A multivariate extreme value theory approach to anomaly clustering and visualization
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Publication:782638
DOI10.1007/s00180-019-00913-yzbMath1482.62007arXiv1907.07523OpenAlexW2963616143WikidataQ127493254 ScholiaQ127493254MaRDI QIDQ782638
Anne Sabourin, Maël Chiapino, Vincent Feuillard, Stéphan Clémençon
Publication date: 28 July 2020
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1907.07523
visualizationclusteringanomaly detectionmultivariate extreme value theorymixture modellinggraph-mininglatent variable analysis
Computational methods for problems pertaining to statistics (62-08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Statistics of extreme values; tail inference (62G32)
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