I. Introduction
One of the fundamental tasks in hyperspectral imaging is anomaly detection (AD) because anomalies cannot be known priori but provide crucial and vital information for image analysis [1]–[5]. It is very challenging in the sense that anomalies generally possess the following unique properties. First, anomalies usually cannot be identified by visual inspection or prior knowledge. Second, the presence of anomalies is unexpected. Third, the probability of occurrence of anomalies is relatively low. Fourth, once anomalies occur, their populations cannot be too many. Most importantly, due to the nature of anomalies, the number of anomalies present in the data will be very limited, in which case anomalies cannot constitute Gaussian distributions by statistics.