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Timely detection of abrupt anomalies is crucial for real-time monitoring and security of modern systems producing high-dimensional data. With this goal, we propose effective and scalable algorithms. Proposed algorithms are nonparametric as…

Machine Learning · Computer Science 2020-02-19 Mehmet Necip Kurt , Yasin Yilmaz , Xiaodong Wang

Persistence diagrams (PDs) are now routinely used to summarize the underlying topology of complex data. Despite several appealing properties, incorporating PDs in learning pipelines can be challenging because their natural geometry is not…

Machine Learning · Statistics 2018-11-14 Théo Lacombe , Marco Cuturi , Steve Oudot

Anomaly detection from a driver's perspective when driving is important to autonomous vehicles. As a part of Advanced Driver Assistance Systems (ADAS), it can remind the driver about dangers timely. Compared with traditional studied scenes…

Computer Vision and Pattern Recognition · Computer Science 2019-05-01 Yuan Yuan , Dong Wang , Qi Wang

In this paper we propose novel randomized subspace methods to detect anomalies in Internet Protocol networks. Given a data matrix containing information about network traffic, the proposed approaches perform a normal-plus-anomalous matrix…

Information Theory · Computer Science 2017-04-20 M. Kaloorazi , R. C. de Lamare

Low-rank matrix models have been universally useful for numerous applications, from classical system identification to more modern matrix completion in signal processing and statistics. The nuclear norm has been employed as a convex…

Statistics Theory · Mathematics 2023-03-06 Kiryung Lee , Rakshith Sharma Srinivasa , Marius Junge , Justin Romberg

Discrete optimal transportation problems arise in various contexts in engineering, the sciences and the social sciences. Often the underlying cost criterion is unknown, or only partly known, and the observed optimal solutions are corrupted…

Optimization and Control · Mathematics 2019-05-13 Andrew M. Stuart , Marie-Therese Wolfram

In this paper we focus on the detection of network anomalies like Denial of Service (DoS) attacks and port scans in a unified manner. While there has been an extensive amount of research in network anomaly detection, current state of the…

Machine Learning · Computer Science 2014-03-04 Tahereh Babaie , Sanjay Chawla , Sebastien Ardon

We consider the traffic assignment problem in nonatomic routing games where the players' cost functions may be subject to random fluctuations (e.g., weather disturbances, perturbations in the underlying network, etc.). We tackle this…

Computer Science and Game Theory · Computer Science 2022-01-11 Dong Quan Vu , Kimon Antonakopoulos , Panayotis Mertikopoulos

System-level decision making in transportation needs to understand day-to-day variation of network flows, which calls for accurate modeling and estimation of probabilistic dynamic travel demand on networks. Most existing studies estimate…

Systems and Control · Electrical Eng. & Systems 2022-04-21 Wei Ma , Sean Qian

Traffic assignment and traffic flow prediction provide critical insights for urban planning, traffic management, and the development of intelligent transportation systems. An efficient model for calculating traffic flows over the entire…

Machine Learning · Computer Science 2024-08-09 Tong Liu , Hadi Meidani

Short-term OD flow (i.e. the number of passenger traveling between stations) prediction is crucial to traffic management in metro systems. Due to the delayed effect in latest complete OD flow collection, complex spatiotemporal correlations…

Artificial Intelligence · Computer Science 2022-10-19 Jiexia Ye , Juanjuan Zhao , Furong Zheng , Chengzhong Xu

We propose a MINRES-based Newton-type algorithm for solving unconstrained nonconvex optimization problems. Our approach uses the minimal residual method (MINRES), a well-known solver for indefinite symmetric linear systems, to compute…

Optimization and Control · Mathematics 2026-01-06 Hanfeng Zeng , Yang Liu , Wenqing Ouyang , Andre Milzarek

Optical flow is the pattern of apparent motion of objects in a scene. The computation of optical flow is a critical component in numerous computer vision tasks such as object detection, visual object tracking, and activity recognition.…

Signal Processing · Electrical Eng. & Systems 2024-01-15 Muhammad Wasim Nawaz , Abdesselam Bouzerdoum , Muhammad Mahboob Ur Rahman , Ghulam Abbas , Faizan Rashid

Estimation of origin-destination (OD) demand plays a key role in successful transportation studies. In this paper, we consider the estimation of time-varying day-to-day OD flows given data on traffic volumes in a transportation network for…

Existing automated urban traffic management systems, designed to mitigate traffic congestion and reduce emissions in real time, face significant challenges in effectively adapting to rapidly evolving conditions. Predominantly reactive,…

Systems and Control · Electrical Eng. & Systems 2024-08-14 Takao Dantsuji , Dong Ngoduy , Ziyuan Pu , Seunghyeon Lee , Hai L. Vu

We consider the estimation and inference of graphical models that characterize the dependency structure of high-dimensional tensor-valued data. To facilitate the estimation of the precision matrix corresponding to each way of the tensor, we…

Machine Learning · Statistics 2019-02-27 Xiang Lyu , Will Wei Sun , Zhaoran Wang , Han Liu , Jian Yang , Guang Cheng

The task of detecting anomalous data patterns is as important in practical applications as challenging. In the context of spatial data, recognition of unexpected trajectories brings additional difficulties, such as high dimensionality and…

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…

Machine Learning · Statistics 2015-06-19 Morteza Mardani , Gonzalo Mateos , Georgios B. Giannakis

Transport-based density estimation methods are receiving growing interest because of their ability to efficiently generate samples from the approximated density. We further invertigate the sequential transport maps framework proposed from…

Machine Learning · Statistics 2024-10-03 Benjamin Zanger , Olivier Zahm , Tiangang Cui , Martin Schreiber

This paper presents a new spatial-temporal nonlocal traffic flow model formulated to overcome the boundedness limitations inherent in classical local formulations. The model introduces an adaptive kernel that captures both spatial and…

Numerical Analysis · Mathematics 2026-03-30 Animesh Biswas , Archie Huang , Shaurya Agarwal , Christopher Housholder