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Thesis.bib~
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@inproceedings{AISTAT16,
title={Sparse Representation of Multivariate Extremes with Applications to Anomaly Ranking},
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@inproceedings{COLT15,
title={Learning the dependence structure of rare events: a non-asymptotic study},
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@inproceedings{AISTAT15,
title={On Anomaly Ranking and Excess-Mass Curves},
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booktitle={Proceedings of the 18th International Conference on Artificial Intelligence and Statistics},
pages={287–295},
year={2015},
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@incollection{McDiarmid98,
year={1998},
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language={English}
}
@book{Vapnik74,
author = {Vapnik, V. and Chervonenkis, A.},
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year = 1974
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@book{BLM2013,
Author = {Boucheron, S. and Lugosi, G. and Massart, P.},
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@article{Anthony93,
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@incollection{Bousquet04,
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publisher={Springer Berlin Heidelberg},
author={Bousquet, O. and Boucheron, S. and Lugosi, G.},
language={English}
}
@ARTICLE{BBL05,
author={Boucheron, S. and Bousquet, O. and Lugosi, G.},
year={2005},
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pages={323--375}
}
@article{Wellner78,
year={1978},
journal={Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete},
volume={45},
number={1},
title={Limit theorems for the ratio of the empirical distribution function to the true distribution function},
publisher={Springer-Verlag},
author={Wellner, JA.},
pages={73-88},
language={English}
}
@book{Devroye96,
title={A Probabilistic Theory of Pattern Recognition},
author={Devroye, L. and Gy{\"o}rfi, L. and Lugosi, G.},
series={Applications of mathematics : stochastic modelling and applied probability},
year={1996},
publisher={U.S. Government Printing Office}
}
@article{Kolt06,
author={V. Koltchinskii},
year={2006},
title={Local {R}ademacher complexities and oracle inequalities in risk minimization (with discussion)},
journal={The Annals of Statistics},
volume={34},
pages={2593--2706}
}
@article{Scholkopf2001,
title={Estimating the support of a high-dimensional distribution},
author={Sch{\"o}lkopf, Bernhard and Platt, John C and Shawe-Taylor, John and Smola, Alex J and Williamson, Robert C},
journal={Neural computation},
volume={13},
number={7},
pages={1443--1471},
year={2001},
publisher={MIT Press}
}
@article{Scott2006,
title={Learning minimum volume sets},
author={Scott, Clayton D and Nowak, Robert D},
journal={The Journal of Machine Learning Research},
volume={7},
pages={665--704},
year={2006},
publisher={JMLR. org}
}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% EXTREMES %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
@article{Fougeres2015,
title={Bias correction in multivariate extremes},
author={Fougeres, A.-L. and De Haan, L. and Mercadier, C.},
journal={The Annals of Statistics},
volume={43},
number={2},
pages={903--934},
year={2015},
publisher={Institute of Mathematical Statistics}
}
@Comment{Beirlant2015,
@Comment title={Bias-corrected estimation of stable tail dependence function},
@Comment author={Beirlant, J. and Escobar-Bach, M. and Goegebeur, Y. and Guillou, A.}
@Comment }
@article{Beirlant2015,
title = {Bias-corrected estimation of stable tail dependence function},
