An extreme function theory for novelty detection

We introduce an extreme function theory as a novel method by which probabilistic novelty detection may be performed with functions, where the functions are represented by time-series of (potentially multivariate) discrete observations. We set the method within the framework of Gaussian processes (GP...

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Bibliographic Details
Main Authors: Clifton, D, Clifton, L, Hugueny, S, Wong, D, Tarassenko, L
Format: Journal article
Published: IEEE 2012