Detecting Regions of Maximal Divergence for Spatio-Temporal Anomaly Detection

Automatic detection of anomalies in space- and time-varying measurements is an important tool in several fields, e.g., fraud detection, climate analysis, or healthcare monitoring. We present an algorithm for detecting anomalous regions in multivariate spatio-temporal time-series, which allows for spotting the interesting parts in large amounts of data, including video and text data. In opposition to existing techniques for detecting isolated anomalous data points, we propose the "Maximally Divergent Intervals" (MDI) framework for unsupervised detection of coherent spatial regions and time intervals characterized by a high Kullback-Leibler divergence compared with all other data given. In this regard, we define an unbiased Kullback-Leibler divergence that allows for ranking regions of different size and show how to enable the algorithm to run on large-scale data sets in reasonable time using an interval proposal technique. Experiments on both synthetic and real data from various domains, such as climate analysis, video surveillance, and text forensics, demonstrate that our method is widely applicable and a valuable tool for finding interesting events in different types of data.Comment: Accepted by TPAMI. Examples and code: https://cvjena.github.io/libmaxdiv

An overview of deep learning based methods for unsupervised and semi-supervised anomaly detection in videos

Videos represent the primary source of information for surveillance applications and are available in large amounts but in most cases contain little or no annotation for supervised learning. This article reviews the state-of-the-art deep learning based methods for video anomaly detection and categorizes them based on the type of model and criteria of detection. We also perform simple studies to understand the different approaches and provide the criteria of evaluation for spatio-temporal anomaly detection.Comment: 15 pages, double colum

Trajectory outlier detection: Algorithms, taxonomies, evaluation, and open challenges

acceptedVersio

Exploring the topical structure of short text through probability models : from tasks to fundamentals

