相关论文: Strong Linear Baselines Strike Back: Closed-Form L…

Diffusion models have been recently used for anomaly detection (AD) in images. In this paper we investigate whether they can also be leveraged for AD on multivariate time series (MTS). We test two diffusion-based models and compare them to…

We consider graphical models based on a recursive system of linear structural equations. This implies that there is an ordering, $\sigma$, of the variables such that each observed variable $Y_v$ is a linear function of a variable specific…

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…

This paper introduces an active learning (AL) framework for anomalous sound detection (ASD) in machine condition monitoring system. Typically, ASD models are trained solely on normal samples due to the scarcity of anomalous data, leading to…

The continued digitization of societal processes translates into a proliferation of time series data that cover applications such as fraud detection, intrusion detection, and energy management, where anomaly detection is often essential to…

Dimensionality reduction is an effective method for learning high-dimensional data, which can provide better understanding of decision boundaries in human-readable low-dimensional subspace. Linear methods, such as principal component…

Deep generative models have demonstrated their effectiveness in learning latent representation and modeling complex dependencies of time series. In this paper, we present a Smoothness-Inducing Sequential Variational Auto-Encoder (SISVAE)…

In anomaly detection (AD), one seeks to identify whether a test sample is abnormal, given a data set of normal samples. A recent and promising approach to AD relies on deep generative models, such as variational autoencoders (VAEs), for…

Anomaly detection is crucial in industrial applications for identifying rare and unseen patterns to ensure system reliability. Traditional models, trained on a single class of normal data, struggle with real-world distributions where normal…

Unsupervised anomaly detection aims to identify anomalous samples from highly complex and unstructured data, which is pervasive in both fundamental research and industrial applications. However, most existing methods neglect the complex…

Anomaly detection (AD) plays a crucial role in time series applications, primarily because time series data is employed across real-world scenarios. Detecting anomalies poses significant challenges since anomalies take diverse forms making…

Given the lack of evidence for new particle discoveries at the Large Hadron Collider (LHC), it is critical to broaden the search program. A variety of model-independent searches have been proposed, adding sensitivity to unexpected signals.…

We study causal discovery from observational data in linear Gaussian systems affected by \emph{mixed latent confounding}, where some unobserved factors act broadly across many variables while others influence only small subsets. This…

This paper presents a novel anomaly detection methodology termed Statistical Aggregated Anomaly Detection (SAAD). The SAAD approach integrates advanced statistical techniques with machine learning, and its efficacy is demonstrated through…

Recent research demonstrates that linear models achieve forecasting performance competitive with complex architectures, yet methodologies for enhancing linear models remain underexplored. Motivated by the hypothesis that distinct time…

The remarkable generalization performance of large-scale models has been challenging the conventional wisdom of the statistical learning theory. Although recent theoretical studies have shed light on this behavior in linear models and…

Nonlinear ordinary differential equations (ODEs) are powerful tools for modeling real-world dynamical systems. However, propagating initial state uncertainty through nonlinear dynamics, especially when the ODE is unknown and learned from…

Concerning bivariate least squares linear regression, the classical results obtained for extreme structural models in earlier attempts are reviewed using a new formalism in terms of deviation (matrix) traces which, for homoscedastic data,…

Time series anomaly detection is essential for the reliable operation of complex systems, but most existing methods require extensive task-specific training. We explore whether time series foundation models (TSFMs), pretrained on large…

Unsupervised anomaly detection in time-series has been extensively investigated in the literature. Notwithstanding the relevance of this topic in numerous application fields, a comprehensive and extensive evaluation of recent…