arXiv Machine Learning

Low-Rank and Structured Sparse Tensor Decomposition for Anomaly Detection in Multivariate Functional Data

arXiv Machine Learning
Sep 16

Robust Fault Detection in Mechanical Multimodal Time Series via Self-Supervised Cross-Modal Reconstruction

The paper introduces a multimodal anomaly detection framework that uses cross‑modal reconstruction of heterogeneous time‑series sensor data to detect faults in industrial systems. By learning to reconstruct each modality from the others, the method leverages complementary information across sensing channels without requiring explicit temporal alignment or identical sampling rates. An adaptive test‑time thresholding mechanism further improves robustness to distribution shifts caused by changing operating conditions, as demonstrated by strong fault detection performance in three industrial case studies, especially under out‑of‑distribution regimes.

By Magnus Munk Jensen, Dorte Hammersh{\o}i, Rafa{\l} Wi\'sniewski, Olga Fink
arXiv Machine Learning
Jun 16

Localized Kernel Projection Outlyingness: A Two-Stage Approach for Multi-Modal Outlier Detection

arXiv:2510. 24043v4 Announce Type: replace Abstract: This paper presents Two-Stage LKPLO, a novel multi-stage outlier detection framework that overcomes the coexisting limitations of conventional projection-based methods: their reliance on a fixed statistical metric and their assumption of a single data structure.

By Akira Tamamori
arXiv Statistics ML
Oct 28

Unifying Sparse Estimation of Precision and Covariance Matrices

The paper proposes a unified framework for estimating sparse precision and covariance matrices by reparametrizing the last column of either matrix. This reparametrization reduces the likelihood optimization to a one‑dimensional minimization followed by a penalized multiple regression, applicable to any penalty separable in off‑diagonal entries and linear on the diagonal. When the penalty is the α1 norm, the method simultaneously recovers the graphical Lasso and the covariance graphical Lasso algorithms.

By Aramayis Dallakyan, Mohsen Pourahmadi
arXiv Machine Learning
Sep 29

Bayesian Tensor Autoencoder with Physics-informed Predictive Prior for Multi-dimensional Time Series Anomaly Detection

The paper introduces a Physics-informed Predictive Prior Tensor Autoencoder (PPPTAE) for anomaly detection in multi-dimensional time series. It combines reconstruction-based and prediction-based autoencoders by embedding a Bayesian fusion approach and a predictive prior that respects tensor correlations. The method incorporates physical laws via tensor low‑rank decomposition to prevent over‑generalization and is validated on real‑world datasets.

By Jianan Liu, Chunguang Li
arXiv Statistics ML
Aug 25

Sparse Separable Factor Analysis in the Complex Domain with an Application to Local Field Potential Data

The paper introduces Sparse Separable Factor Analysis (SSFA), a latent factor model designed for complex-valued arrays that preserves amplitude and phase information. SSFA models each mode’s covariance with a low‑rank Hermitian factor structure plus a diagonal residual, applying element‑wise lasso penalties to achieve interpretable, phase‑preserving loadings via complex soft‑thresholding. The method is validated through simulations showing improved covariance estimation over vectorization approaches and applied to local field potential data from mice to compare separability across brain region, frequency, and time, as well as to impute missing recordings due to electrode misplacement.

By Ian Hultman, Kirtikanth Kalapatapu, Yassine Filali, Rainbo Hultman, Sanvesh Srivastava