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.
This paper studies concept drift detectors for financial time series.
The last decade has seen a surge of interest in adaptive learning algorithms for data stream classification, with applications ranging from predicting ozone level peaks, learning stock market indicators, to detecting computer security violations. In addition, a number of methods have been developed to detect concept dr…
Paper proposes a framework to detect adversarial concept drifts under poisoning attacks.
CURIE uses cellular automata to detect concept drift in data streams.
One important assumption underlying common classification models is the stationarity of the data. However, in real-world streaming applications, the data concept indicated by the joint distribution of feature and label is not stationary but drifting over time. Concept drift detection aims to detect such drifts and adap…
This research generates synthetic data streams for handling concept drifts and novel classes.
In critical applications of anomaly detection including computer security and fraud prevention, the anomaly detector must be configurable by the analyst to minimize the effort on false positives. One important way to configure the anomaly detector is by providing true labels for a few instances. We study the problem of…
A new drift detection method based on autoregressive models.
Detects drifts in data for classification tasks using constrained embeddings.
A fundamental issue for statistical classification models in a streaming environment is that the joint distribution between predictor and response variables changes over time (a phenomenon also known as concept drifts), such that their classification performance deteriorates dramatically. In this paper, we first presen…
Event detection has long been the domain of physical sensors operating in a static dataset assumption. The prevalence of social media and web access has led to the emergence of social, or human sensors who report on events globally. This warrants development of event detectors that can take advantage of the truly dense…
New method detects when models influence their own drift in real-time data streams.
In many real-world AD applications including computer security and fraud prevention, the anomaly detector must be configurable by the human analyst to minimize the effort on false positives. One important way to configure the detector is by providing true labels (nominal or anomaly) for a few instances. Recent work on …
Detects data drift and outliers affecting ML model performance over time.
Classifiers deployed in the real world operate in a dynamic environment, where the data distribution can change over time. These changes, referred to as concept drift, can cause the predictive performance of the classifier to drop over time, thereby making it obsolete. To be of any real use, these classifiers need to d…
Proposes ATH for KPI anomaly detection based on local data properties.
Semi-supervised anomaly detection is an approach to identify anomalies by learning the distribution of normal data. Backpropagation neural networks (i.e., BP-NNs) based approaches have recently drawn attention because of their good generalization capability. In a typical situation, BP-NN-based models are iteratively op…
Paper proposes an online anomaly detection method for real-time systems.
Zero-shot anomaly detection method using batch normalization.
This letter presents the sparse vector signal detection from one bit compressed sensing measurements, in contrast to the previous works which deal with scalar signal detection. In this letter, available results are extended to the vector case and the GLRT detector and the optimal quantizer design are obtained. Also, a …
The paper develops a method to predict the latent deterioration phase in limit order books before stress is observed.
Adversarial perturbations fool deepfake detectors with high accuracy.
We explore the use of graph networks to deal with irregular-geometry detectors in the context of particle reconstruction. Thanks to their representation-learning capabilities, graph networks can exploit the full detector granularity, while natively managing the event sparsity and arbitrarily complex detector geometries…
In this paper, deep neural network (DNN) is utilized to improve the belief propagation (BP) detection for massive multiple-input multiple-output (MIMO) systems. A neural network architecture suitable for detection task is firstly introduced by unfolding BP algorithms. DNN MIMO detectors are then proposed based on two m…
New method uses neural networks to estimate parameters without needing detector simulations.
The anomaly detection of time series is a hotspot of time series data mining. The own characteristics of different anomaly detectors determine the abnormal data that they are good at. There is no detector can be optimizing in all types of anomalies. Moreover, it still has difficulties in industrial production due to pr…
We introduce a Bayesian defect detector to facilitate the defect detection on the motion blurred images on rough texture surfaces. To enhance the accuracy of Bayesian detection on removing non-defect pixels, we develop a class of reflected non-local prior distributions, which is constructed by using the mode of a distr…
Modern smart grids rely on advanced metering infrastructure (AMI) networks for monitoring and billing purposes. However, such an approach suffers from electricity theft cyberattacks. Different from the existing research that utilizes shallow, static, and customer-specific-based electricity theft detectors, this paper p…
TomOpt optimizes muon detector designs using differentiable programming.
ImageNet pre-training has been regarded as essential for training accurate object detectors for a long time. Recently, it has been shown that object detectors trained from randomly initialized weights can be on par with those fine-tuned from ImageNet pre-trained models. However, the effects of pre-training and the diff…
Improves relevancy of black-box anomaly detectors with user feedback.
Selecting and combining the outlier scores of different base detectors used within outlier ensembles can be quite challenging in the absence of ground truth. In this paper, an unsupervised outlier detector combination framework called DCSO is proposed, demonstrated and assessed for the dynamic selection of most compete…
In this paper, we consider signal detection algorithms in a multiple-input multiple-output (MIMO) decode-forward (DF) relay channel with one source, one relay, and one destination. The existing suboptimal near maximum likelihood (NML) detector and the NML with two-level pair-wise error probability (NMLw2PEP) detector a…
Novel unsupervised MIG detectors improve signal detection in cluttered environments.
Unified detector calibration and simulation using MLE from generative models.
This paper proposes a generic classification system designed to detect security threats based on the behavior of malware samples. The system relies on statistical features computed from proxy log fields to train detectors using a database of malware samples. The behavior detectors serve as basic reusable building block…
Detect anomalies in complex networks using topological subspace detectors.
Spectrum sensing is of critical importance in any cognitive radio system. When the primary user's signal has uncertain parameters, the likelihood ratio test, which is the theoretically optimal detector, generally has no closed-form expression. As a result, spectrum sensing under parameter uncertainty remains an open qu…
DistPre predicts traffic speeds efficiently for large networks.
This review covers learning under concept drift, including detection, understanding, and adaptation.
A new OOD detector using an overlap index improves accuracy without high computational costs.
Graph signal processing detects hallucinations in large language models.
New method uses SHapley Additive Explanations to identify anomaly detectors with complementary behaviors.
Identifies features most relevant to concept drift in data.
Paper addresses challenges in benchmarking stream learning algorithms with real-world data.
Study complex-valued VAEs for radar OOD detection.
Intrusion Detection System (IDS) is one of the most effective solutions for providing primary security services. IDSs are generally working based on attack signatures or by detecting anomalies. In this paper, we have presented AutoIDS, a novel yet efficient solution for IDS, based on a semi-supervised machine learning …
A novel UNet detector detects sheep in UAV imagery.