author = {Beirlant, Jan and Escobar-Bach, Mikael and Goegebeur, Yuri and Guillou, Armelle},
journal = {https://hal.archives-ouvertes.fr/hal-01115538},
year = {2015},
month ={Feb}
}
@ARTICLE {Embrechts2000,
author = "Embrechts, P. and de Haan, L. and Huang, X.",
title = "Modelling Multivariate Extremes",
journal = "Extremes and Integrated Risk Management (Ed. P. Embrechts)",
year = "2000",
volume = "RISK Books",
number = "59-67",
}
@article{Stephenson2003,
title={Simulating multivariate extreme value distributions of logistic type},
author={Stephenson, Alec},
journal={Extremes},
volume={6},
number={1},
pages={49--59},
year={2003},
publisher={Springer}
}
@article{stephenson2009high,
title={High-Dimensional Parametric Modelling of Multivariate Extreme Events},
author={Stephenson, A.G.},
journal={Australian \& New Zealand Journal of Statistics},
volume={51},
number={1},
pages={77--88},
year={2009},
publisher={Wiley-Blackwell}
}
@article{Tawn90,
title={Modelling multivariate extreme value distributions},
author={Tawn, JA},
journal={Biometrika},
volume={77},
number={2},
pages={245--253},
year={1990},
publisher={Biometrika Trust}
}
@article{Drees98,
author = {Drees, H. and Huang, X.},
title = {Best Attainable Rates of Convergence for Estimators of the Stable Tail Dependence Function},
journal = {J. Multivar. Anal.},
issue_date = {Jan., 1998},
volume = {64},
number = {1},
month = jan,
year = {1998},
pages = {25--47},
publisher = {Academic Press, Inc.},
address = {Orlando, FL, USA},
}
@article{Einmahl2012,
author = "Einmahl, J. H. J. and Krajina, A. and Segers, J.",
fjournal = "The Annals of Statistics",
journal = "Ann. Statist.",
pages = "1764--1793",
publisher = "The Institute of Mathematical Statistics",
title = "An M-estimator for tail dependence in arbitrary dimensions",
volume = "40",
year = "2012"
}
@article{ELL2009,
author = {Einmahl, J. H. J. and Li, J. and Liu, R. Y.},
title = {Thresholding Events of Extreme in Simultaneous Monitoring of Multiple Risks},
journal = {Journal of the American Statistical Association},
volume = {104},
number = {487},
pages = {982-992},
year = {2009},
}
@article{Hill1975,
author = "Hill, B. M.",
fjournal = "The Annals of Statistics",
journal = "Ann. Statist.",
month = "09",
number = "5",
pages = "1163--1174",
publisher = "The Institute of Mathematical Statistics",
title = "A Simple General Approach to Inference About the Tail of a Distribution",
volume = "3",
year = "1975"
}
@article{Smith1987,
author = "Smith, R. L.",
fjournal = "The Annals of Statistics",
journal = "Ann. Statist.",
month = "09",
number = "3",
pages = "1174--1207",
publisher = "The Institute of Mathematical Statistics",
title = "Estimating Tails of Probability Distributions",
volume = "15",
year = "1987"
}
@article{BVT1996,
author = {Beirlant, J. and Vynckier, P. and Teugels, J. L.},
title = {Tail Index Estimation, Pareto Quantile Plots Regression Diagnostics},
journal = {Journal of the American Statistical Association},
volume = {91},
number = {436},
pages = {1659-1667},
year = {1996},
}
@article{DEd1989,
author = "Dekkers, A. L. M. and Einmahl, J. H. J. and de Haan, L. ",
fjournal = "The Annals of Statistics",
journal = "Ann. Statist.",
month = "12",
number = "4",
pages = "1833--1855",
publisher = "The Institute of Mathematical Statistics",
title = "A Moment Estimator for the Index of an Extreme-Value Distribution",
volume = "17",
year = "1989"
}
@article{dR1977,
year={1977},
journal={Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete},
volume={40},
number={4},
title={Limit theory for multivariate sample extremes},
publisher={Springer-Verlag},
author={de Haan, L. and Resnick, S.I.},
pages={317-337},
