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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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2805608401,120 · Jun 202019922001200920172026
48 results for Data anomalies

Improves anomaly detection with contaminated unlabeled data.

problem Weakness in existing semi-supervised anomaly detection methods when unlabeled data contain anomalies.
method Integrates positive-unlabeled learning with deep anomaly detection models.
result Achieves better detection performance on various datasets.

Paper proposes RAN for better anomaly detection in time series data.

problem Anomaly detection algorithms often fail to accurately detect anomalies due to incomplete reconstruction of anomaly data.
method RAN uses adversarial learning and latent vector-constrained Autoencoder to ensure consistent reconstruction of anomaly data.
result RAN outperforms other algorithms in detecting meaningful anomalies with higher AUC-ROC scores.

Deep RL detects anomalies from few labeled examples and large unlabeled data.

problem Anomaly detection with limited labeled data and large unlabeled data.
method Deep reinforcement learning to optimize detection of labeled and unlabeled anomalies.
result Significantly outperforms state-of-the-art methods on 48 real-world datasets.

Although deep learning has been applied to successfully address many data mining problems, relatively limited work has been done on deep learning for anomaly detection. Existing deep anomaly detection methods, which focus on learning new feature representations to enable downstream anomaly detection methods, perform in…

2019-11-19abs ↗pdf ↗

Recent semi-supervised anomaly detection methods that are trained using small labeled anomaly examples and large unlabeled data (mostly normal data) have shown largely improved performance over unsupervised methods. However, these methods often focus on fitting abnormalities illustrated by the given anomaly examples on…

2019-10-30abs ↗pdf ↗

We propose the Autoencoding Binary Classifiers (ABC), a novel supervised anomaly detector based on the Autoencoder (AE). There are two main approaches in anomaly detection: supervised and unsupervised. The supervised approach accurately detects the known anomalies included in training data, but it cannot detect the unk…

2019-03-26abs ↗pdf ↗

Paper introduces an unsupervised tensor-based anomaly detection method for spatiotemporal data.

problem Challenges in detecting anomalies in spatiotemporal data, especially in urban traffic monitoring and medical imaging.
method Formulates anomaly detection as a regularized robust low-rank + sparse tensor decomposition, incorporating spatiotemporal smoothness and local dependencies.
result Demonstrates improved anomaly detection performance on both synthetic and real data.

Study examines how discretization affects anomaly detection in datasets.

problem Detecting six types of anomalies in datasets using different discretization methods.
method Conducted experiments with SECODA, a general-purpose algorithm for unsupervised anomaly detection.
result Different discretization methods favor the discovery of certain anomaly types.

An algorithm detects anomalies based on human perception principles.

problem Anomaly detection in data.
method Inspired by Gestalt psychology and Helmholtz principle, the algorithm models anomalies as unexpected elements in random distributions.
result The algorithm efficiently detects anomalies with minimal user intervention and promising results on multivariate data.

IDK improves anomaly detection for points and groups without explicit learning.

problem Anomaly detection for points and groups using kernel methods.
method Isolation Distributional Kernel (IDK) addresses data independence and intractable dimensionality issues.
result IDK outperforms existing methods for both point and group anomaly detection.

ECAD detects anomalies without data exchangeability, improving traffic flow detection.

problem Detecting anomalies in spatio-temporal data with missing values.
method ECAD uses conformal prediction to wrap around any regression algorithm, controlling Type-I error without data exchangeability.
result ECAD outperforms other methods in detecting anomalous traffic flow.

Time series data is ubiquitous in the real-world problems across various domains including healthcare, social media, and crime surveillance. Detecting anomalies, or irregular and rare events, in time series data, can enable us to find abnormal events in any natural phenomena, which may require special treatment. Moreov…

2019-06-12abs ↗pdf ↗

A new method optimizes anomaly scoring from score distribution to improve AD performance.

problem Vulnerability to anomaly contamination and lack of adaptability in existing AD methods.
method Optimizes anomaly scoring function from score distribution perspective, using Overlap loss.
result Overlap loss-based AD models significantly outperform state-of-the-art methods.

