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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.

169,051 papers · 148 categories

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2795588371,116 · Jun 202019922001200920182026
48 results for anomalous data

Special issue on understanding physical processes from unusual diffusion patterns.

problem Understanding physical processes from anomalous diffusion data.
method Not explicitly described in the abstract, but likely involves analysis of data from the Anomalous Diffusion Challenge.
result Not explicitly stated, but likely includes analysis of physical processes from anomalous diffusion data.

Paper proposes a method to detect unknown anomalous sounds without training data using deep learning and Neyman-Pearson lemma.

problem Unsupervised detection of unknown anomalous sounds in audio data.
method Uses an autoencoder to minimize reconstruction error of normal sounds and Neyman-Pearson lemma to maximize true positive rate under low false positive rate conditions.
result The proposed method improves performance measures of unsupervised anomaly detection in audio data under low false positive rate conditions.

Paper investigates preserving anomalous subgroups in anonymized datasets.

problem Preserving anomalous subgroups in machine learning transformed data.
method Trained a binary classifier to discover anomalous subgroups, then used variational autoencoder (VAE) to anonymize data.
result Synthesized datasets preserved high subgroup differentiation as in original data.

Paper introduces ToyADMOS dataset for detecting anomalous machine sounds.

problem Lack of large-scale datasets for ADMOS anomaly detection.
method Collected anomalous sounds of miniature machines by deliberate damage.
result Released dataset includes over 180 hours of normal and 4,000 anomalous sounds.

RCGAN improves anomaly detection by better recognizing anomalous samples.

problem Previous methods fail to correctly detect anomalous data.
method RCGAN uses adversarial training with a new loss function and penalty distribution.
result RCGAN outperforms state-of-the-art methods on various datasets.

DCASE 2021 ASD task tackles domain-shifted anomalous sound detection.

problem Detecting unknown anomalous sounds under domain-shifted conditions.
method Ensemble of outlier exposure and inlier modeling detectors, feature learning from machine identification.
result Two types of remarkable approaches were adopted by top teams.

Paper discusses ASD challenge for machine condition monitoring.

problem Detecting unknown anomalous sounds without labeled data.
method Design and evaluation of a large-scale ASD dataset, novel approaches.
result Several novel approaches developed, evaluation results analyzed.

We propose an algorithm for detecting patterns exhibited by anomalous clusters in high dimensional discrete data. Unlike most anomaly detection (AD) methods, which detect individual anomalies, our proposed method detects groups (clusters) of anomalies; i.e. sets of points which collectively exhibit abnormal patterns. I…

2015-12-20abs ↗pdf ↗

ELM combines machine learning and feature engineering for anomalous diffusion detection.

problem Quantitative characterization of anomalous diffusion from single trajectories.
method Extreme Learning Machine (ELM) combined with feature engineering.
result ELM achieves satisfactory performance in AnDi challenge tasks.

Proposes a novel model-agnostic training procedure for anomaly detection incorporating known anomalies.

problem Challenges of anomaly detection, especially when only a few anomalous samples are available.
method Reformulates one-class classification as a binary classification problem, using pseudo-anomalous samples drawn from a normalizing flow model.
result Demonstrates comparable or superior performance on tasks with variable amounts of known anomalies.

An adversarial detector identifies anomalous sequences in sequential data.

problem Detecting anomalous sequences in one-class settings with limited data.
method Solves a minimax problem to find an optimal detector against the worst-case sequences from a generator, using marked point process model.
result Demonstrated good performance on simulations and real credit card fraud datasets.

A wide variety of application domains are concerned with data consisting of entities and their relationships or connections, formally represented as graphs. Within these diverse application areas, a common problem of interest is the detection of a subset of entities whose connectivity is anomalous with respect to the r…

2014-01-29abs ↗pdf ↗

The state of a stochastic process evolving over a time tt is typically assumed to lie on a normal distribution whose width scales like t1/2t^{1/2}. However, processes where the probability distribution is not normal and the scaling exponent differs from 12\frac{1}{2} are known. The search for possible origins of such "a…

2017-04-07abs ↗pdf ↗

Bayesian method models normal and anomalous behaviors using extreme value theory.

problem Challenges in setting optimal thresholds for anomaly detection.
method Probabilistic framework using Dirichlet Process Mixture Model and extreme value theory.
result Explicit modeling of normal and anomalous behaviors leads to robust anomaly detection.

