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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.

168,695 papers · 148 categories

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48 results for density anomaly

InQMAD detects anomalies in streaming data using quantum measurements and density matrices.

problem Detecting anomalies in streaming data with challenges like conceptual drift and continuous learning.
method Incremental anomaly detection based on random Fourier features and quantum measurements.
result InQMAD outperforms 12 state-of-the-art methods in a systematic evaluation.

EagleEye detects localized density anomalies in multivariate data.

problem Identifying signal events, regime changes, or model mismatch in scientific data.
method EagleEye pinpoints local over- and under-densities by assigning anomaly scores based on binary membership sequences and binomial null models.
result EagleEye can detect genuine local anomalies and estimate background purity.

Research shows deep generative models' likelihoods are unreliable for anomaly detection.

problem Anomaly detection using deep generative models' likelihoods is unreliable.
method Examined the behavior of distribution densities through reparametrization.
result The likelihoods used for anomaly detection rely on strong and implicit hypotheses.

Paper introduces a new anomaly detection framework combining density estimation and deep learning.

problem Detecting anomalies in data with varying dimensions.
method Two versions: shallow approach using adaptive Fourier features and density matrices; deep approach using autoencoder.
result Both methods achieve comparable or superior performance compared to state-of-the-art methods.

GANF uses normalizing flows to detect anomalies in multiple time series.

problem Detecting anomalies in multiple time series with interdependencies.
method Bayesian network integration with normalizing flows for unsupervised anomaly detection.
result GANF effectively detects anomalies and identifies distribution drift in time series data.

We address an anomaly detection setting in which training sequences are unavailable and anomalies are scored independently of temporal ordering. Current algorithms in anomaly detection are based on the classical density estimation approach of learning high-dimensional models and finding low-probability events. These al…

2016-09-28abs ↗pdf ↗

We leverage recent breakthroughs in neural density estimation to propose a new unsupervised anomaly detection technique (ANODE). By estimating the probability density of the data in a signal region and in sidebands, and interpolating the latter into the signal region, a likelihood ratio of data vs. background can be co…

2020-01-14abs ↗pdf ↗

A new method detects anomalies in trajectory data using normalizing flows.

problem Detecting anomalous patterns in high-dimensional, varying-length spatial data.
method Probability density estimation via normalizing flows for each trajectory segment, aggregating likelihoods.
result The proposed method, GRADINGS, effectively identifies anomalies in real-world trajectory data.

GBOC detects anomalies in time series data using granular-ball vectors.

problem Challenges in modeling normal behavior in dynamic, nonlinear time series data.
method Granular-ball Vector Data Description (GVDD) and Granular-ball One-Class Network (GBOC).
result GBOC improves anomaly detection in time series data.

LGKDE learns graph density using neural networks and perturbations.

problem Graph density estimation challenges in capturing structural patterns and semantic variations.
method LGKDE uses graph neural networks to represent graphs as discrete distributions and learns graph metrics via maximum mean discrepancy.
result LGKDE outperforms state-of-the-art baselines in graph anomaly detection.

Proposes differentially private normalizing flows for privacy-preserving density estimation.

problem Privacy concerns in density estimation models when individuals are directly associated with the training data.
method Uses normalizing flow models with explicit differential privacy guarantees.
result Substantially outperforms previous state-of-the-art approaches in privacy-preserving density estimation.

Anomalies are intuitively easy for human experts to understand, but they are hard to define mathematically. Therefore, in order to have performance guarantees in unsupervised anomaly detection, priors need to be assumed on what the anomalies are. By contrast, active learning provides the necessary priors through approp…

2018-05-23abs ↗pdf ↗

New method estimates densities using Sobolev regularization, outperforming existing algorithms.

problem Non-parametric density estimation with clear inductive bias.
method Regularizes Sobolev norm of density, approximates kernel via sampling, uses natural gradients for optimization.
result Method ranks second best on ADBench anomaly detection benchmark.

GBHT uses gradient boosting for density estimation with theoretical guarantees.

problem Density estimation for unsupervised learning.
method Gradient Boosting Histogram Transform (GBHT) with Negative Log Likelihood loss.
result GBHT achieves faster convergence rates and better performance than base learners in density estimation.

