34 citations · 45 across the 3 of their papers we have counts for
4 papers
How to Evaluate the Quality of Unsupervised Anomaly Detection Algorithms?
Nicolas Goix
When sufficient labeled data are available, classical criteria based on Receiver Operating Characteristic (ROC) or Precision-Recall (PR) curves can be used to compare the performan…
Sparse Representation of Multivariate Extremes with Applications to Anomaly Ranking
Nicolas Goix, Anne Sabourin, Stéphan Clémençon
Extremes play a special role in Anomaly Detection. Beyond inference and simulation purposes, probabilistic tools borrowed from Extreme Value Theory (EVT), such as the angular measu…
Learning the dependence structure of rare events: a non-asymptotic study
Nicolas Goix, Anne Sabourin, Stéphan Clémençon
Assessing the probability of occurrence of extreme events is a crucial issue in various fields like finance, insurance, telecommunication or environmental sciences. In a multivaria…
On Anomaly Ranking and Excess-Mass Curves
Nicolas Goix, Anne Sabourin, Stéphan Clémençon
Learning how to rank multivariate unlabeled observations depending on their degree of abnormality/novelty is a crucial problem in a wide range of applications. In practice, it gene…