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A Principled Approach to Unsupervised Anomaly Detection

arXiv · AI, language, vision and robotics · article · Sep 18, 2026 · UTC

Traditional unsupervised anomaly detection (UAD) methods are designed to flag or localise deviations from a normative distribution, ignoring the underlying generative mechanisms of the anomalies. Yet the nature of an anomaly is often as important as its presence. We reformulate UAD as a Bayesian inverse problem, in which the objective is to infer the most probable corruption responsible for each observation. Our framework yields a probabilistic anomaly score as the energy of the inferred corruption parameters, and serves as a principled recipe for developing new UAD algorithms. We derive sever

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