activity
20182020
most citedInnovative And Additive Outlier Robust Kalman Filtering With A Robust Particle Filter

3 citations · 4 across the 4 of their papers we have counts for

collaborators

10 papers

stat.ME2020

Scalable changepoint and anomaly detection in cross-correlated data with an application to condition monitoring

Martin Tveten, Idris A. Eckley, Paul Fearnhead

Motivated by a condition monitoring application arising from subsea engineering we derive a novel, scalable approach to detecting anomalous mean structure in a subset of correlated…

stat.ME20201 cited

Real Time Anomaly Detection And Categorisation

Alexander T. M. Fisch, Lawrence Bardwell, Idris A. Eckley

The ability to quickly and accurately detect anomalous structure within data sequences is an inference challenge of growing importance. This work extends recently proposed post-hoc…

stat.ME20203 cited

Innovative And Additive Outlier Robust Kalman Filtering With A Robust Particle Filter

Alexander T. M. Fisch, Idris A. Eckley, P. Fearnhead

In this paper, we propose CE-BASS, a particle mixture Kalman filter which is robust to both innovative and additive outliers, and able to fully capture multi-modality in the distri…

stat.ME2020

A novel change point approach for the detection of gas emission sources using remotely contained concentration data

Idris Eckley, Claudia Kirch, Silke Weber

Motivated by an example from remote sensing of gas emission sources, we derive two novel change point procedures for multivariate time series where, in contrast to classical change…

stat.ME2019

Subset Multivariate Collective And Point Anomaly Detection

Alexander T M Fisch, Idris A Eckley, Paul Fearnhead

In recent years, there has been a growing interest in identifying anomalous structure within multivariate data streams. We consider the problem of detecting collective anomalies, c…

stat.ML2019

Subspace Clustering of Very Sparse High-Dimensional Data

Hankui Peng, Nicos Pavlidis, Idris Eckley +1

In this paper we consider the problem of clustering collections of very short texts using subspace clustering. This problem arises in many applications such as product categorisati…