A multivariate extreme value theory approach to anomaly clustering and visualization

DOI10.1007/s00180-019-00913-yzbMath1482.62007arXiv1907.07523MaRDI QIDQ782638

Stéphan Clémençon, Anne Sabourin, Maël Chiapino, Vincent Feuillard

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

visualization; clustering; anomaly detection; multivariate extreme value theory; mixture modelling; graph-mining; latent variable analysis

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62H30: Classification and discrimination; cluster analysis (statistical aspects)

62G32: Statistics of extreme values; tail inference

Uses Software

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