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Solving decision problems in complex, stochastic environments is often achieved by estimating the expected outcome of decisions via Monte Carlo sampling. However, sampling may overlook rare, but important events, which can severely impact…

机器学习 · 统计学 2023-05-16 Lachlan Gibson , Marcus Hoerger , Dirk Kroese

We propose a method for the accurate estimation of rare event or failure probabilities for expensive-to-evaluate numerical models in high dimensions. The proposed approach combines ideas from large deviation theory and adaptive importance…

统计计算 · 统计学 2023-03-28 Shanyin Tong , Georg Stadler

Recognition of anomalous events is a challenging but critical task in many scientific and industrial fields, especially when the properties of anomalies are unknown. In this paper, we introduce a new anomaly concept called "unicorn" or…

机器学习 · 计算机科学 2022-01-13 Zsigmond Benkő , Tamás Bábel , Zoltán Somogyvári

Distribution-level phasor measurement units, a.k.a, micro-PMUs, report a large volume of high resolution phasor measurements which constitute a variety of event signatures of different phenomena that occur all across power distribution…

信号处理 · 电气工程与系统科学 2021-03-08 Armin Aligholian , Alireza Shahsavari , Emma Stewart , Ed Cortez , Hamed Mohsenian-Rad

In recent years many works have shown that unsupervised Machine Learning (ML) can help detect unusual objects and uncover trends in large astronomical datasets, but a few challenges remain. We show here, for example, that different methods,…

天体物理仪器与方法 · 物理学 2019-11-19 Itamar Reis , Michael Rotman , Dovi Poznanski , J. Xavier Prochaska , Lior Wolf

Extreme scattering events (ESEs) are observed as dramatic ($>50\%$) drops in flux density that occur over an extended period of weeks to months. Discrete plasma lensing structures are theorized to scatter the radio waves produced by distant…

星系天体物理 · 物理学 2024-01-19 Kelvin Au , Jason D. Fiege , Adam Rogers

In domains such as biomedical, expert insights are crucial for selecting the most informative modalities for artificial intelligence (AI) methodologies. However, using all available modalities poses challenges, particularly in determining…

计算机视觉与模式识别 · 计算机科学 2024-12-05 Payal Kamboj , Ayan Banerjee , Sandeep K. S. Gupta

Anomaly detection is a common analytical task that aims to identify rare cases that differ from the typical cases that make up the majority of a dataset. When applied to the analysis of event sequence data, the task of anomaly detection can…

人机交互 · 计算机科学 2020-04-16 Shunan Guo , Zhuochen Jin , Qing Chen , David Gotz , Hongyuan Zha , Nan Cao

Recently, several normalizing flow-based deep generative models have been proposed to accelerate the simulation of calorimeter showers. Using CaloFlow as an example, we show that these models can simultaneously perform unsupervised anomaly…

高能物理 - 唯象学 · 物理学 2024-09-12 Claudius Krause , Benjamin Nachman , Ian Pang , David Shih , Yunhao Zhu

Event logs are widely used for anomaly detection and prediction in complex systems. Existing log-based anomaly detection methods usually consist of four main steps: log collection, log parsing, feature extraction, and anomaly detection,…

机器学习 · 计算机科学 2022-12-20 Zhong Li , Matthijs van Leeuwen

Extreme value statistics provides accurate estimates for the small occurrence probabilities of rare events. While theory and statistical tools for univariate extremes are well-developed, methods for high-dimensional and complex data sets…

统计方法学 · 统计学 2021-01-06 Sebastian Engelke , Jevgenijs Ivanovs

Anomaly detection is a key application of machine learning, but is generally focused on the detection of outlying samples in the low probability density regions of data. Here we instead present and motivate a method for unsupervised…

机器学习 · 计算机科学 2020-12-23 George Stein , Uros Seljak , Biwei Dai

The probability of rare and extreme events is an important quantity for design purposes. However, computing the probability of rare events can be expensive because only a few events, if any, can be observed. To this end, it is necessary to…

计算物理 · 物理学 2020-01-08 Malik Hassanaly , Venkat Raman

Solar energetic particle (SEP) events, as one of the most prominent manifestations of solar activity, can generate severe hazardous radiation when accelerated by solar flares or shock waves formed aside from coronal mass ejections (CMEs).…

机器学习 · 计算机科学 2025-11-13 Anli Ji , Pranjal Patil , Chetraj Pandey , Manolis K. Georgoulis , Berkay Aydin

Time-distance helioseismology is a set of powerful tools to study features below the Sun's surface. Inverse methods are needed to interpret time-distance measurements, with many examples in the literature. However, techniques that utilize a…

太阳与恒星天体物理 · 物理学 2020-10-14 Jason Jackiewicz

When observing a phenomenon, severe cases or anomalies are often characterised by deviation from the expected data distribution. However, non-deviating data samples may also implicitly lead to severe outcomes. In the case of unsupervised…

机器学习 · 计算机科学 2020-05-18 Athanasios Davvetas , Iraklis A. Klampanos

The development of synoptic sky surveys has led to a massive amount of data for which resources needed for analysis are beyond human capabilities. To process this information and to extract all possible knowledge, machine learning…

计算工程、金融与科学 · 计算机科学 2015-05-29 Isadora Nun , Karim Pichara , Pavlos Protopapas , Dae-Won Kim

Conditional diffusion models provide a natural framework for probabilistic prediction of dynamical systems and have been successfully applied to fluid dynamics and weather prediction. However, in many settings, the available information at…

Anomaly detection at scale is an extremely challenging problem of great practicality. When data is large and high-dimensional, it can be difficult to detect which observations do not fit the expected behaviour. Recent work has coalesced on…

机器学习 · 计算机科学 2020-08-05 Charlie Dickens , Eric Meissner , Pablo G. Moreno , Tom Diethe

The rare-event sampling problem has long been the central limiting factor in molecular dynamics (MD), especially in biomolecular simulation. Recently, diffusion models such as BioEmu have emerged as powerful equilibrium samplers that…