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