Online Maritime Abnormality Detection Using Gaussian Processes and Extreme Value Theory. by Smith, M, Reece, S, Roberts, S, Rezek, I

“…This paper introduces a novelty detection technique using a combination of Gaussian Processes and extreme value theory to identify anomalous behaviour in streaming data. …”

Novelty detection with multivariate extreme value theory, part I: A numerical approach to multimodal estimation by Clifton, D, Hugueny, S, Tarassenko, L

“…Extreme Value Theory (EVT) describes the distribution of data considered extreme with respect to some generative distribution, effectively modelling the tails of that distribution. …”

Probabilistic patient monitoring using extreme value theory: A multivariate, multimodal methodology for detecting patient deterioration by Hugueny, S, Clifton, D, Tarassenko, L

“…We propose a principled, probabilistic method for combining vital signs into a multivariate model of patient state, using extreme value theory (EVT) to generate robust alarms if a patient's vital signs are deemed to have become sufficiently "extreme". …”

Characterizing the Variability and Extremes of the Stratospheric Polar Vortices Using 2D Moment Analysis by Mitchell, D, Charlton-Perez, A, Gray, L

“…The mean state, variability, and extreme variability of the stratospheric polar vortices, with an emphasis on the Northern Hemisphere (NH) vortex, are examined using two-dimensional moment analysis and extreme value theory (EVT). The use of moments as an analysis tool gives rise to information about the vortex area, centroid latitude, aspect ratio, and kurtosis. …”

Testing the assumptions behind importance sampling. by Koopman, S, Shephard, N, Creal, D

“…In this paper we use extreme value theory to empirically assess the appropriateness of this assumption. …”

Maritime abnormality detection using Gaussian processes by Smith, M, Reece, S, Roberts, S, Psorakis, I, Rezek, I

“…This paper introduces novelty detection techniques using a combination of Gaussian processes, extreme value theory and divergence measurement to identify anomalous behaviour in both streaming and batch data. …”

Novelty detection with multivariate extreme value statistics by Clifton, D, Hugueny, S, Tarassenko, L

“…If that model is composed of generative probability distributions, the extent of “normality” in the data space can be described using Extreme Value Theory (EVT), a branch of statistics concerned with describing the tails of distributions. …”

A joint Chow test for structural instability by Nielsen, B, Whitby, A

“…We then use results in extreme value theory to develop a new supremum version of the test, suitable for formal testing of structural instability with an unknown break-point. …”

Point process models for novelty detection on spatial point patterns and their extremes by Luca, SE, Pimentel, MAF, Watkinson, PJ, Clifton, DA

“…Moreover, for other multivariate distributions, an analytic approximation is obtained, by the use of extreme value theory, to model point patterns that occur in low-density regions as defined by X. …”