Related papers: Robust subspace recovery by Tyler's M-estimator

The high-dimensional data setting, in which p >> n, is a challenging statistical paradigm that appears in many real-world problems. In this setting, learning a compact, low-dimensional representation of the data can substantially help…

Microstructure reconstruction is an important cornerstone to the inverse materials design concept. In this work, a general algorithm is developed to reconstruct a three-dimensional microstructure from given descriptors. Based on…

Outliers widely occur in big-data applications and may severely affect statistical estimation and inference. In this paper, a framework of outlier-resistant estimation is introduced to robustify an arbitrarily given loss function. It has a…

Our focus is on robust recovery algorithms in statistical linear inverse problem. We consider two recovery routines - the much studied linear estimate originating from Kuks and Olman [42] and polyhedral estimate introduced in [37]. It was…

We propose a method to reconstruct and cluster incomplete high-dimensional data lying in a union of low-dimensional subspaces. Exploring the sparse representation model, we jointly estimate the missing data while imposing the intrinsic…

This paper studies robust regression for data on Riemannian manifolds. Geodesic regression is the generalization of linear regression to a setting with a manifold-valued dependent variable and one or more real-valued independent variables.…

Robust estimators of location and dispersion are often used in the elliptical model to obtain an uncontaminated and highly representative subsample by trimming the data outside an ellipsoid based in the associated Mahalanobis distance. Here…

We consider the problem of clustering a set of high-dimensional data points into sets of low-dimensional linear subspaces. The number of subspaces, their dimensions, and their orientations are unknown. We propose a simple and low-complexity…

We assume data independently sampled from a mixture distribution on the unit ball of the D-dimensional Euclidean space with K+1 components: the first component is a uniform distribution on that ball representing outliers and the other K…

This paper introduces a subspace method for the estimation of an array covariance matrix. It is shown that when the received signals are uncorrelated, the true array covariance matrices lie in a specific subspace whose dimension is…

High-dimensional time-series data are becoming increasingly abundant across a wide variety of domains, spanning economics, neuroscience, particle physics, and cosmology. Fitting statistical models to such data, to enable parameter…

Extracting latent low-dimensional structure from high-dimensional data is of paramount importance in timely inference tasks encountered with `Big Data' analytics. However, increasingly noisy, heterogeneous, and incomplete datasets as well…

We study inverse problems of reconstructing static and dynamic discrete structures from tomographic data (with a special focus on the `classical' task of reconstructing finite point sets in $\mathbb{R}^d$). The main emphasis is on recent…

Multidimensional imaging, capturing image data in more than two dimensions, has been an emerging field with diverse applications. Due to the limitation of two-dimensional detectors in obtaining the high-dimensional image data, computational…

In the subspace approximation problem, we seek a k-dimensional subspace F of R^d that minimizes the sum of p-th powers of Euclidean distances to a given set of n points a_1, ..., a_n in R^d, for p >= 1. More generally than minimizing sum_i…

This paper deals with robust regression and subspace estimation and more precisely with the problem of minimizing a saturated loss function. In particular, we focus on computational complexity issues and show that an exact algorithm with…

This work examines the multi-view compressive phase retrieval problem in a distributed sensor network, where each sensor device, limited by storage and sensing capabilities, can access only intensity measurements from an unknown part of the…

Understanding internal representations of neural models is a core interest of mechanistic interpretability. Due to its large dimensionality, the representation space can encode various aspects about inputs. To what extent are different…

In practice, network applications have to deal with failing nodes, malicious attacks, or, somehow, nodes facing highly corrupted data --- generally classified as outliers. This calls for robust, uncomplicated, and efficient methods. We…

A robust estimator is proposed for the parameters that characterize the linear regression problem. It is based on the notion of shrinkages, often used in Finance and previously studied for outlier detection in multivariate data. A thorough…