Idris Eckley: Anomalies, the internet and a duck-billed platypus

This talk will introduce a recent suite of research focussed on the statistical detection of anomalous structure in online data settings. The challenge of efficiently identifying anomalies in data sequences is an important statistical problem that now arises in many applications. Whilst there has been substantial work aimed at making statistical analyses robust to outliers, or point anomalies, there has been much less work on detecting anomalous segments, or collective anomalies, particularly in those settings where point anomalies might also occur. This is the challenge we seek to address, demonstrating theoretical results in both the offline and online settings as well as introducing some applied case studies.