Recent technological advances have radically changed the way we communicate. Today’s communication has become ubiquitous and it has fostered the need for information that is easier to create, spread and consume. As a consequence, we have experienced the shortening of text messages in mediums ranging from electronic mailing, instant messaging to microblogging. Moreover, the ubiquity and fast-paced nature of these mediums have promoted their use for unthinkable tasks. For instance, reporting real-world events was classically carried out by news reporters, but, nowadays, most interesting events are first disclosed on social networks like Twitter by eyewitness through short text messages. As a result, the exploitation of the thematic content in short text has captured the interest of both research and industry. Topic models are a type of probability models that have traditionally been used to explore this thematic content, a.k.a. topics, in regular text. Most popular topic models fall into the sub-class of LVMs (Latent Variable Models), which include several latent variables at the corpus, document and word levels to summarise the topics at each level. However, classical LVM-based topic models struggle to learn semantically meaningful topics in short text because the lack of co-occurring words within a document hampers the estimation of the local latent variables at the document level. To overcome this limitation, pooling and hierarchical Bayesian strategies that leverage on contextual information have been essential to improve the quality of topics in short text. In this thesis, we study the problem of learning semantically meaningful and predictive representations of text in two distinct phases: • In the first phase, Part I, we investigate the use of LVM-based topic models for the specific task of event detection in Twitter. In this situation, the use of contextual information to pool tweets together comes naturally. Thus, we first extend an existing clustering algorithm for event detection to use the topics learned from pooled tweets. Then, we propose a probability model that integrates topic modelling and clustering to enable the flow of information between both components. • In the second phase, Part II and Part III, we challenge the use of local latent variables in LVMs, specially when the context of short messages is not available. First of all, we study the evaluation of the generalization capabilities of LVMs like PFA (Poisson Factor Analysis) and propose unbiased estimation methods to approximate it. With the most accurate method, we compare the generalization of chordal models without latent variables to that of PFA topic models in short and regular text collections. In summary, we demonstrate that by integrating clustering and topic modelling, the performance of event detection techniques in Twitter is improved due to the interaction between both components. Moreover, we develop several unbiased likelihood estimation methods for assessing the generalization of PFA and we empirically validate their accuracy in different document collections. Finally, we show that we can learn chordal models without latent variables in text through Chordalysis, and that they can be a competitive alternative to classical topic models, specially in short text.Els avenços tecnològics han canviat radicalment la forma que ens comuniquem. Avui en dia, la comunicació és ubiqua, la qual cosa fomenta l’ús de informació fàcil de crear, difondre i consumir. Com a resultat, hem experimentat l’escurçament dels missatges de text en diferents medis de comunicació, des del correu electrònic, a la missatgeria instantània, al microblogging. A més de la ubiqüitat, la naturalesa accelerada d’aquests medis ha promogut el seu ús per tasques fins ara inimaginables. Per exemple, el relat d’esdeveniments era clàssicament dut a terme per periodistes a peu de carrer, però, en l’actualitat, el successos més interessants es publiquen directament en xarxes socials com Twitter a través de missatges curts. Conseqüentment, l’explotació de la informació temàtica del text curt ha atret l'interès tant de la recerca com de la indústria. Els models temàtics (o topic models) són un tipus de models de probabilitat que tradicionalment s’han utilitzat per explotar la informació temàtica en documents de text. Els models més populars pertanyen al subgrup de models amb variables latents, els quals incorporen varies variables a nivell de corpus, document i paraula amb la finalitat de descriure el contingut temàtic a cada nivell. Tanmateix, aquests models tenen dificultats per aprendre la semàntica en documents curts degut a la manca de coocurrència en les paraules d’un mateix document, la qual cosa impedeix una correcta estimació de les variables locals. Per tal de solucionar aquesta limitació, l’agregació de missatges segons el context i l’ús d’estratègies jeràrquiques Bayesianes són essencials per millorar la qualitat dels temes apresos. En aquesta tesi, estudiem en dos fases el problema d’aprenentatge d’estructures semàntiques i predictives en documents de text: En la primera fase, Part I, investiguem l’ús de models temàtics amb variables latents per la detecció d’esdeveniments a Twitter. En aquest escenari, l’ús del context per agregar tweets sorgeix de forma natural. Per això, primer estenem un algorisme de clustering per detectar esdeveniments a partir dels temes apresos en els tweets agregats. I seguidament, proposem un nou model de probabilitat que integra el model temàtic i el de clustering per tal que la informació flueixi entre ambdós components. En la segona fase, Part II i Part III, qüestionem l’ús de variables latents locals en models per a text curt sense context. Primer de tot, estudiem com avaluar la capacitat de generalització d’un model amb variables latents com el PFA (Poisson Factor Analysis) a través del càlcul de la likelihood. Atès que aquest càlcul és computacionalment intractable, proposem diferents mètodes d estimació. Amb el mètode més acurat, comparem la generalització de models chordals sense variables latents amb la del models PFA, tant en text curt com estàndard. En resum, demostrem que integrant clustering i models temàtics, el rendiment de les tècniques de detecció d’esdeveniments a Twitter millora degut a la interacció entre ambdós components. A més a més, desenvolupem diferents mètodes d’estimació per avaluar la capacitat generalizadora dels models PFA i validem empíricament la seva exactitud en diverses col·leccions de text. Finalment, mostrem que podem aprendre models chordals sense variables latents en text a través de Chordalysis i que aquests models poden ser una bona alternativa als models temàtics clàssics, especialment en text curt.Postprint (published version

Foundational principles for large scale inference: Illustrations through correlation mining

When can reliable inference be drawn in the "Big Data" context? This paper presents a framework for answering this fundamental question in the context of correlation mining, with implications for general large scale inference. In large scale data applications like genomics, connectomics, and eco-informatics the dataset is often variable-rich but sample-starved: a regime where the number $n$ of acquired samples (statistical replicates) is far fewer than the number $p$ of observed variables (genes, neurons, voxels, or chemical constituents). Much of recent work has focused on understanding the computational complexity of proposed methods for "Big Data." Sample complexity however has received relatively less attention, especially in the setting when the sample size $n$ is fixed, and the dimension $p$ grows without bound. To address this gap, we develop a unified statistical framework that explicitly quantifies the sample complexity of various inferential tasks. Sampling regimes can be divided into several categories: 1) the classical asymptotic regime where the variable dimension is fixed and the sample size goes to infinity; 2) the mixed asymptotic regime where both variable dimension and sample size go to infinity at comparable rates; 3) the purely high dimensional asymptotic regime where the variable dimension goes to infinity and the sample size is fixed. Each regime has its niche but only the latter regime applies to exa-scale data dimension. We illustrate this high dimensional framework for the problem of correlation mining, where it is the matrix of pairwise and partial correlations among the variables that are of interest. We demonstrate various regimes of correlation mining based on the unifying perspective of high dimensional learning rates and sample complexity for different structured covariance models and different inference tasks