arXiv subjects
Publications and source records attributed to Stephan Robert.
This paper discusses financial fraud detection in imbalanced dataset using homogeneous and non-homogeneous Poisson processes. The probability of predicting fraud on the financial transaction is derived. Applying our methodology to the financial dataset shows a better predicting power than a baseline approach, especially in the case of higher imbalanced data.
We present a novel algorithm to match GPS trajectories onto maps offline (in batch mode) using techniques borrowed from the field of force-directed graph drawing. We consider a simulated physical system where each GPS trajectory is attracted or repelled by the underlying road network via electrical-like forces. We let the system evolve under the action of these physical forces such that individual trajectories are attracted towards candidate roads to obtain a map matching path. Our approach has several advantages compared to traditional, routing-based, algorithms for map matching, including the ability to account for noise and to avoid large detours due to outliers in the data whilst taking into account the underlying topological restrictions (such as one-way roads). Our empirical evaluation using real GPS traces shows that our method produces better map matching results compared to alternative offline map matching algorithms on average, especially for routes in dense, urban areas.
In this paper, we analyze a multivariate counterpart of the generalized weighted Kolmogorov-Smirnov statistic, which is the supremum of weighted locally stationary chi-square process over non-compact interval. The boundedness and the exact tail asymptotic behavior of the statistics are derived. We illustrate our findings by two examples where the statistic is defined by Brownian bridge and fractional Brownian motion respectively.
This article describes a methodology for fitting experimental data to the discrete power-law distribution and provides the results of a detailed simulation exercise used to calculate accurate cutoff values used to assess the fit to a power-law distribution when using the maximum likelihood estimation for the exponent of the distribution. Using massively parallel programming computing, we were able to accelerate by a factor of 60 the computational time required for these calculations across a range of parameters and construct a series of detailed tables containing the test values to be used in a Kolmogorov-Smirnov goodness-of-fit test, allowing for an accurate assessment of the power-law fit from empirical data.