2001
DOI: 10.1162/089976601750264965
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Estimating the Support of a High-Dimensional Distribution

Abstract: Suppose you are given some data set drawn from an underlying probability distribution P and you want to estimate a "simple" subset S of input space such that the probability that a test point drawn from P lies outside of S equals some a priori specified value between 0 and 1. We propose a method to approach this problem by trying to estimate a function f that is positive on S and negative on the complement. The functional form of f is given by a kernel expansion in terms of a potentially small subset of the tr… Show more

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Cited by 4,774 publications
(3,272 citation statements)
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References 24 publications
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“…[28] TDDs should consider correlation between any pair of descriptors because considering correlation is a way to avoid detecting unrealistic x coordinates.…”
Section: Training Data Density (Tdds)mentioning
confidence: 99%
See 1 more Smart Citation
“…[28] TDDs should consider correlation between any pair of descriptors because considering correlation is a way to avoid detecting unrealistic x coordinates.…”
Section: Training Data Density (Tdds)mentioning
confidence: 99%
“…[28] Unlike the two-class problem which consists of positive and negative classes, the one-class is the positive class, meaning that data do not have labels to be classified. In OCSVM algorithm, a SVM model is constructed between training dataset and the origin, aiming at constructing a discrimination model between them.…”
Section: One-class Support Vector Machine (Ocsvm)mentioning
confidence: 99%
“…Implicitly, the absence of an edge represents the conditional independence of the according variables. Several algorithms to infer GMs from purely binary data are publicly available as R packages (Wainwright et al ., 2006; Höfling & Tibshirani, 2009; Guo et al ., 2010; Ravikumar et al ., 2010). Their counterparts for purely continuous data are Gaussian graphical models (GGMs), which use partial correlations to infer graphs.…”
Section: From Omics To Systems Biologymentioning
confidence: 99%
“…Figure 8 plots several thousand pairs of these four major vital signs, drawn from a random subset of patients. To highlight major clusters of typical vital sign values, we used a one-class SVM [39] with a radial basis function kernel (ν = 0.5, γ = 0.1) and set our outliers fraction to %0.5. This simple plotting alone reveals several relationships that could not be captured by simple threshold alarms.…”
Section: B Multivariate Analysismentioning
confidence: 99%