Outlier detection via localized p-value estimation

@article{Zhao2009OutlierDV,
  title={Outlier detection via localized p-value estimation},
  author={Manqi Zhao and Venkatesh Saligrama},
  journal={2009 47th Annual Allerton Conference on Communication, Control, and Computing (Allerton)},
  year={2009},
  pages={1482-1489}
}
We propose a novel non-parametric adaptive outlier detection algorithm, called LPE, for high dimensional data based on score functions derived from nearest neighbor graphs on n-point nominal data. Outliers are predicted whenever the score of a test sample falls below α, which is supposed to be the desired false alarm level. The resulting outlier detector is shown to be asymptotically optimal in that it is uniformly most powerful for the specified false alarm level, α, for the case when the… CONTINUE READING

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