Sparse representation of multivariate extremes with applications to anomaly detection

Nicolas Goix; Anne Sabourin; Stéphan Clémençon

doi:10.1016/j.jmva.2017.06.010

Journal articles

Sparse representation of multivariate extremes with applications to anomaly detection

Nicolas Goix ¹ Anne Sabourin ¹ Stéphan Clémençon ^{2, 3}

1 LTCI - Laboratoire Traitement et Communication de l'Information

2 LTCI - Laboratoire Traitement et Communication de l'Information

3 IDS - Département Images, Données, Signal

Document type :

Journal articles

Domain :

Mathematics [math]

Statistics [stat] / Machine Learning [stat.ML]

Mathematics [math] / Statistics [math.ST]

Mathematics [math] / Probability [math.PR]

Complete list of metadata

https://hal.telecom-paris.fr/hal-02107523
Contributor : Stephan Clémençon Connect in order to contact the contributor
Submitted on : Tuesday, April 23, 2019 - 4:43:34 PM
Last modification on : Wednesday, November 3, 2021 - 8:11:57 AM

Sparse representation of multivariate extremes with applications to anomaly detection

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Sparse representation of multivariate extremes with applications to anomaly detection

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