Novelty detection with multivariate extreme value theory, part I: A numerical approach to multimodal estimation

Novelty detection with multivariate extreme value theory, part I: A numerical approach to multimodal estimation

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Extreme Value Theory (EVT) describes the distribution of data considered extreme with respect to some generative distribution, effectively modelling the tails of that distribution. In novelty detection, or one-class classification, we wish to determine if data are "normal" with respect to...

书目详细资料
Main Authors:	Clifton, D, Hugueny, S, Tarassenko, L
格式:	Journal article
语言:	English
出版:	2009

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