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Video anomaly detection is widely applied in modern society, which is achieved by sensors such as surveillance cameras. This paper learns anomalies by exploiting videos under the fully unsupervised setting. To avoid massive computation caused by back-prorogation in existing methods, we propose a novel efficient three-stage unsupervised anomaly detection method. In the first stage, we adopt random projection instead of autoencoder or its variants in previous works. Then we formulate the optimization goal as a least-square regression problem which has a closed-form solution, leading to less computational cost. The discriminative reconstruction losses of normal and abnormal events encourage us to roughly estimate normality that can be further sifted in the second stage with one-class support vector machine. In the third stage, to eliminate the instability caused by random parameter initializations, ensemble technology is performed to combine multiple anomaly detectors' scores. To the best of our knowledge, it is the first time that unsupervised ensemble technology is introduced to video anomaly detection research. As demonstrated by the experimental results on several video anomaly detection benchmark datasets, our algorithm robustly surpasses the recent unsupervised methods and performs even better than some supervised approaches. In addition, we achieve comparable performance contrast with the state-of-the-art unsupervised method with much less running time, indicating the effectiveness, efficiency, and robustness of our proposed approach. [ABSTRACT FROM AUTHOR]