Support Vector Method for Novelty Detection

Schölkopf, Bernhard, Williamson, Robert C., Smola, Alex J., Shawe-Taylor, John, Platt, John C.

Neural Information Processing Systems 

Suppose you are given some dataset drawn from an underlying probability distributionP and you want to estimate a "simple" subset S of input space such that the probability that a test point drawn from P lies outside of S equals some a priori specified

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