A COMPARISON OF APPROACHES TO MULTIVARIATE EXTREME VALUE THEORY FOR NOVELTY DETECTION

Novelty detection, one-class classification, or outlier detection, is typically employed for analysing signals when few examples of "abnormal" data are available, such that a multi-class approach cannot be taken. Multivariate, multimodal density estimation can be used to construct a model...

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Bibliographic Details
Main Authors: Clifton, D, Hugueny, S, Tarassenko, L, IEEE
Format: Conference item
Published: 2009