language={English}
}
@article{Einmahl2006,
author = "Einmahl, J. H. J. and de Haan, L. and Li, D.",
fjournal = "The Annals of Statistics",
journal = "Ann. Statist.",
month = "08",
number = "4",
pages = "1987--2014",
publisher = "The Institute of Mathematical Statistics",
title = "Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition",
volume = "34",
year = "2006"
}
@book{Resnick1987,
Author = {Resnick, S.},
Publisher = {Springer Series in Operations Research and Financial Engineering},
Title = {Extreme Values, Regular Variation, and Point Processes},
Year = {1987}
}
@article{deHaan1996,
title={Second-order regular variation and rates of convergence in extreme-value theory},
author={de Haan, L. and Resnick, S.},
journal={The Annals of Probability},
pages={97--124},
year={1996},
publisher={JSTOR}
}
@book{dHF06,
author = {de Haan, L. and Ferreira, A.},
note = {An introduction},
publisher = {Springer},
series = {Springer Series in Operations Research and Financial Engineering},
title = {Extreme value theory},
year = {2006},
}
@book{BGTS04,
author = {Beirlant, J. and Goegebeur, Y. and Teugels, J. and Segers, J.},
publisher = {Wiley},
series = {Wiley Series in Probability and Statistics},
title = {Statistics of Extremes: Theory and Applications},
year = {2004},
}
@book{Coles2001,
address = {London},
author = {Coles, S.},
publisher = {Springer-Verlag},
series = {Springer Series in Statistics},
title = {An introduction to statistical modeling of extreme values},
year = 2001
}
@article{coles1991modeling,
Author = {Coles, SG and Tawn, JA},
Journal = {JR Statist. Soc. B},
Pages = {377--392},
Title = {Modeling extreme multivariate events},
Volume = {53},
Year = {1991}}
@article{cooley2010pairwise,
title={The pairwise beta distribution: A flexible parametric multivariate model for extremes},
author={Cooley, D. and Davis, R.A. and Naveau, P.},
journal={Journal of Multivariate Analysis},
volume={101},
number={9},
pages={2103--2117},
year={2010},
publisher={Elsevier}
}
@article{Qi97,
year={1997},
journal={Acta Mathematicae Applicatae Sinica},
volume={13},
number={2},
title={Almost sure convergence of the stable tail empirical dependence function in multivariate extreme statistics},
publisher={Springer-Verlag},
keywords={Multivariate extreme value; stable tail empirical dependence function; almost sure convergence},
author={Qi, Y.},
pages={167-175},
}
@misc{Huangphd,
title = "Statistics of Bivariate Extreme Values",
booktitle={PhD thesis},
author = "Huang, X.",
publisher = "Erasmus University",
address = "Rotterdam",
year = 1992
}
@article{sabourinNaveau2012,
title = "Bayesian Dirichlet mixture model for multivariate extremes: A re-parametrization ",
journal = "Computational Statistics \& Data Analysis ",
author = "Anne Sabourin and Philippe Naveau",
year = "2012"
}
@article{fougeres2009models,
title={Models for dependent extremes using stable mixtures},
author={Foug{\`e}res, Anne-Laure and Nolan, John P and Rootz{\'e}n, Holger},
journal={Scandinavian Journal of Statistics},
volume={36},
number={1},
pages={42--59},
year={2009},
publisher={Wiley Online Library}
}
@book{finkenstadt2003extreme,
title={Extreme values in finance, telecommunications, and the environment},
author={Finkenstadt, Barbel and Rootz{\'e}n, Holger},
year={2003},
publisher={CRC Press}
}
@article{Segers12,
author = {Segers, J.},
journal = {REVSTAT - Statistical Journal},
keywords = {Extremes Extremes:multivariate maxstable},
number = 1,
pages = {61--82},
title = {Max-stable models for multivariate extremes},
volume = 10,
year = 2012
}
@article{smith2003statistics,
title={Statistics of extremes, with applications in environment, insurance and finance, chap 1},
