Theory of Anomaly Detection: Stanford University Video Lectures

That is the part of Machine Learning Lectures:   https://class.coursera.org/ml/lecture/preview/index.

XV. Anomaly Detection (Week 9)

(expanded, click to collapse)

• Problem Motivation (8 min)
• Gaussian Distribution (10 min)
• Algorithm (12 min)
• Developing and Evaluating an Anomaly Detection System (13 min)
• Anomaly Detection vs. Supervised Learning (8 min)
• Choosing What Features to Use (12 min)
• Multivariate Gaussian Distribution (Optional) (14 min)