Sequential anomaly detection in the presence of noise and limited feedback

This paper describes a methodology for detecting anomalies from sequentially observed and potentially noisy data. The proposed approach consists of two main elements: 1) filtering, or assigning a belief or likelihood to each successive measurement based upon our ability to predict it from previous noisy observations and 2) hedging, or flagging potential anomalies by comparing the current belief against a time-varying and data-adaptive threshold. The threshold is adjusted based on the available feedback from an end user. Our algorithms, which combine universal prediction with recent work on online convex programming, do not require computing posterior distributions given all current observations and involve simple primal-dual parameter updates. At the heart of the proposed approach lie exponential-family models which can be used in a wide variety of contexts and applications, and which yield methods that achieve sublinear per-round regret against both static and slowly varying product distributions with marginals drawn from the same exponential family. Moreover, the regret against static distributions coincides with the minimax value of the corresponding online strongly convex game. We also prove bounds on the number of mistakes made during the hedging step relative to the best offline choice of the threshold with access to all estimated beliefs and feedback signals. We validate the theory on synthetic data drawn from a time-varying distribution over binary vectors of high dimensionality, as well as on the Enron email dataset. © 1963-2012 IEEE.

Resonant transmission near nonrobust periodic slab modes.

We present a precise theoretical explanation and prediction of certain resonant peaks and dips in the electromagnetic transmission coefficient of periodically structured slabs in the presence of nonrobust guided slab modes. We also derive the leading asymptotic behavior of the related phenomenon of resonant enhancement near the guided mode. The theory applies to structures in which losses are negligible and to very general geometries of the unit cell. It is based on boundary-integral representations of the electromagnetic fields. These depend on the frequency and on the Bloch wave vector and provide a complex-analytic connection in these parameters between generalized scattering states and guided slab modes. The perturbation of three coincident zeros-those of the dispersion relation for slab modes, the reflection constant, and the transmission constant-is central to calculating transmission anomalies both for lossless dielectric materials and for perfect metals.