8 accepted papers
Time series generation is a crucial aspect of data analysis, playing a pivotal role in learning the temporal patterns and their underlying dynamics across diverse fields. Conventional time series generation methods often struggle to capture extreme values adequately, diminishing their value in criti…
Forecasting the block maxima of a future time window is a challenging task due to the difficulty in inferring the tail distribution of a target variable. As the historical observations alone may not be sufficient to train robust models to predict the block maxima, domain-driven process models are of…
Normalizing flows—a popular class of deep generative models—often fail to represent extreme phenomena observed in real-world processes. In particular, existing normalizing flow architectures struggle to model multivariate extremes, characterized by heavy-tailed marginal distributions and asymmetric…
Accurate forecasting of extreme values in time series is critical due to the significant impact of extreme events on human and natural systems. This paper presents DeepExtrema, a novel framework that combines a deep neural network (DNN) with generalized extreme value (GEV) distribution to forecast t…
Geospatio-temporal data are pervasive across numerous application domains.These rich datasets can be harnessed to predict extreme events such as disease outbreaks, flooding, crime spikes, etc. However, since the extreme events are rare, predicting them is a hard problem. Statistical methods based on…
Density estimation is a widely used method to perform unsupervised anomaly detection. By learning the density function, data points with relatively low densities are classified as anomalies. Unfortunately, the presence of anomalies in training data may significantly impact the density estimation pro…
Training deep neural network models in the presence of corrupted supervision is challenging as the corrupted data points may significantly impact generalization performance. To alleviate this problem, we present an efficient robust algorithm that achieves strong guarantees without any assumption on…
Unsupervised anomaly detection plays a crucial role in many critical applications. Driven by the success of deep learning, recent years have witnessed growing interests in applying deep neural networks (DNNs) to anomaly detection problems. A common approach is using autoencoders to learn a feature r…