File Exchange

image thumbnail

Linear time Outlier Scoring via Random Walks

version 1.0 (10.6 KB) by

I use a markov chain rejection sampling method to score outliers in linear time.



View License

Input a matrix where the rows are points and the columns are features, you get back the matrix with an extra last column being the outlier scores.

The scoring is done by an original method (to my knowledge) inspired by MCMC and rejection sampling. It's linear in scoring where you can change the constant multiplier. A larger sampling constant is slower.

Comments and Ratings (0)

MATLAB Release
MATLAB 8.0 (R2012b)

Download apps, toolboxes, and other File Exchange content using Add-On Explorer in MATLAB.

» Watch video