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Scan statistics for the detection of anomalies in random fields

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Multi angle
Auteurs : Kirch, Claudia (Auteur de la Conférence)
CIRM (Editeur )

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Résumé : Anomaly detection in random fields is an important problem in many applications including the detection of cancerous cells in medicine, obstacles in autonomous driving and cracks in the construction material of buildings. Scan statistics have the potential to detect local structure in such data sets by enhancing relevant features. Frequently, such anomalies are visible as areas with different expected values compared to the background noise where the geometric properties of these areas may depend on the type of anomaly. Such geometric properties can be taken into account by combinations and contrasts of sample means over differently-shaped local windows. For example, in 2D image data of concrete both cracks, which we aim to detect, as well as integral parts of the material (such as air bubbles or gravel) constitute areas with different expected values in the image. Nevertheless, due to their different geometric properties we can define scan statistics that enhance cracks and at the same time discard the integral parts of the given concrete. Cracks can then be detected using asuitable threshold for appropriate scan statistics. 9 In order to derive such thresholds, we prove weak convergence of the scan statistics towards a functional of a Gaussian process under the null hypothesis of no anomalies. The result allows for arbitrary (but fixed) dimension, makes relatively weak assumptions on the underlying noise, the shape of the local windows and the combination of finitely-many of such windows. These theoretical findings are accompanied by some simulations as well as applications to semi-artifical 2D-images of concrete.

Keywords : Scan statistics; anomaly detection; image analysis; functional central limit theorem; random field

Codes MSC :
60G60 - Random fields
62M40 - Random fields
62P30 - Applications of statistics in engineering and industry

    Informations sur la Vidéo

    Réalisateur : Hennenfent, Guillaume
    Langue : Anglais
    Date de publication : 10/10/2022
    Date de captation : 29/09/2022
    Sous collection : Research talks
    arXiv category : Methodology
    Domaine : Probability & Statistics
    Format : MP4 (.mp4) - HD
    Durée : 00:40:53
    Audience : Researchers ; Graduate Students ; Doctoral Students, Post-Doctoral Students
    Download : https://videos.cirm-math.fr/2022-09-29_Kirch.mp4

Informations sur la Rencontre

Nom de la rencontre : Adaptive and High-Dimensional Spatio-Temporal Methods for Forecasting / Méthodes spatio-temporelles adaptatives et en grande dimension pour la prédiction
Organisateurs de la rencontre : Bardet, Jean-Marc ; Naveau, Philippe ; Subba Rao, Suhasini ; Veraart, Almut ; von Sachs, Rainer
Dates : 26/09/2022 - 30/09/2022
Année de la rencontre : 2022
URL Congrès : https://conferences.cirm-math.fr/2619.html

Données de citation

DOI : 10.24350/CIRM.V.19961103
Citer cette vidéo: Kirch, Claudia (2022). Scan statistics for the detection of anomalies in random fields. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.19961103
URI : http://dx.doi.org/10.24350/CIRM.V.19961103

Voir aussi

Bibliographie

  • KABLUCHKO, Zakhar. Extremes of the standardized Gaussian noise. Stochastic Processes and their Applications, 2011, vol. 121, no 3, p. 515-533. - https://doi.org/10.1016/j.spa.2010.11.007

  • KLEIN, Philipp. Scan statistics for data segmentation of stochastic processes and anomaly detection in large image data. PhD thesis, Otto-von-Guericke University Magdeburg, 2022. - http://dx.doi.org/10.25673/89453

  • SHARPNACK, James et ARIAS-CASTRO, Ery. Exact asymptotics for the scan statistic and fast alternatives. Electronic Journal of Statistics, 2016, vol. 10, no 2, p. 2641-2684. - http://dx.doi.org/10.1214/16-EJS1188

  • WICHURA, Michael J. Inequalities with applications to the weak convergence of random processes with multi-dimensional time parameters. The Annals of Mathematical Statistics, 1969, p. 681-687. - http://dx.doi.org/10.1214/aoms/1177697741



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