Sas Institute Inc.

Sudipta Kolay

Zohreh Asgharzadeh Talebi

Kai Shen

Steven Guanxing Xu

A computing device identifies an anomaly among a plurality of observation vectors. An observation vector is projected using a predefined orthogonal complement matrix. The predefined orthogonal complement matrix is determined from a decomposition of a low-rank matrix. The low-rank matrix is computed using a robust principal component analysis algorithm. The projected observation vector is multiplied by a predefined demixing matrix to define a demixed observation vector. The predefined demixing matrix is computed using an independent component analysis algorithm and the predefined orthogonal complement matrix. A detection statistic value is computed from the defined, demixed observation vector. When the computed detection statistic value is greater than or equal to a predefined anomaly threshold value, an indicator is output that the observation vector is an anomaly.

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East Providence, RI, United States of America

Sudipta Kolay