In this work we present a novel framework that permits us to detect outliers in a data warehouse. We extend the commonly used definition of distance-based outliers in order to cope with the large data domains that are typical in dimensional modeling of OLAP datasets. Our techniques utilize a twolevel indexing scheme. The first level is based on Locality Sensitivity Hashing (LSH) and allows us to replace range searching, which is very inefficient in high dimensional spaces, with approximate nearest neighbor computations in an intuitive manner. The second level utilizes the Piece-wise Aggregate Approximation (PAA) technique, which substantially reduces the space required for storing the data representations. As will be explained, our method permits incremental updates on the data representation used, which is essential for managing voluminous datasets common in data warehousing applications.