Paper introduces kernel methods for detecting anomalous changes in remote sensing imagery.

problem Detecting anomalous changes in remote sensing imagery.
method Nonlinear extension of Gaussian and elliptically contoured distribution algorithms using reproducing kernel Hilbert space.
result Improved detection accuracy and reduced false-alarm rates compared to linear formulations.

A nonparametric anomalous hypothesis testing problem is investigated, in which there are totally n sequences with s anomalous sequences to be detected. Each typical sequence contains m independent and identically distributed (i.i.d.) samples drawn from a distribution p, whereas each anomalous sequence contains m i.i.d.…

2014-04-25abs ↗pdf ↗

The paper explores anomalous subvarieties in hyperbolic 3-manifolds and their geometric implications.

problem Understanding anomalous subvarieties in holonomy varieties of hyperbolic 3-manifolds.
method Analyzing the structure of anomalous subvarieties and their relation to geometric properties of hyperbolic 3-manifolds.
result Maximal anomalous subvarieties of holonomy varieties correspond to specific geometric configurations of cusps in hyperbolic 3-manifolds.

Nonparametric detection of existence of an anomalous structure over a network is investigated. Nodes corresponding to the anomalous structure (if one exists) receive samples generated by a distribution q, which is different from a distribution p generating samples for other nodes. If an anomalous structure does not exi…

2016-04-05abs ↗pdf ↗

Simulates financial market orders using anomalous diffusion models.

problem Anomalous diffusion in financial market order dynamics.
method Discrete Time Random Walk with Sibuya waiting times, non-uniform sampling, and cubic spline interpolation.
result Demonstrates price impact for different forcing functions and model parameters.

From a sequence of similarity networks, with edges representing certain similarity measures between nodes, we are interested in detecting a change-point which changes the statistical property of the networks. After the change, a subset of anomalous nodes which compares dissimilarly with the normal nodes. We study a sim…

2016-12-05abs ↗pdf ↗

Testing procedures for predictive regressions with lagged autoregressive variables imply a suboptimal inference in presence of small violations of ideal assumptions. We propose a novel testing framework resistant to such violations, which is consistent with nearly integrated regressors and applicable to multi-predictor…

2016-12-15abs ↗pdf ↗

Anomalous diffusion in SGD reveals interactions between hyperparameters and Hessian.

problem Understanding the limiting dynamics of SGD in deep neural networks.
method Continuous-time model of SGD as an underdamped Langevin equation, derived for linear regression.
result Anomalous diffusion is explained by modified loss and probability currents in phase space.

Paper introduces IGMM-GAN for multimodal anomaly detection in mobility data.

problem Lack of ground truth data and dependence on pre-processing for anomaly detection in human mobility.
method Coupled IGMM-GAN for generating realistic synthetic datasets and multimodal anomaly detection.
result IGMM-GAN improves anomaly detection performance over existing GAN methods.

A new framework uses information theory to detect anomalies in images without labeled data.

problem Detect anomalies in images without labeled data.
method A direct objective function using information theory to maximize the distance between normal and anomalous data.
result The proposed framework significantly outperforms state-of-the-arts on multiple benchmark datasets.

Anomaly detection identifies unusual malaria transmission patterns in Ghana.

problem Identifying atypical malaria transmission patterns in Ghana's spatiotemporal surveillance data.
method Consensus-based anomaly detection framework applied to monthly malaria surveillance data.
result High-burden areas are not necessarily those with the most frequent anomalous transmission.

Anomalous diffusions explain market behavior of implied volatility better than standard models.

problem Reconciling market behavior with standard financial models.
method Analyzed continuous-time random walks with power-law distributed innovation times.
result Anomalous diffusions provide a more consistent fit for implied volatility.

Most real-world networks exhibit community structure, a phenomenon characterized by existence of node clusters whose intra-edge connectivity is stronger than edge connectivities between nodes belonging to different clusters. In addition to facilitating a better understanding of network behavior, community detection fin…

2015-06-25abs ↗pdf ↗

Anomaly detection has numerous applications and has been studied vastly. We consider a complementary problem that has a much sparser literature: anomaly description. Interpretation of anomalies is crucial for practitioners for sense-making, troubleshooting, and planning actions. To this end, we present a new approach c…

2017-08-20abs ↗pdf ↗

Volatility of intra-day stock market indices computed at various time horizons exhibits a scaling behaviour that differs from what would be expected from fractional Brownian motion (fBm). We investigate this anomalous scaling by using empirical mode decomposition (EMD), a method which separates time series into a set o…

2015-03-29abs ↗pdf ↗