Detecting anomalies in cross-classified streams: a Bayesian approach

Outlier-Robust Surrogate Modeling of Ion-Solid Interaction Simulations

Data for complex plasma-wall interactions require long-running and expensive computer simulations. Furthermore, the number of input parameters is large, which results in low coverage of the (physical) parameter space. Unpredictable occasions of outliers create a need to conduct the exploration of this multi-dimensional space using robust analysis tools. We restate the Gaussian process (GP) method as a Bayesian adaptive exploration method for establishing surrogate surfaces in the variables of interest. On this basis, we expand the analysis by the Student-t process (TP) method in order to improve the robustness of the result with respect to outliers. The most obvious difference between both methods shows up in the marginal likelihood for the hyperparameters of the covariance function, where the TP method features a broader marginal probability distribution in the presence of outliers. Eventually, we provide first investigations, with a mixture likelihood of two Gaussians within a Gaussian process ansatz for describing either outlier or non-outlier behavior. The parameters of the two Gaussians are set such that the mixture likelihood resembles the shape of a Student-t likelihood.

A Systematic Literature Review on Outlier Detection in Wireless Sensor Networks

A wireless sensor network (WSN) is defined as a set of spatially distributed and interconnected sensor nodes. WSNs allow one to monitor and recognize environmental phenomena such as soil moisture, air pollution, and health data. Because of the very limited resources available in sensors, the collected data from WSNs are often characterized as unreliable or uncertain. However, applications using WSNs demand precise readings, and uncertainty in data reading can cause serious damage (e.g., health monitoring data). Therefore, an efficient local/distributed data processing algorithm is needed to ensure: (1) the extraction of precise and reliable values from noisy readings; (2) the detection of anomalies from data reported by sensors; and (3) the identification of outlier sensors in a WSN. Several works have been conducted to achieve these objectives using several techniques such as machine learning algorithms, mathematical modeling, and clustering. The purpose of this paper is to conduct a systematic literature review to report the available works on outlier and anomaly detection in WSNs. The paper highlights works conducted from January 2004 to October 2018. A total of 3520 papers are reviewed in the initial search process. Later, these papers are filtered by title, abstract, and contents, and a total of 117 papers are selected. These papers are examined to answer the defined research questions. The current paper presents an improved taxonomy of outlier detection techniques. This will help researchers and practitioners to find the most relevant and recent studies related to outlier detection in WSNs. Finally, the paper identifies existing gaps that future studies can fill.

Online Data Thinning via Multi-Subspace Tracking

In an era of ubiquitous large-scale streaming data, the availability of data far exceeds the capacity of expert human analysts. In many settings, such data is either discarded or stored unprocessed in data centers. This paper proposes a method of online data thinning, in which large-scale streaming datasets are winnowed to preserve unique, anomalous, or salient elements for timely expert analysis. At the heart of this proposed approach is an online anomaly detection method based on dynamic, low-rank Gaussian mixture models. Specifically, the high-dimensional covariance matrices associated with the Gaussian components are associated with low-rank models. According to this model, most observations lie near a union of subspaces. The low-rank modeling mitigates the curse of dimensionality associated with anomaly detection for high-dimensional data, and recent advances in subspace clustering and subspace tracking allow the proposed method to adapt to dynamic environments. Furthermore, the proposed method allows subsampling, is robust to missing data, and uses a mini-batch online optimization approach. The resulting algorithms are scalable, efficient, and are capable of operating in real time. Experiments on wide-area motion imagery and e-mail databases illustrate the efficacy of the proposed approach.

DDC-Outlier: Preventing Medication Errors Using Unsupervised Learning

Electronic health records have brought valuable improvements to hospital practices by integrating patient information. In fact, the understanding of these data can prevent mistakes that may put patients' lives at risk. Nonetheless, to the best of our knowledge, there are no previous studies addressing the automatic detection of outlier prescriptions, regarding dosage and frequency. In this paper, we propose an unsupervised method, called density-distance-centrality (DDC), to detect potential outlier prescriptions. A dataset with 563 thousand prescribed medications was used to assess our proposed approach against different state-of-the-art techniques for outlier detection. In the experiments, our approach achieves better results in the task of overdose and underdose detection in medical prescriptions, compared to other methods applied to this problem. Additionally, most of the false positive instances detected by our algorithm were potential prescriptions errors.

Detecting Sponsored Recommendations

With the vast number of items, Web pages, and news from which to choose, online services and customers both benefit tremendously from personalized recommender systems. Such systems additionally provide great opportunities for targeted advertisements by displaying ads alongside genuine recommendations. We consider a biased recommendation system in which such ads are displayed without any tags (disguised as genuine recommendations), rendering them indistinguishable to a single user. We ask whether it is possible for a small subset of collaborating users to detect such bias. We propose an algorithm that can detect this type of bias through statistical analysis on the collaborating users’ feedback. The algorithm requires only binary information indicating whether a user was satisfied with each of the recommended item or not. This makes the algorithm widely appealing to real-world issues such as identification of search engine bias and pharmaceutical lobbying. We prove that the proposed algorithm detects the bias with high probability for a broad class of recommendation systems when a sufficient number of users provides feedback on a sufficient number of recommendations. We provide extensive simulations with real datasets and practical recommender systems, which confirm the trade-offs in the theoretical guarantees.

Domain Anomaly Detection in Machine Perception: A System Architecture and Taxonomy

We address the problem of anomaly detection in machine perception. The concept of domain anomaly is introduced as distinct from the conventional notion of anomaly used in the literature. We propose a unified framework for anomaly detection which exposes the multifaceted nature of anomalies and suggest effective mechanisms for identifying and distinguishing each facet as instruments for domain anomaly detection. The framework draws on the Bayesian probabilistic reasoning apparatus which clearly defines concepts such as outlier, noise, distribution drift, novelty detection (object, object primitive), rare events, and unexpected events. Based on these concepts we provide a taxonomy of domain anomaly events. One of the mechanisms helping to pinpoint the nature of anomaly is based on detecting incongruence between contextual and noncontextual sensor(y) data interpretation. The proposed methodology has wide applicability. It underpins in a unified way the anomaly detection applications found in the literature. To illustrate some of its distinguishing features, in here the domain anomaly detection methodology is applied to the problem of anomaly detection for a video annotation system.