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Anomaly detection approaches can be broadly grouped into two classes: signature-based detection where known patterns of past anomalies are used to identify ongoing anomalies, and statistical anomaly detection which can accommodate substantial variability in the system activity being monitored and identifies (statistical) patterns that substantially deviate from the normal operation. Earlier work has showed that methods based on pattern matching can always be avoided by sophisticated adversaries, hence, our focus on statistical anomaly detection in this talk. I will describe a number of methods driven solely from a time-series of system activity data that characterize typical system behavior and identify periods of atypical activity. The latter task relies of identifying statistical deviations from typical activity relies on large deviations techniques we have developed. Our models of typical behavior include i.i.d. and Markovian models both in space and time. I will describe applications of our techniques in identifying (i) anomalies in Internet traffic and (ii) anomalies in sensor networks reflecting either routing disruptions or anomalies in the physical system being monitored. Host: Frank Alexander |