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The best subset selection (or "best subsets") estimator is a classic tool for sparse regression, and developments in mathematical optimization over the past decade have made it more computationally tractable than ever. Notwithstanding its…

Methodology · Statistics 2022-01-11 Ryan Thompson

We propose an inlier-based outlier detection method capable of both identifying the outliers and explaining why they are outliers, by identifying the outlier-specific features. Specifically, we employ an inlier-based outlier detection…

Machine Learning · Statistics 2017-02-22 Makoto Yamada , Song Liu , Samuel Kaski

Event detection is gaining increasing attention in smart cities research. Large-scale mobility data serves as an important tool to uncover the dynamics of urban transportation systems, and more often than not the dataset is incomplete. In…

Signal Processing · Electrical Eng. & Systems 2019-08-28 Yue Hu , Dan Work

Aligning partially overlapping point sets where there is no prior information about the value of the transformation is a challenging problem in computer vision. To achieve this goal, we first reduce the objective of the robust point…

Computer Vision and Pattern Recognition · Computer Science 2020-07-07 Wei Lian , WangMeng Zuo , Lei Zhang

We investigate two important properties of M-estimator, namely, robustness and tractability, in linear regression setting, when the observations are contaminated by some arbitrary outliers. Specifically, robustness means the statistical…

Statistics Theory · Mathematics 2019-06-07 Ruizhi Zhang , Yajun Mei , Jianjun Shi , Huan Xu

We initiate the study of metric embeddings with \emph{outliers}. Given some metric space $(X,\rho)$ we wish to find a small set of outlier points $K \subset X$ and either an isometric or a low-distortion embedding of $(X\setminus K,\rho)$…

Data Structures and Algorithms · Computer Science 2015-08-17 Anastasios Sidiropoulos , Yusu Wang

Euclidean embedding from noisy observations containing outlier errors is an important and challenging problem in statistics and machine learning. Many existing methods would struggle with outliers due to a lack of detection ability. In this…

Machine Learning · Statistics 2020-12-24 Qian Zhang , Xinyuan Zhao , Chao Ding

Traditional sampling theories consider the problem of reconstructing an unknown signal $x$ from a series of samples. A prevalent assumption which often guarantees recovery from the given measurements is that $x$ lies in a known subspace.…

Cellular Automata and Lattice Gases · Physics 2009-03-30 Yonina C. Eldar , Moshe Mishali

Outlier detection algorithms typically assign an outlier score to each observation in a dataset, indicating the degree to which an observation is an outlier. However, these scores are often not comparable across algorithms and can be…

Machine Learning · Computer Science 2024-10-31 Philipp Röchner , Henrique O. Marques , Ricardo J. G. B. Campello , Arthur Zimek , Franz Rothlauf

Consider a dataset of vector-valued observations that consists of noisy inliers, which are explained well by a low-dimensional subspace, along with some number of outliers. This work describes a convex optimization problem, called REAPER,…

Information Theory · Computer Science 2015-07-24 Gilad Lerman , Michael McCoy , Joel A. Tropp , Teng Zhang

We consider the problem of learning an unknown $f$ with a sparse Fourier spectrum in the presence of outlier noise. In particular, the algorithm has access to a noisy oracle for (an unknown) $f$ such that (i) the Fourier spectrum of $f$ is…

Data Structures and Algorithms · Computer Science 2019-10-08 Xue Chen , Anindya De

Real data often contain anomalous cases, also known as outliers. These may spoil the resulting analysis but they may also contain valuable information. In either case, the ability to detect such anomalies is essential. A useful tool for…

Machine Learning · Statistics 2021-01-13 Peter J. Rousseeuw , Mia Hubert

We consider the problem of subspace clustering: given points that lie on or near the union of many low-dimensional linear subspaces, recover the subspaces. To this end, one first identifies sets of points close to the same subspace and uses…

Machine Learning · Statistics 2014-11-03 Dohyung Park , Constantine Caramanis , Sujay Sanghavi

Outlier rejection and equivalently inlier set optimization is a key ingredient in numerous applications in computer vision such as filtering point-matches in camera pose estimation or plane and normal estimation in point clouds. Several…

Computer Vision and Pattern Recognition · Computer Science 2021-07-28 Dror Aiger , Simon Lynen , Jan Hosang , Bernhard Zeisl

Parameter estimation in robotics and computer vision faces formidable challenges from both outlier contamination and nonconvex optimization landscapes. While M-estimation addresses the problem of outliers through robust loss functions, it…

Robotics · Computer Science 2026-03-24 Zhexin Xu , Hanna Jiamei Zhang , Helena Calatrava , Pau Closas , David M. Rosen

In the Geometric Median problem with outliers, we are given a finite set of points in d-dimensional real space and an integer m, the goal is to locate a new point in space (center) and choose m of the input points to minimize the sum of the…

Computational Geometry · Computer Science 2021-12-02 Vladimir Shenmaier

Subspace optimization methods have the attractive property of reducing large-scale optimization problems to a sequence of low-dimensional subspace optimization problems. However, existing subspace optimization frameworks adopt a fixed…

Optimization and Control · Mathematics 2022-03-03 Yoni Choukroun , Michael Katz

Subspace clustering refers to the task of finding a multi-subspace representation that best fits a collection of points taken from a high-dimensional space. This paper introduces an algorithm inspired by sparse subspace clustering (SSC) [In…

Machine Learning · Computer Science 2014-05-26 Mahdi Soltanolkotabi , Ehsan Elhamifar , Emmanuel J. Candès

We consider the problem of optimal recovery of an element $u$ of a Hilbert space $\mathcal{H}$ from $m$ measurements obtained through known linear functionals on $\mathcal{H}$. Problems of this type are well studied \cite{MRW} under an…

Numerical Analysis · Mathematics 2015-06-17 Peter Binev , Albert Cohen , Wolfgang Dahmen , Ronald DeVore , Guergana Petrova , Przemyslaw Wojtaszczyk

An outlier-resistance phase retrieval algorithm based on alternating direction method of multipliers (ADMM) is devised in this letter. Instead of the widely used least squares criterion that is only optimal for Gaussian noise environment,…

Information Theory · Computer Science 2017-02-22 Xue Jiang , H. C. So , X. Liu