NDLI: Novelty detection with multivariate Extreme Value Theory, part II: An analytical approach to unimodal estimation

Content Provider	IEEE Xplore Digital Library
Author	Hugueny, S. Clifton, D.A. Tarassenko, L.
Copyright Year	2009
Description	Author affiliation: Institute of Biomedical Engineering, Department of Engineering Science, University of Oxford, Roosevelt Drive, OX3 7DQ, UK (Hugueny, S.; Clifton, D.A.; Tarassenko, L.)
Abstract	Extreme Value Theory (EVT) describes the distribution of data considered extreme with respect to some generative distribution, effectively modelling the tails of that distribution. In novelty detection, we wish to determine if data are “normal” with respect to some model of normality. If that model consists of generative distributions, then EVT is appropriate for describing the behaviour of extrema generated from the model, and can be used to separate “normal” areas from “abnormal” areas of feature space in a principled manner. In a companion paper, we show that existing work in the use of EVT for novelty detection does not accurately describe the extrema of multimodal, multivariate distributions and propose a numerical method for overcoming such problems. In this paper, we introduce an analytical approach to obtain closed-form solutions for the extreme value distributions of multivariate Gaussian distributions and present an application to vital-sign monitoring.
Starting Page	1
Ending Page	6
File Size	2447241
Page Count	6
File Format	PDF
ISBN	9781424449477
ISSN	15512541
DOI	10.1109/MLSP.2009.5306228
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2009-09-01
Publisher Place	France
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Biomedical engineering Gaussian distribution Biomedical monitoring Probability distribution Machine learning Statistical distributions Patient monitoring Condition monitoring Yield estimation Data engineering
Content Type	Text
Resource Type	Article

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4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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