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.
Optimizes latency and false alarm probability in change detection problems.
New models extrapolate false alarms in ASV without new data.
Nowadays, advanced intrusion detection systems (IDSs) rely on a combination of anomaly detection and signature-based methods. An IDS gathers observations, analyzes behavioral patterns, and reports suspicious events for further investigation. A notorious issue anomaly detection systems (ADSs) and IDSs face is the possib…
Online anomaly detection in surveillance videos with false alarm rate bounds.
Smart grid is an emerging and promising technology. It uses the power of information technologies to deliver intelligently the electrical power to customers, and it allows the integration of the green technology to meet the environmental requirements. Unfortunately, information technologies have its inherent vulnerabil…
Detects data drift in deep learning models using neural embeddings.
The hypothesis of randomness is fundamental in statistical machine learning and in many areas of nonparametric statistics; it says that the observations are assumed to be independent and coming from the same unknown probability distribution. This hypothesis is close, in certain respects, to the hypothesis of exchangeab…
Balancing graph summarization and change detection in streaming data.
The high rate of false alarms in intensive care units (ICUs) is one of the top challenges of using medical technology in hospitals. These false alarms are often caused by patients' movements, detachment of monitoring sensors, or different sources of noise and interference that impact the collected signals from differen…
Interpretation of electroencephalogram (EEG) signals can be complicated by obfuscating artifacts. Artifact detection plays an important role in the observation and analysis of EEG signals. Spatial information contained in the placement of the electrodes can be exploited to accurately detect artifacts. However, when few…
Model change detection is studied, in which there are two sets of samples that are independently and identically distributed (i.i.d.) according to a pre-change probabilistic model with parameter , and a post-change model with parameter , respectively. The goal is to detect whether the change in the model is sign…
PITMonitor monitors model calibration over time with formal error guarantees.
KQT-EWMA monitors multivariate data streams online with flexible and practical change detection.
Patients in the intensive care unit (ICU) require constant and close supervision. To assist clinical staff in this task, hospitals use monitoring systems that trigger audiovisual alarms if their algorithms indicate that a patient's condition may be worsening. However, current monitoring systems are extremely sensitive …
Autoencoder detects subtle changes in time series data.
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-…
New method detects and locates changes in spatio-temporal point processes.
Epidemiologists use a variety of statistical algorithms for the early detection of outbreaks. The practical usefulness of such methods highly depends on the trade-off between the detection rate of outbreaks and the chances of raising a false alarm. Recent research has shown that the use of machine learning for the fusi…
Detects harmful shifts without labels for model performance.
Adaptive monitoring for AI systems detects and diagnoses shifts in data distribution.
We propose a non-parametric anomaly detection algorithm for high dimensional data. We score each datapoint by its average -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…
DeXposure-Claw supervises decentralized finance risks by grounding LLM decisions in evidence.
We propose a non-parametric anomaly detection algorithm for high dimensional data. We first rank scores derived from nearest neighbor graphs on -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…
No-knowledge alarms detect misaligned LLM judges without trusting them.
A new method detects changes in data sequences by comparing backward and forward confidence sequences.
E-valuator converts verifier scores into reliable decision rules.
Distributed processing over networks relies on in-network processing and cooperation among neighboring agents. Cooperation is beneficial when agents share a common objective. However, in many applications agents may belong to different clusters that pursue different objectives. Then, indiscriminate cooperation will lea…
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 real-time risk monitoring for machine learning systems under unknown shifts.
KCUSUM detects abrupt changes in real-time data streams efficiently.
Reduces change detection to estimation using confidence sequences.
Accurate on-device keyword spotting (KWS) with low false accept and false reject rate is crucial to customer experience for far-field voice control of conversational agents. It is particularly challenging to maintain low false reject rate in real world conditions where there is (a) ambient noise from external sources s…
Geometric observables detect financial regime shifts with high accuracy.
Under Markovian assumptions, we leverage a Central Limit Theorem (CLT) for the empirical measure in the test statistic of the composite hypothesis Hoeffding test so as to establish weak convergence results for the test statistic, and, thereby, derive a new estimator for the threshold needed by the test. We first show t…
This paper presents a simple but effective density-based outlier detection approach with the local kernel density estimation (KDE). A Relative Density-based Outlier Score (RDOS) is introduced to measure the local outlierness of objects, in which the density distribution at the location of an object is estimated with a …
Insider threat detection is getting an increased concern from academia, industry, and governments due to the growing number of malicious insider incidents. The existing approaches proposed for detecting insider threats still have a common shortcoming, which is the high number of false alarms (false positives). The chal…
Forecasting severe weather conditions is still a very challenging and computationally expensive task due to the enormous amount of data and the complexity of the underlying physics. Machine learning approaches and especially deep learning have however shown huge improvements in many research areas dealing with large da…
Paper uses optimal transport-based statistics for change point detection.
New test detects independence in streaming data, adapting to data complexity.
Intrusion detection systems (IDSs) generate valuable knowledge about network security, but an abundance of false alarms and a lack of methods to capture the interdependence among alerts hampers their utility for network defense. Here, we explore a graph-based approach for fusing alerts generated by multiple IDSs (e.g.,…
New algorithm for adaptive experimental design in scientific settings.
Online monitor detects classifier drift and adapts predictions.
Automated seizure detection using clinical electroencephalograms is a challenging machine learning problem because the multichannel signal often has an extremely low signal to noise ratio. Events of interest such as seizures are easily confused with signal artifacts (e.g, eye movements) or benign variants (e.g., slowin…
Real-time detection of out-of-distribution data in CPS control systems.
MI attacks often mislabel non-training samples, making them impractical.
Survey of robust clustering methods for hotspot detection.
We present a data-driven algorithm and mathematical model for anomaly alarming at directional drilling. The algorithm is based on machine learning. It compares the real-time drilling telemetry with one corresponding to past accidents and analyses the level of similarity. The model performs a time-series comparison usin…
New method enhances hotspot prediction in IC designs.