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math.ST2024
Topological Analysis for Detecting Anomalies (TADA) in Time Series
Frédéric Chazal, Martin Royer, Clément Levrard
This paper introduces new methodology based on the field of Topological Data Analysis for detecting anomalies in multivariate time series, that aims to detect global changes in the…
math.ST2022★ 3 cited
Optimal Reach Estimation and Metric Learning
Eddie Aamari, Clément Berenfeld, Clément Levrard
We study the estimation of the reach, an ubiquitous regularity parameter in manifold estimation and geometric data analysis. Given an i.i.d. sample over an unknown -dimensional…