Extreme value theory for anomaly detection – the GPD classifier

The Extreme Value Machine

(2018) Ethan M. Rudd et al.   IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE

Sparse representation of multivariate extremes with applications to anomaly detection

(2017) Nicolas Goix et al.   JOURNAL OF MULTIVARIATE ANALYSIS

Estimation of extreme depth-based quantile regions

(2016) Yi He et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Bridging centrality and extremity: Refining empirical data depth using extreme value statistics

(2015) John H. J. Einmahl et al.   ANNALS OF STATISTICS

A review of novelty detection

(2014) Marco A.F. Pimentel et al.   SIGNAL PROCESSING

One class random forests

(2013) Chesner Désir et al.   PATTERN RECOGNITION

Isolation-Based Anomaly Detection

(2012) Fei Tony Liu et al.   ACM Transactions on Knowledge Discovery from Data

Estimation of extreme risk regions under multivariate regular variation

(2011) Juan-Juan Cai et al.   ANNALS OF STATISTICS

Meta-Recognition: The Theory and Practice of Recognition Score Analysis

(2011) W J Scheirer et al.   IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE

Anomaly detection

(2009) Varun Chandola et al.   ACM COMPUTING SURVEYS