author={Smith, RL},
journal={Statistical analysis of extreme values: with applications to insurance, finance, hydrology, and other fields. Birkh{\"a}user, Basel},
year={2003}
}
@book{Falk94,
address = {Boston},
author = {Falk, M. and Huesler, J. and Reiss, R. D.},
publisher = {Birkhauser},
title = {{Laws of Small Numbers: Extremes and Rare Events}},
year = {1994}
}
@article{Einmahl2009,
title={Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution},
author={Einmahl, J. H. J. and Segers, J.},
journal={The Annals of Statistics},
pages={2953--2989},
year={2009},
publisher={JSTOR}
}
@article{Einmahl2001,
title={Nonparametric estimation of the spectral measure of an extreme value distribution},
author={Einmahl, John HJ and de Haan, Laurens and Piterbarg, Vladimir I},
journal={Annals of Statistics},
pages={1401--1423},
year={2001},
publisher={JSTOR}
}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% ANOMALY DETECTION %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% with EVT
@ARTICLE{Roberts99,
author={Roberts, S.J.},
journal={Vision, Image and Signal Processing, IEE Proceedings -},
title={Novelty detection using extreme value statistics},
year={1999},
month={Jun},
volume={146},
number={3},
pages={124-129},
}
@INPROCEEDINGS{Roberts2000,
author={Roberts, S.J.},
booktitle={Advances in Medical Signal and Information Processing, 2000. First International Conference on (IEE Conf. Publ. No. 476)},
title={Extreme value statistics for novelty detection in biomedical signal processing},
year={2000},
month={},
pages={166-172},
}
@article{Clifton2011,
title={Novelty detection with multivariate extreme value statistics},
author={Clifton, David Andrew and Hugueny, Samuel and Tarassenko, Lionel},
journal={Journal of signal processing systems},
volume={65},
number={3},
pages={371--389},
year={2011},
publisher={Springer}
}
@inproceedings{Lee2008,
title={On-line novelty detection using the Kalman filter and extreme value theory},
author={Lee, H.J. and Roberts, S.J.},
booktitle={Pattern Recognition, 2008. ICPR 2008. 19th International Conference on},
pages={1--4},
year={2008},
}
@inproceedings{Clifton2008,
title={Bayesian extreme value statistics for novelty detection in gas-turbine engines},
author={Clifton, D.A. and Tarassenko, L. and McGrogan, N. and King, D. and King, S. and Anuzis, P.},
booktitle={Aerospace Conference, 2008 IEEE},
pages={1--11},
year={2008},
}
@article{Broadwater2010,
title={Adaptive threshold estimation via extreme value theory},
author={Broadwater, J.B. and Chellappa, R.},
journal={Signal Processing, IEEE Transactions on},
volume={58},
number={2},
pages={490--500},
year={2010},
publisher={IEEE}
}
%surveys:
@article{Hodge2004survey,
title={A survey of outlier detection methodologies},
author={Hodge, V.J. and Austin, J.},
journal={Artificial Intelligence Review},
volume={22},
number={2},
pages={85--126},
year={2004},
publisher={Springer}
}
@article{Chandola2009survey,
title={Anomaly detection: A survey},
author={Chandola, V. and Banerjee, A. and Kumar, V.},
journal={ACM Computing Surveys (CSUR)},
volume={41},
number={3},
pages={15},
year={2009},
publisher={ACM}
}
@article{Markou2003survey,
title={Novelty detection: a review—part 1: statistical approaches},
author={Markou, M. and Singh, S.},
journal={Signal processing},
volume={83},
number={12},
pages={2481--2497},
year={2003},
publisher={Elsevier}
}
@article{Patcha2007survey,
title={An overview of anomaly detection techniques: Existing solutions and latest technological trends},
author={Patcha, A. and Park, J.M.},
journal={Computer Networks},
volume={51},
number={12},
pages={3448--3470},
year={2007},
publisher={Elsevier}
}
