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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.

169,341 papers · 148 categories

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97193290386 · Jun 202019922001200920182026
48 results for Statistical anomaly detection

SI-CLAD improves clustering-based anomaly detection by controlling false positives.

problem Lack of reliability in clustering-based anomaly detection.
method SI-CLAD (Statistical Inference for CLustering-based Anomaly Detection) using Selective Inference framework.
result SI-CLAD rigorously controls false detection probability below a specified significance level.

This work proposes a two-level framework for anomaly detection in sequences using GANs.

problem Detecting anomalies in sequences of discrete elements, especially when they are unknown or rare.
method The approach involves assessing statistics from discriminator layers and building an unsupervised anomaly detection module. GANs are used to augment data and track known data classes.
result The method successfully detects anomalies in sequences of discrete elements, improving detection accuracy and timeliness.

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.

Paper proposes an anomaly detection system for DBMS diagnosis.

problem Difficulty in detecting anomalies in DBMS due to increasing metrics.
method Uses deep autoencoder and statistical process control for anomaly detection, and time series similarity for event finding.
result Demonstrates effectiveness of the proposed model in detecting anomalies and finding related events.

BADAC combines Bayesian methods for anomaly detection and classification.

problem Statistical uncertainties in machine learning algorithms, especially for anomaly detection.
method Unified hierarchical Bayesian framework that marginalizes over unknown data values.
result BADAC outperforms standard algorithms in classification and anomaly detection with uncertainties.

The study formalizes temporal precision and recall for anomaly detection in sequences.

problem Insufficient understanding of precision and recall in sequential anomaly detection.
method Formalized temporal precision and recall measures, developed time-tolerant confusion matrices, and demonstrated statistical significance.
result Precision and recall may overestimate performance with temporal tolerance.

Study detects anomalies in financial markets using GNN and nonextensive entropy.

problem Detecting anomalies in global financial markets with many correlated assets.
method Used Graph Neural Networks (GNN) with nonextensive entropy to measure uncertainty.
result Anomalies are statistically different for nonextensive entropy parameters before, during, and after a crisis.

Proposes a statistical test for VAE-based anomaly detection reliability.

problem Ensuring reliability of anomaly detection in high-stakes applications.
method Variance Autoencoder (VAE) Test based on selective inference.
result Validates VAE-based anomaly detection with p-values controlling false detection probability.

Efficient method detects point and collective anomalies in data sequences.

problem Efficiently identifying anomalies in data sequences, especially collective anomalies.
method CAPA: a computationally efficient approach for detecting collective and point anomalies.
result CAPA is consistent at detecting collective anomalies and has close to linear computational cost.

New rules control false discoveries in online anomaly detection for time series data.

problem Controlling false discoveries in anomaly detection for time series data.
method Novel online false discovery rate control (FDRC) rules for time series anomaly detection.
result Ensures high power in detecting anomalies even when the alternative is rare and test statistics are serially dependent.

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.

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.

Online anomaly detection in surveillance videos with false alarm rate bounds.

problem Lack of theoretical performance analysis and online decision making in anomaly detection.
method Proposes an online anomaly detection method with asymptotic bounds on false alarm rate.
result Demonstrates effectiveness on publicly available data sets, outperforming state-of-the-art algorithms.

Paper revisits PCA for anomaly detection in network security.

problem Understanding and improving anomaly detection in network security.
method Revisit probabilistic PCA model and its connection to MSNM framework.
result Mathematical model connects PCA to MSNM for anomaly detection.

Improved anomaly detection for launch vehicle propulsion systems using LSTM and statistical relabeling.

problem Detecting anomalies in real-time telemetry data for launch vehicles.
method Utilized LSTM networks for anomaly classification, introduced a statistical detector based on Mahalanobis distance and forward-backward detection fractions to adjust training labels.
result Precision and recall of the LSTM classifier improved by 7% and 22% respectively after statistical relabeling.

GEE detects and explains network anomalies without labeled data.

problem Detecting and explaining network anomalies without labeled data.
method GEE combines VAE for anomaly detection and gradient-based fingerprinting for explanation.
result GEE effectively detects and explains various network anomalies.

New estimator improves anomaly detection in communication and transportation networks.

problem Anomaly detection in Markovian systems.
method Composite Hypothesis Testing using Hoeffding test with a new threshold estimator based on CLT.
result Our estimator controls false alarms better than existing methods while maintaining good detection probabilities.

Survey on LSTM-based anomaly detection for technical systems.

problem Detect anomalies in technical systems due to complex dynamics.
method Use LSTM networks and other AI techniques to detect anomalies considering temporal and contextual characteristics.
result Demonstrates the potential of LSTM networks and graph-based approaches for anomaly detection.

Anomaly detection in multi-modal data using cyclostationary models and neural networks.

problem Detect anomalies in multi-modal data like CCTV imagery and social media posts.
method Deep neural network for object detection, cyclostationary model for regular patterns, sequential anomaly detection algorithms.
result Asymptotically efficient anomaly detection algorithms applied to NYC 5K run detection.

Generative deep models struggle with anomaly detection.

problem Comparing deep generative models to classical methods for anomaly detection.
method Statistical comparison of generative models on various datasets, varying hyperparameters.
result Deep generative models perform poorly when hyperparameters are selected with fewer anomalous samples.

A statistical test controls false positives in anomaly localization using diffusion models.

problem Uncertainty and bias in generative models for anomaly localization.
method Selective inference to quantify significance and control false positives.
result The method effectively controls false positive detection rates.

Detects anomalous drops in noisy, periodic traffic data using machine learning and statistical methods.

problem Detecting unexpected drops in traffic data with limited features and sparse examples.
method Used TensorFlow for regression and anomaly detection, combining multiple models and rules.
result Intersection of two detection methods proved effective in detecting anomalies on almost all models.

Detects and localizes anomalies in mixed data types using graphical models.

problem Anomaly detection and localization in heterogeneous data.
method Pairwise undirected mixed graphical model, CUSUM algorithm, conditional likelihood ratio.
result The method allows precise localization of variables involved in anomalies.

Novel method improves load estimation in power grids using anomaly and change point detection.

problem Improving load estimation in power grid systems.
method Combining unsupervised anomaly and change point detection methods for automatic filtering.
result Automatic load estimation is accurate with 90% estimates within a 10% error margin.

New method improves anomaly detection in acoustic signals.

problem Poor anomaly detection performance in existing acoustic signal-based unsupervised methods.
method Deep autoencoding Gaussian mixture model with hyper-parameter optimization.
result Significantly improved anomaly detection performance compared to previous methods.

Develops deep learning model for detecting anomalies in transportation data.

problem Anomaly detection in temporal data of transportation networks.
method Proposes EVT-LSTM model combining LSTM and EVT, trained with an objective function.
result EVT-LSTM model outperforms other models in anomaly detection.

A new method for anomaly detection adapts to local non-stationarity in low-data regimes.

problem Adapting conformal anomaly detection to handle distribution shifts in real-world data.
method Proposes a continuous inference relaxation using continuous weighted kernel density estimation to decouple local adaptation from tail resolution.
result Restores detection capabilities and statistical power in low-data regimes while maintaining valid error control.