I need a way to find out the outliers from multi modal distribution. If i need to find the outliers using depth based approach how should I calculate the threshold which has to work for real time filtered data in a dynamical way.
This might help: http://www.math.iupui.edu/~hpeng/chen_dang_peng_bookchapter.pdf
Maybe mirror concept on data analytic you can use it, just for suggestion.
https://www.coursera.org/course/ml
I think this lecture might be helpful to you, not all contents, but topic covered in week 9 'Anomaly detection.'
This is the lecture for finding outliers in data set. In this lecutre they offer matlab code for anomaly detection too, so I think it would be helpful. If you can't get the code for this lecture is supposed to be uploaded on 9th week of the course schedule. I can send you the code :)
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