%statistical approaches:
@book{Barnett94,
title={Outliers in statistical data},
author={Barnett, V. and Lewis, T.},
volume={3},
year={1994},
publisher={Wiley New York}
}
@book{Hawkins1980,
title={Identification of outliers},
author={Hawkins, D.M.},
volume={11},
year={1980},
publisher={Springer}
}
@inproceedings{Eskin2000,
title={Anomaly Detection over Noisy Data using Learned Probability Distributions},
author={Eskin, E.},
booktitle={Proceedings of the Seventeenth International Conference on Machine Learning},
pages={255--262},
year={2000},
}
@article{Desforges1998,
title={Applications of probability density estimation to the detection of abnormal conditions in engineering},
author={Desforges, M.J. and Jacob, P.J. and Cooper, J.E.},
journal={Proceedings of the Institution of Mechanical Engineers, Part C: Journal of Mechanical Engineering Science},
volume={212},
number={8},
pages={687--703},
year={1998},
publisher={SAGE Publications}
}
% distance-based algo (part of kNN approaches)
@inproceedings{Knorr98,
title={Algorithms for mining distance-based outliers in large datasets},
author={Knorr, E.M. and Ng, R.T.},
booktitle={Proceedings of the International Conference on Very Large Data Bases},
pages={392--403},
year={1998},
}
@article{Knorr2000,
title={Distance-based outliers: algorithms and applications},
author={Knorr, E.M. and Ng, R.T. and Tucakov, V.},
journal={The VLDB Journal—The International Journal on Very Large Data Bases},
volume={8},
number={3-4},
pages={237--253},
year={2000},
publisher={Springer-Verlag New York, Inc.}
}
% local-density-based: (part of kNN approaches)
@inproceedings{Breunig2000LOF,
title={LOF: identifying density-based local outliers},
author={Breunig, M.M. and Kriegel, H.P. and Ng, R.T. and Sander, J.},
booktitle={ACM sigmod record},
volume={29},
number={2},
pages={93--104},
year={2000},
}
@incollection{Breunig99LOF,
title={Optics-of: Identifying local outliers},
author={Breunig, M.M. and Kriegel, H.P. and Ng, R.T. and Sander, J.},
booktitle={Principles of data mining and knowledge discovery},
pages={262--270},
year={1999},
publisher={Springer}
}
@incollection{Tang2002enhancing,
title={Enhancing effectiveness of outlier detections for low density patterns},
author={Tang, J. and Chen, Z. and Fu, A.W.C. and Cheung, D.W.},
booktitle={Advances in Knowledge Discovery and Data Mining},
pages={535--548},
year={2002},
publisher={Springer}
}
@inproceedings{Papadimitriou2003loci,
title={Loci: Fast outlier detection using the local correlation integral},
author={Papadimitriou, S. and Kitagawa, H. and Gibbons, P.B. and Faloutsos, C.},
booktitle={Data Engineering, 2003. Proceedings. 19th International Conference on},
pages={315--326},
year={2003},
}
@inproceedings{Hautamaki2004,
title={Outlier Detection Using k-Nearest Neighbour Graph.},
author={Hautam{\"a}ki, V. and K{\"a}rkk{\"a}inen, I. and Fr{\"a}nti, P.},
booktitle={ICPR (3)},
pages={430--433},
year={2004}
}
% 3 algo inside : cluster-based- kNN(distance based) - SVM:
@incollection{Eskin2002geometric,
title={A geometric framework for unsupervised anomaly detection},
author={Eskin, E. and Arnold, A. and Prerau, M. and Portnoy, L. and Stolfo, S.},
booktitle={Applications of data mining in computer security},
pages={77--101},
year={2002},
publisher={Springer}
}
%others:
%%Aggarwal&Yu:
@inproceedings{Aggarwal2001,
title={Outlier detection for high dimensional data},
author={Aggarwal, C.C. and Yu, P.S.},
booktitle={ACM Sigmod Record},
volume={30},
pages={37--46},
year={2001},
}
%%angle-based:
@inproceedings{Kriegel2008,
title={Angle-based outlier detection in high-dimensional data},
author={Kriegel, H.P. and Schubert, M. and Zimek, A.},
