Journal article
Novelty detection with multivariate extreme value theory, part I: A numerical approach to multimodal estimation
- Abstract:
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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 some model of normality. If that model consists of generative distributions, then EVT is appropriate for describing the behaviour of extremes generated from the model, and can be used to determine the locati...
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- Publisher copy:
- 10.1109/MLSP.2009.5306231
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Bibliographic Details
- Journal:
- Machine Learning for Signal Processing XIX - Proceedings of the 2009 IEEE Signal Processing Society Workshop, MLSP 2009
- Publication date:
- 2009-01-01
- DOI:
- Source identifiers:
-
298767
Item Description
- Language:
- English
- Pubs id:
-
pubs:298767
- UUID:
-
uuid:83b0f9ba-daa6-41dc-8ec1-4ea2e9c39ab7
- Local pid:
- pubs:298767
- Deposit date:
- 2013-11-17
Terms of use
- Copyright date:
- 2009
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