The nonparametric problem of detecting existence of an anomalous interval over a one dimensional line network is studied. Nodes corresponding to an anomalous interval (if exists) receive samples generated by a distribution q, which is different from the distribution p that generates samples for other nodes. If anomalou…
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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.
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48 results for “anomalous intervals”
Tests detect anomalous intervals over networks with asymptotically zero error.
problem Detect anomalous intervals over networks with unknown distributions.
method Kernel-based maximum mean discrepancy tests in RKHS.
result Tests are order-level and nearly optimal for minimum and maximum sizes of anomalous intervals.
New method explains anomalies in multivariate time series data.
problem Understanding and explaining anomalies in multivariate time series data.
method Counterfactual reasoning applied to MDI-detected anomalous intervals.
result Our method accurately identifies and explains anomalies in various extreme events.
Detect anomalous regions in spatio-temporal data.
problem Detecting coherent anomalous regions in large spatio-temporal datasets.
method Maximally Divergent Intervals (MDI) framework for unbiased Kullback-Leibler divergence.
result Our method identifies coherent anomalous regions in various data types.
Analyzed Bitcoin market index volatility changes over two distinct periods using anomalous diffusion and multifractal analysis.
problem Characterizing volatility changes in Bitcoin market index over two distinct periods.
method Analyzed high-frequency Bitcoin data from 2019 to 2022, using anomalous diffusion and multifractal analysis.
result Volatility changes from subdiffusion to weak superdiffusion over time, with multifractal and self-similar properties.
The purpose of this paper is to analyze the isoperimetric inequality for symmetric log-convex probability measures on the line. Using geometric arguments we first re-prove that extremal sets in the isoperimetric inequality are intervals or complement of intervals (a result due to Bobkov and Houdré). Then we give a quan…
GraphPrints detects anomalies in network flow data by analyzing graphlets.
problem Detecting anomalies in network flow data.
method Representing network flow as graphs, counting graphlets, and detecting outliers.
result Initial testing shows low false positive rates and high true positive rates.
Develops efficient method to detect multiple collective anomalies in multivariate data streams.
problem Detecting anomalies in multivariate data streams, especially collective anomalies.
method MVCAPA: A method that efficiently detects multiple collective anomalies without approximations.
result MVCAPA consistently estimates the number and location of collective anomalies.
In order to investigate the origin of large price fluctuations, we analyze stock price changes of ten frequently traded NASDAQ stocks in the year 2002. Though the influence of the trading frequency on the aggregate return in a certain time interval is important, it cannot alone explain the heavy tailed distribution of …
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.
Extreme Learning Machine for the Characterization of Anomalous Diffusion from Single Trajectories (AnDi-ELM)physics.data-an
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.
DDGM generates realistic ECG signals for clinical use.
problem Generating accurate ECG signals from noisy data.
method Bayesian ECG reconstruction using DDGM trained on healthy ECG data.
result DDGM successfully generates realistic ECG signals for clinical applications.
Detects anomalous inputs in neural networks using subset scanning.
problem Detecting adversarial noise and out-of-distribution samples in neural networks.
method Subset scanning applied to neural network activations using non-parametric scan statistics.
result Identifies the most anomalous subset of node activations in neural networks.
Paper detects anomalous edges in social networks using edge exchangeability.
problem Detecting anomalous edges in directed social networks.
method Exploits edge exchangeability and uses conformal prediction theory.
result Proposed anomaly detector has a guaranteed upper bound for false positives.
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.
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.
The study uses Benford's law to test financial data reliability in developing countries.
problem Detecting and removing anomalies in financial reports.
method Benford's law first significant digit and distribution distances tests.
result Financial data distributions better follow Benford's law after anomalies are removed.
Unsupervised Detection of Anomalous Sound based on Deep Learning and the Neyman-Pearson Lemmastat.ML
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.
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.
Detects anomalous patterns in non-independent data streams.
problem Low detection power for subtle, emerging irregularities in non-iid data.
method Combines Gaussian processes with subset scanning techniques.
result Powerful, interpretable methods for anomalous pattern detection.
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.
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.