booktitle={Proceedings of the 14th ACM SIGKDD international conference on Knowledge discovery and data mining},
pages={444--452},
year={2008},
}
%%IsolationForest:
@inproceedings{Liu2008,
title={Isolation Forest},
author={Liu, F.T. and Ting, K.M. and Zhou, Z.H.},
booktitle={Data Mining, 2008. ICDM'08. Eighth IEEE International Conference on},
pages={413--422},
year={2008},
}
%%Spectral-bases
@techreport{Shyu2003,
title={A novel anomaly detection scheme based on principal component classifier},
author={Shyu, M.L. and Chen, S.C. and Sarinnapakorn, K. and Chang, L.},
year={2003},
institution={DTIC Document}
}
@incollection{Wang2004,
title={A novel intrusion detection method based on principle component analysis in computer security},
author={Wang, W. and Guan, X. and Zhang, X.},
booktitle={Advances in Neural Networks-ISNN 2004},
pages={657--662},
year={2004},
publisher={Springer}
}%citation 50
@inproceedings{Wang2006,
title={Identifying intrusions in computer networks with principal component analysis},
author={Wang, W. and Battiti, R.},
booktitle={Availability, Reliability and Security, 2006. ARES 2006. The First International Conference on},
pages={8--pp},
year={2006},
organization={IEEE}
}%citation 50
@inproceedings{Bouzida2004,
title={Efficient intrusion detection using principal component analysis},
author={Bouzida, Y. and Cuppens, F. and Cuppens-Boulahia, N. and Gombault, S.},
booktitle={3{\'e}me Conf{\'e}rence sur la S{\'e}curit{\'e} et Architectures R{\'e}seaux (SAR), La Londe, France},
year={2004}
}%citation 50
@article{Lee2013,
title={Anomaly detection via online oversampling principal component analysis},
author={Lee, Y.J. and Yeh, Y.R. and Wang, Y.C.F.},
journal={Knowledge and Data Engineering, IEEE Transactions on},
volume={25},
number={7},
pages={1460--1470},
year={2013},
}%%good review inside
%%
%%%%%%%%%%%%%% DATASETS %%%%%%%%%%
@inproceedings{Lippmann2000,
title={Analysis and results of the 1999 DARPA off-line intrusion detection evaluation},
author={Lippmann, R. and Haines, J. W and Fried, D.J. and Korba, J. and Das, K.},
booktitle={Recent Advances in Intrusion Detection},
pages={162--182},
year={2000},
organization={Springer}
}
@incollection{Eskin2002,
title={A geometric framework for unsupervised anomaly detection},
author={Eskin, E. and Arnold, A. and Prerau, M. and Portnoy, L. and Stolfo, S.},
booktitle={Applications of data mining in computer security},
pages={77--101},
year={2002},
publisher={Springer}
}
% UCI repo:
@misc{Lichman2013,
author = "Lichman, M.",
year = "2013",
title = "{UCI} Machine Learning Repository",
url = "http://archive.ics.uci.edu/ml",
institution = "University of California, Irvine, School of Information and Computer Sciences"
}
%KDD analysis:
@inproceedings{Tavallaee2009,
title={A detailed analysis of the KDD CUP 99 data set},
author={Tavallaee, M. and Bagheri, E. and Lu, W. and Ghorbani, A.A.},
booktitle={Proceedings of the Second IEEE Symposium on Computational Intelligence for Security and Defence Applications 2009},
year={2009}
}
@article{KDD99,
author={KDDCup},
title={The third international knowledge discovery and data mining tools competition dataset},
journal={KDD99-Cup http://kdd.ics.uci.edu/databases/kddcup99/kddcup99.html},
year={1999}
}
%KDD to SF:
@inproceedings{Yamanishi2000,
title={On-line unsupervised outlier detection using finite mixtures with discounting learning algorithms},
author={Yamanishi, K. and Takeuchi, J.I. and Williams, G. and Milne, P.},
booktitle={Proceedings of the sixth ACM SIGKDD international conference on Knowledge discovery and data mining},
pages={320--324},
year={2000},
}
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