Automatic Bayesian Density Analysis

Making sense of a dataset in an automatic and unsupervised fashion is a challenging problem in statistics and AI. Classical approaches for {exploratory data analysis} are usually not flexible enough to deal with the uncertainty inherent to real-world data: they are often restricted to fixed latent interaction models and homogeneous likelihoods; they are sensitive to missing, corrupt and anomalous data; moreover, their expressiveness generally comes at the price of intractable inference. As a result, supervision from statisticians is usually needed to find the right model for the data. However, since domain experts are not necessarily also experts in statistics, we propose Automatic Bayesian Density Analysis (ABDA) to make exploratory data analysis accessible at large. Specifically, ABDA allows for automatic and efficient missing value estimation, statistical data type and likelihood discovery, anomaly detection and dependency structure mining, on top of providing accurate density estimation. Extensive empirical evidence shows that ABDA is a suitable tool for automatic exploratory analysis of mixed continuous and discrete tabular data.Comment: In proceedings of the Thirty-Third AAAI Conference on Artificial Intelligence (AAAI-19

Intelligent Financial Fraud Detection Practices: An Investigation

Financial fraud is an issue with far reaching consequences in the finance industry, government, corporate sectors, and for ordinary consumers. Increasing dependence on new technologies such as cloud and mobile computing in recent years has compounded the problem. Traditional methods of detection involve extensive use of auditing, where a trained individual manually observes reports or transactions in an attempt to discover fraudulent behaviour. This method is not only time consuming, expensive and inaccurate, but in the age of big data it is also impractical. Not surprisingly, financial institutions have turned to automated processes using statistical and computational methods. This paper presents a comprehensive investigation on financial fraud detection practices using such data mining methods, with a particular focus on computational intelligence-based techniques. Classification of the practices based on key aspects such as detection algorithm used, fraud type investigated, and success rate have been covered. Issues and challenges associated with the current practices and potential future direction of research have also been identified.Comment: Proceedings of the 10th International Conference on Security and Privacy in Communication Networks (SecureComm 2014

Event detection in location-based social networks

With the advent of social networks and the rise of mobile technologies, users have become ubiquitous sensors capable of monitoring various real-world events in a crowd-sourced manner. Location-based social networks have proven to be faster than traditional media channels in reporting and geo-locating breaking news, i.e. Osama Bin Laden’s death was first confirmed on Twitter even before the announcement from the communication department at the White House. However, the deluge of user-generated data on these networks requires intelligent systems capable of identifying and characterizing such events in a comprehensive manner. The data mining community coined the term, event detection , to refer to the task of uncovering emerging patterns in data streams . Nonetheless, most data mining techniques do not reproduce the underlying data generation process, hampering to self-adapt in fast-changing scenarios. Because of this, we propose a probabilistic machine learning approach to event detection which explicitly models the data generation process and enables reasoning about the discovered events. With the aim to set forth the differences between both approaches, we present two techniques for the problem of event detection in Twitter : a data mining technique called Tweet-SCAN and a machine learning technique called Warble. We assess and compare both techniques in a dataset of tweets geo-located in the city of Barcelona during its annual festivities. Last but not least, we present the algorithmic changes and data processing frameworks to scale up the proposed techniques to big data workloads.This work is partially supported by Obra Social “la Caixa”, by the Spanish Ministry of Science and Innovation under contract (TIN2015-65316), by the Severo Ochoa Program (SEV2015-0493), by SGR programs of the Catalan Government (2014-SGR-1051, 2014-SGR-118), Collectiveware (TIN2015-66863-C2-1-R) and BSC/UPC NVIDIA GPU Center of Excellence.We would also like to thank the reviewers for their constructive feedback.Peer ReviewedPostprint (author's final draft