IEEE - Institute of Electrical and Electronics Engineers, Inc. - Novelty detection with multivariate Extreme Value Theory, part I: A numerical approach to multimodal estimation

2009 IEEE International Workshop on Machine Learning for Signal Processing (MLSP)

Author(s): Clifton, D.A. ; Hugueny, S. ; Tarassenko, L.
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 September 2009
Conference Location: Grenoble, France, France
Conference Date: 1 September 2009
Page(s): 1 - 6
ISBN (CD): 978-1-4244-4948-4
ISBN (Paper): 978-1-4244-4947-7
ISSN (CD): 1551-2541
DOI: 10.1109/MLSP.2009.5306231
Regular:

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... View More

Advertisement