Abstract

In this paper we discuss the Spectral Support Estimation algorithm (De Vito et al., 2010) by analyzing its geometrical and computational properties. The estimator is non-parametric and the model selection depends on three parameters whose role is clarified by simulations on a two-dimensional space. The performance of the algorithm for novelty detection is tested and compared with its main competitors on a collection of real benchmark datasets of different sizes and types.

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