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.

A method of assessing air toxics concentrations in urban areas using mobile platform measurements.

The objective of this paper is to demonstrate an approach to characterize the spatial variability in ambient air concentrations using mobile platform measurements. This approach may be useful for air toxics assessments in Environmental Justice applications, epidemiological studies, and environmental health risk assessments. In this study, we developed and applied a method to characterize air toxics concentrations in urban areas using results of the recently conducted field study in Wilmington, DE. Mobile measurements were collected over a 4- x 4-km area of downtown Wilmington for three components: formaldehyde (representative of volatile organic compounds and also photochemically reactive pollutants), aerosol size distribution (representing fine particulate matter), and water-soluble hexavalent chromium (representative of toxic metals). These measurements were,used to construct spatial and temporal distributions of air toxics in the area that show a very strong temporal variability, both diurnally and seasonally. An analysis of spatial variability indicates that all pollutants varied significantly by location, which suggests potential impact of local sources. From the comparison with measurements at the central monitoring site, we conclude that formaldehyde and fine particulates show a positive correlation with temperature, which could also be the reason that photochemically generated formaldehyde and fine particulates over the study area correlate well with the fine particulate matter measured at the central site.