TAMA uses LMMs to detect and interpret anomalies in time series data with few labels.

problem Challenges in manual feature engineering and extensive labeled training data for TSAD.
method Leverages LMMs to convert time series into visual formats for few-shot in-context learning.
result Consistently outperforms state-of-the-art methods in TSAD tasks.

Anomaly detection is a classical problem where the aim is to detect anomalous data that do not belong to the normal data distribution. Current state-of-the-art methods for anomaly detection on complex high-dimensional data are based on the generative adversarial network (GAN). However, the traditional GAN loss is not d…

2019-04-02abs ↗pdf ↗

Paper describes anomaly detection and explainability for multivariate functional data.

problem Anomaly detection and explainability in multivariate functional data.
method Transform series into features, use Isolation Forest, compute SHAP coefficients, and use supervised decision tree.
result Method performs well on simulated and real industry data.

AnomalyCD discovers anomaly causes in large systems with binary flags, reducing computational burden.

problem Learning graphical causal models from large-scale binary anomaly data is computationally expensive.
method AnomalyCD uses anomaly data-aware causality testing, sparse data compression, and edge pruning.
result AnomalyCD reduces computation overhead and improves accuracy on binary anomaly datasets.

A framework combines unsupervised and semi-supervised AD using synthetic anomalies.

problem Improving anomaly detection in both unsupervised and semi-supervised settings.
method Proposes a new framework that uses both known and synthetic anomalies for training.
result Synthetic anomalies improve anomaly modeling in low-density regions and provide optimal convergence guarantees.

System states that are anomalous from the perspective of a domain expert occur frequently in some anomaly detection problems. The performance of commonly used unsupervised anomaly detection methods may suffer in that setting, because they use frequency as a proxy for anomaly. We propose a novel concept for anomaly dete…

2016-05-12abs ↗pdf ↗

Survey evaluates 20 anomaly detection methods for time-series data.

problem Comparing statistical, machine learning, and deep learning methods for anomaly detection.
method Comprehensive evaluation of 20 methods from three categories on public datasets.
result Provides insights into the performance and suitability of anomaly detection methods.

A new method for detecting anomalies in large, high-dimensional data streams using probabilistic forest models.

problem Challenges in detecting anomalies in large, high-dimensional data.
method Probabilistic Mondrian Pólya Forests for summarizing data and estimating underlying probability density.
result State-of-the-art performance with interpretable anomaly scores.

Paper proposes a method to generate synthetic anomalies for robust anomaly detection.

problem Anomaly detection struggles with unbalanced data and rare anomalies.
method Two-level hierarchical latent space representation for feature distillation and synthesis.
result The method creates robust synthetic anomalies for training robust binary classifiers.

Proposes a method to detect anomalies in multi-subgroup normal data.

problem Anomaly detection with limited labeled anomalies and multi-subgroup normal data.
method Learn multi-normal prototypes with deep embedding clustering and contrastive learning. Estimate the likelihood of unlabeled samples being normal during training.
result Superior performance compared to state-of-the-art methods on various datasets.

MIAEAD detects anomalies in mixed data types.

problem Challenges of heterogeneity in feature subsets for anomaly detection.
method Multiple-Input Variational Auto-Encoder (MIVAE) for simultaneous feature subset anomaly scoring.
result MIVAE outperforms conventional methods and state-of-the-art unsupervised models in AUC score.

Anomaly detection is a significant and hence well-studied problem. However, developing effective anomaly detection methods for complex and high-dimensional data remains a challenge. As Generative Adversarial Networks (GANs) are able to model the complex high-dimensional distributions of real-world data, they offer a pr…

2018-12-06abs ↗pdf ↗

A new framework detects anomalies in structured data.

problem Detecting anomalies in samples not conforming to low-dimensional manifolds.
method Preference Isolation Forest (PIF) framework combining adaptive isolation methods and preference embedding.
result Anomalies identified as isolated points in a high-dimensional preference space.

C-PP-COAD detects anomalies with limited real data, reducing dependency on real calibration data.

problem Limited real calibration data for online anomaly detection.
method Context-aware prediction-powered conformal online anomaly detection (C-PP-COAD).
result Significantly reduces dependency on real calibration data without compromising FDR control.