학술논문

RanBox: Anomaly Detection in the Copula Space
Document Type
Working Paper
Source
Subject
Physics - Data Analysis, Statistics and Probability
High Energy Physics - Experiment
Language
Abstract
The unsupervised search for overdense regions in high-dimensional feature spaces, where locally high population densities may be associated with anomalous contaminations to an otherwise more uniform population, is of relevance to applications ranging from fundamental research to industrial use cases. Motivated by the specific needs of searches for new phenomena in particle collisions, we propose a novel approach that targets signals of interest populating compact regions of the feature space. The method consists in a systematic scan of subspaces of a standardized copula of the feature space, where the minimum p-value of a hypothesis test of local uniformity is sought by gradient descent. We characterize the performance of the proposed algorithm and show its effectiveness in several experimental situations.
Comment: 58 pages, 18 figures, 11 tables. To be submitted to Computer Physics Communications