non-zero components. At each time step $t\in \mathbb{N}$ the non-zero…