no code implementations • 22 Jan 2016 • Jonathan Root, Venkatesh Saligrama, Jing Qian
We propose a non-parametric anomaly detection algorithm for high dimensional data.
no code implementations • 6 Feb 2015 • Jing Qian, Jonathan Root, Venkatesh Saligrama
We propose a non-parametric anomaly detection algorithm for high dimensional data.
no code implementations • 2 May 2014 • Jing Qian, Jonathan Root, Venkatesh Saligrama, Yu-Ting Chen
The resulting anomaly detector is shown to be asymptotically optimal and adaptive in that for any false alarm rate alpha, its decision region converges to the alpha-percentile level set of the unknown underlying density.