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We assume data sampled from a mixture of d-dimensional linear subspaces with spherically symmetric distributions within each subspace and an additional outlier component with spherically symmetric distribution within the ambient space (for…

Machine Learning · Statistics 2015-07-24 Gilad Lerman , Teng Zhang

We present the subspace-constrained Tyler's estimator (STE) designed for recovering a low-dimensional subspace within a dataset that may be highly corrupted with outliers. STE is a fusion of the Tyler's M-estimator (TME) and a variant of…

Computer Vision and Pattern Recognition · Computer Science 2024-05-09 Feng Yu , Teng Zhang , Gilad Lerman

Suppose a given observation matrix can be decomposed as the sum of a low-rank matrix and a sparse matrix (outliers), and the goal is to recover these individual components from the observed sum. Such additive decompositions have…

Machine Learning · Statistics 2010-12-07 Daniel Hsu , Sham M. Kakade , Tong Zhang

Inference in the presence of outliers is an important field of research as outliers are ubiquitous and may arise across a variety of problems and domains. Bayesian optimization is method that heavily relies on probabilistic inference. This…

Machine Learning · Computer Science 2017-12-14 Ruben Martinez-Cantin , Kevin Tee , Michael McCourt

We introduce and develop a novel approach to outlier detection based on adaptation of random subspace learning. Our proposed method handles both high-dimension low-sample size and traditional low-dimensional high-sample size datasets.…

Machine Learning · Statistics 2015-05-05 Bohan Liu , Ernest Fokoue

A common challenge faced in practical supervised learning, such as medical image processing and robotic interactions, is that there are plenty of tasks but each task cannot afford to collect enough labeled examples to be learned in…

Machine Learning · Computer Science 2020-06-22 Weihao Kong , Raghav Somani , Sham Kakade , Sewoong Oh

In this work we address the subspace recovery problem. Given a set of data samples (vectors) approximately drawn from a union of multiple subspaces, our goal is to segment the samples into their respective subspaces and correct the possible…

Information Theory · Computer Science 2013-01-29 Guangcan Liu , Zhouchen Lin , Shuicheng Yan , Ju Sun , Yong Yu , Yi Ma

Notwithstanding the popularity of conventional clustering algorithms such as K-means and probabilistic clustering, their clustering results are sensitive to the presence of outliers in the data. Even a few outliers can compromise the…

Machine Learning · Statistics 2015-05-27 Pedro A. Forero , Vassilis Kekatos , Georgios B. Giannakis

We propose a neural network for unsupervised anomaly detection with a novel robust subspace recovery layer (RSR layer). This layer seeks to extract the underlying subspace from a latent representation of the given data and removes outliers…

Machine Learning · Computer Science 2022-01-19 Chieh-Hsin Lai , Dongmian Zou , Gilad Lerman

We study two problems in high-dimensional robust statistics: \emph{robust mean estimation} and \emph{outlier detection}. In robust mean estimation the goal is to estimate the mean $\mu$ of a distribution on $\mathbb{R}^d$ given $n$…

Data Structures and Algorithms · Computer Science 2019-06-28 Yihe Dong , Samuel B. Hopkins , Jerry Li

Subspace learning is an important problem, which has many applications in image and video processing. It can be used to find a low-dimensional representation of signals and images. But in many applications, the desired signal is heavily…

Computer Vision and Pattern Recognition · Computer Science 2017-07-13 Shervin Minaee , Yao Wang

Nonlinear estimation in robotics and vision is typically plagued with outliers due to wrong data association, or to incorrect detections from signal processing and machine learning methods. This paper introduces two unifying formulations…

Computer Vision and Pattern Recognition · Computer Science 2021-07-05 Pasquale Antonante , Vasileios Tzoumas , Heng Yang , Luca Carlone

We study the basic problem of robust subspace recovery. That is, we assume a data set that some of its points are sampled around a fixed subspace and the rest of them are spread in the whole ambient space, and we aim to recover the fixed…

Machine Learning · Statistics 2015-03-19 Teng Zhang , Gilad Lerman

Linear regression with normally distributed errors - including particular cases such as ANOVA, Student's t-test or location-scale inference - is a widely used statistical procedure. In this case the ordinary least squares estimator…

Methodology · Statistics 2019-09-18 Alain Desgagné

Given a real-valued function $f$ defined over a manifold $M$ embedded in $\mathbb{R}^d$, we are interested in recovering structural information about $f$ from the sole information of its values on a finite sample $P$. Existing methods…

Computational Geometry · Computer Science 2015-04-08 Mickaël Buchet , Frédéric Chazal , Tamal K. Dey , Fengtao Fan , Steve Y. Oudot , Yusu Wang

We study high-dimensional sparse estimation tasks in a robust setting where a constant fraction of the dataset is adversarially corrupted. Specifically, we focus on the fundamental problems of robust sparse mean estimation and robust sparse…

Data Structures and Algorithms · Computer Science 2019-11-20 Ilias Diakonikolas , Sushrut Karmalkar , Daniel Kane , Eric Price , Alistair Stewart

Many estimation problems in robotics, computer vision, and learning require estimating unknown quantities in the face of outliers. Outliers are typically the result of incorrect data association or feature matching, and it is common to have…

Computer Vision and Pattern Recognition · Computer Science 2021-03-25 Jingnan Shi , Heng Yang , Luca Carlone

Tensor completion is the problem of estimating the missing values of high-order data from partially observed entries. Data corruption due to prevailing outliers poses major challenges to traditional tensor completion algorithms, which…

Machine Learning · Computer Science 2022-08-15 Yicong He , George K. Atia

Linear inverse problems are ubiquitous. Often the measurements do not follow a Gaussian distribution. Additionally, a model matrix with a large condition number can complicate the problem further by making it ill-posed. In this case, the…

Robust regression models in the presence of outliers have significant practical relevance in areas such as signal processing, financial econometrics, and energy management. Many existing robust regression methods, either grounded in…

Signal Processing · Electrical Eng. & Systems 2025-06-30 Pengyang Song , Jue Wang