Detecting localized density differences in multivariate data is a crucial task in computational science.
Introducing EagleEye, an anomaly detection method for identifying local density anomalies in multivariate datasets.
Anomalies are detected by modelling the ordered sequence of each point's neighbors' membership labels as a coin-flipping process.
EagleEye successfully detects anomalies in synthetic and real-world datasets, including particle decay events in Large Hadron Collider data and changes in temperature fields.