Sparse representation of multivariate extremes with applications to anomaly detection

Nicolas Goix, Anne Sabourin, Stéphan Clémençon. Sparse representation of multivariate extremes with applications to anomaly detection. J. Multivariate Analysis, 161:12-31, 2017. [doi]

@article{GoixSC17,
  title = {Sparse representation of multivariate extremes with applications to anomaly detection},
  author = {Nicolas Goix and Anne Sabourin and Stéphan Clémençon},
  year = {2017},
  doi = {10.1016/j.jmva.2017.06.010},
  url = {https://doi.org/10.1016/j.jmva.2017.06.010},
  researchr = {https://researchr.org/publication/GoixSC17},
  cites = {0},
  citedby = {0},
  journal = {J. Multivariate Analysis},
  volume = {161},
  pages = {12-31},
}