Variational Inference for On-line Anomaly Detection in High-Dimensional Time Series.
Maximilian SoelchJustin BayerMarvin LudersdorferPatrick van der SmagtPublished in: CoRR (2016)
Keyphrases
- anomaly detection
- variational inference
- high dimensional time series
- bayesian inference
- variational methods
- topic models
- gaussian process
- posterior distribution
- probabilistic model
- probabilistic graphical models
- closed form
- mixture model
- latent dirichlet allocation
- exact inference
- graphical models
- unsupervised learning
- factor graphs
- approximate inference
- latent variables
- probability distribution
- hyperparameters
- linear models
- high dimensional
- data mining
- prior information
- gaussian processes
- belief propagation
- hidden markov models
- computer vision
- learning algorithm