Collecting insurance fraud samples is costly and if performed manually is very time consuming. This issue suggests usage of unsupervised models. One of the accurate methods in this regards is Spectral Ranking of Anomalies (SRA) that is shown to work better than other methods for auto insurance fraud detection specifically. However, this approach is not scalable to large samples and is not appro...

This note tries to attempt a sketch of the history of spectral ranking—a general umbrella name for techniques that apply the theory of linear maps (in particular, eigenvalues and eigenvectors) to matrices that do not represent geometric transformations, but rather some kind of relationship between entities. Albeit recently made famous by the ample press coverage of Google’s PageRank algorithm, ...

We describe a seriation algorithm for ranking a set of n items given pairwise comparisons between these items. Intuitively, the algorithm assigns similar rankings to items that compare similarly with all others. It does so by constructing a similarity matrix from pairwise comparisons, using seriation methods to reorder this matrix and construct a ranking. We first show that this spectral seriat...

This work explores unsupervised anomaly detection within sequential, hierarchical data. We present a flexible framework for detecting, ranking and analyzing anomalies. The framework 1) allows users to incorporate complex, multidimensional, hierarchical data into the anomaly detection process; 2) uses an ensemble method that can incorporate multiple unsupervised anomaly detection algorithms and ...