A Computable Plug-In Estimator of Minimum Volume Sets for Novelty Detection

@article{Park2010ACP,
  title={A Computable Plug-In Estimator of Minimum Volume Sets for Novelty Detection},
  author={Chiwoo Park and Jianhua Z. Huang and Yu Ding},
  journal={Operations Research},
  year={2010},
  volume={58},
  pages={1469-1480}
}
A minimum volume set of a probability density is a region of minimum size among the regions covering a given probability mass of the density. Effective methods for finding the minimum volume sets are very useful for detecting failures or anomalies in commercial and security applications—a problem known as novelty detection. One theoretical approach of estimating the minimum volume set is to use a density level set where a kernel density estimator is plugged into the optimization problem that… CONTINUE READING
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