A multivariate extreme value theory approach to anomaly clustering and visualization

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

zbMATH Keywords

visualizationclusteringanomaly detectionmultivariate extreme value theorymixture modellinggraph-mininglatent variable analysis

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Statistics of extreme values; tail inference (62G32)

Related Items (1)

Tail inverse regression: dimension reduction for prediction of extremes

Uses Software

• NetworkX
• UCI-ml
• Scikit
• ismev
• IsolationForest
• mystic

Cites Work

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• Statistics of Extremes
• A Mixture Model for Multivariate Extremes
• Heavy-Tail Phenomena
• An introduction to statistical modeling of extreme values

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