We consider the problem of detecting anomalies in a large dataset. We propose a framework called Partial Identification which captures the intuition that anomalies are easy to distinguish from the overwhelming majority of points by relatively few attribute values. Formalizing this intuition, we propose a geometric anom…

2019-12-08abs ↗pdf ↗

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.

We propose a novel non-parametric adaptive anomaly detection algorithm for high dimensional data based on rank-SVM. Data points are first ranked based on scores derived from nearest neighbor graphs on n-point nominal data. We then train a rank-SVM using this ranked data. A test-point is declared as an anomaly at alpha-…

2014-05-02abs ↗pdf ↗

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.

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.

We propose a non-parametric anomaly detection algorithm for high dimensional data. We score each datapoint by its average KK-NN distance, and rank them accordingly. We then train limited complexity models to imitate these scores based on the max-margin learning-to-rank framework. A test-point is declared as an anomaly…

2015-02-06abs ↗pdf ↗

We propose a non-parametric anomaly detection algorithm for high dimensional data. We first rank scores derived from nearest neighbor graphs on nn-point nominal training data. We then train limited complexity models to imitate these scores based on the max-margin learning-to-rank framework. A test-point is declared as…

2016-01-22abs ↗pdf ↗

Standard methods for anomaly detection assume that all features are observed at both learning time and prediction time. Such methods cannot process data containing missing values. This paper studies five strategies for handling missing values in test queries: (a) mean imputation, (b) MAP imputation, (c) reduction (redu…

2018-09-05abs ↗pdf ↗

TailGAN uses GANs to detect anomalies near data distribution tails.

problem Anomaly detection near data distribution tails with current GAN limitations.
method TailGAN leverages GANs with maximum entropy regularization to generate and detect anomalies near data distribution tails.
result TailGAN achieves competitive performance on various datasets compared to existing methods.

BDSG generates samples on distribution boundaries, improving anomaly detection.

problem Difficulty in capturing multimodal supports and approximating distribution tails.
method Invertible Residual Network (IResNet) and Residual Flow (ResFlow) for density estimation; compound loss function for boundary samples.
result Competitive performance on synthetic and multimodal data compared to existing methods.

Challenge uses unsupervised learning to detect new physics signals at LHC.

problem Detecting new physics signals at the LHC using unsupervised machine learning.
method Developed and evaluated anomaly detection algorithms on a large dataset.
result Benchmark dataset of >1 Billion simulated LHC events for future studies.

We introduce a new unsupervised anomaly detection ensemble called SPI which can harness privileged information - data available only for training examples but not for (future) test examples. Our ideas build on the Learning Using Privileged Information (LUPI) paradigm pioneered by Vapnik et al. [19,17], which we extend …

2018-05-06abs ↗pdf ↗

We propose one-class support measure machines (OCSMMs) for group anomaly detection which aims at recognizing anomalous aggregate behaviors of data points. The OCSMMs generalize well-known one-class support vector machines (OCSVMs) to a space of probability measures. By formulating the problem as quantile estimation on …

2014-08-09abs ↗pdf ↗

We propose one-class support measure machines (OCSMMs) for group anomaly detection which aims at recognizing anomalous aggregate behaviors of data points. The OCSMMs generalize well-known one-class support vector machines (OCSVMs) to a space of probability measures. By formulating the problem as quantile estimation on …

2013-03-01abs ↗pdf ↗

SPTN uses invertible transformations to improve sum-product networks.

problem Improving inference efficiency and tractability in sum-product networks.
method Integrates invertible transformations into sum-product networks (SPNs).
result SPTNs with Gaussian leaves and affine transformations are as tractable as SPNs.

UN-AVOIDS visualizes and detects anomalies without needing labeled data.

problem The need for a unified framework to visualize and detect anomalies.
method UN-AVOIDS is an unsupervised, nonparametric approach that transforms data into a new space (NCDF) for both visualization and detection.
result UN-AVOIDS assigns invariant anomalous scores and achieves high AUC in detecting anomalies.

BRDAD uses bagging and regularization to improve anomaly detection without labeled data.

problem Anomaly detection in unlabeled data with sensitivity to kk-nearest neighbors.
method Bagged regularized kk-distances (BRDAD) for anomaly detection, converting to convex optimization.
result BRDAD addresses sensitivity to hyperparameter choice and improves performance on large datasets.