Outlier Analysis

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Probabilistic and Statistical Models for Outlier Detection

  • Charu C. AggarwalAffiliated withIBM T.J. Watson Research Center

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The earliest methods for outlier detection were rooted in probabilistic and statistical models and date back to the nineteenth century [180]. These methods were proposed well before the advent and popularization of computer technology and were therefore designed without much focus on practical issues such as data representation or computational efficiency. Nevertheless, the underlying mathematical models are extremely useful and have eventually been adapted to a variety of computational scenarios.