Bi-Mamba model predicts diffusion coefficients and exponents from short data.
problem Characterizing anomalous diffusion in complex systems.
method Bidirectional state-space deep learning architecture.
result Efficient inference of diffusion coefficient and exponent from short trajectories.
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.
Anomalous scaling explained by Joseph, Noah, and Moses effects.
problem Understanding and quantifying anomalous scaling in stochastic processes.
method Defined and measured scaling exponents for Joseph, Noah, and Moses effects.
result Intraday financial data shows anomalous scaling due to Moses effect.
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.
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.
Detects audio adversarial examples using anomalous pattern detection.
problem Identifies adversarial audio attacks in deep neural networks.
method Applies anomalous pattern detection in activation space of audio models.
result Can detect adversarial examples with up to 0.98 AUC, no degradation on benign samples.
Paper introduces IAD for detecting anomalous VMMs in cloud without VMM access.
problem Anomalous VMMs in cloud-based environments without direct access.
method IAD: Indirect Anomalous VMMs Detection algorithm using VM resource utilization data.
result IAD algorithm outperforms other methods with an average F1-score of 83.7%.
Unified method detects and localizes anomalous cliques in inhomogeneous networks.
problem Detect and localize anomalous cliques in inhomogeneous networks.
method Unified method based on egonets for detection and localization.
result Unified method can detect and localize anomalous cliques in inhomogeneous networks.
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.
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…
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.
Paper uses DBSCAN variation to detect ship anomalies.
problem Detecting anomalous ship behavior.
method Variation of DBSCAN algorithm applied to AIS data.
result Alternative anomaly metric is more statistically informative.
Detects change-points in similarity networks to identify anomalous nodes.
problem Detecting changes in network structure that affect node similarity.
method Sequential node-wise average similarity measures for change detection; community detection for anomaly isolation.
result Simple sequential procedure effectively identifies change-points and anomalous nodes.
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.…
New method detects hidden market predictability despite anomalies.
problem Inference issues in predictive regressions with small violations.
method Novel testing framework resistant to violations of ideal assumptions.
result Large improvements in robust evidence of market predictability.
Paper introduces MoM-KDE for robust density estimation robust to anomalous data.
problem Density estimation robustness to anomalous data.
method Combines Kernel Density Estimation and Median-of-Means principle.
result Achieves competitive results with lower computational complexity compared to other robust estimators.
Anomalous diffusions in option prices: connecting trade duration and the volatility term structureq-fin.PR
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.
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…
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…
Survey visual analytics methods for detecting anomalous user behaviors.
problem Understanding and detecting anomalous user behaviors in various domains.
method Survey and classification of visual analytics methods in four categories.
result Discussion of findings and potential research directions.
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 new framework detects anomalous inputs to DNNs.
problem Detecting adversarial and out-of-distribution inputs in DNNs.
method Unsupervised meta-algorithm with configurable components based on statistical testing.
result The proposed method effectively detects adversarial and OOD inputs.
This work detects anomalous clients in federated learning to prevent their adverse impacts.
problem Detecting and preventing anomalous client behaviors in federated learning systems.
method Generates low-dimensional surrogates of model weight vectors and uses them for anomaly detection.
result The proposed detection-based approach significantly outperforms conventional defense-based methods.
Deep learning dynamics exhibit anomalous superdiffusion initially, aiding escape from local minima.
problem Understanding the dynamics of learning in deep neural networks.
method Novel analysis of SGD dynamics and loss landscape structure.
result SGD exhibits anomalous superdiffusion initially, transitioning to subdiffusion as learning progresses.
Solves dual imbalance in detecting sparse anomalies in MIL.
problem Detecting scarce and sparse anomalous samples in MIL.
method Reformulates MIL as a fine-grained PU learning problem, addressing imbalance at both macro and micro levels.
result Demonstrates effectiveness of BFGPU framework on synthetic and real-world datasets.
VAE improves anomaly detection for jet tagging at the LHC.
problem Anomaly detection in jet tagging at the LHC.
method Variational Autoencoder (VAE) trained on background QCD jets, with latent space learning for anomaly detection.
result Outlier Exposed VAE (OE-VAE) achieves excellent results in both sensitivity and decorrelation of jet mass.