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Learning in the presence of outliers is a fundamental problem in statistics. Until recently, all known efficient unsupervised learning algorithms were very sensitive to outliers in high dimensions. In particular, even for the task of robust…

Data Structures and Algorithms · Computer Science 2019-11-15 Ilias Diakonikolas , Daniel M. Kane

We consider the problem of robust compressed sensing whose objective is to recover a high-dimensional sparse signal from compressed measurements corrupted by outliers. A new sparse Bayesian learning method is developed for robust compressed…

Machine Learning · Statistics 2016-10-24 Qian Wan , Huiping Duan , Jun Fang , Hongbin Li

We consider the frequency estimation of periodic signals using noisy time-of-arrival (TOA) information with missing (sparse) data contaminated with outliers. We tackle the problem from a mathematical optimization standpoint, formulating it…

Optimization and Control · Mathematics 2024-09-04 Romain Puech , Vincent Gouldieff

Out-of-distribution (OOD) detection is an important task in machine learning systems for ensuring their reliability and safety. Deep probabilistic generative models facilitate OOD detection by estimating the likelihood of a data sample.…

Machine Learning · Computer Science 2021-06-16 Jaemoo Choi , Changyeon Yoon , Jeongwoo Bae , Myungjoo Kang

In high-dimensional data, many sparse regression methods have been proposed. However, they may not be robust against outliers. Recently, the use of density power weight has been studied for robust parameter estimation and the corresponding…

Methodology · Statistics 2018-02-14 Takayuki Kawashima , Hironori Fujisawa

This paper presents a method for jointly estimating the state, input, and parameters of linear systems in an online fashion. The method is specially designed for measurements that are corrupted with non-Gaussian noise or outliers, which are…

Systems and Control · Electrical Eng. & Systems 2022-04-13 Jean-Sébastien Brouillon , Keith Moffat , Florian Dörfler , Giancarlo Ferrari-Trecate

Greedy algorithms are popular in compressive sensing for their high computational efficiency. But the performance of current greedy algorithms can be degenerated seriously by noise (both multiplicative noise and additive noise). A robust…

Information Theory · Computer Science 2014-02-10 Yurrit Avonds , Yipeng Liu , Sabine Van Huffel

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

In this paper, we consider robust system identification under sparse outliers and random noises. In this problem, system parameters are observed through a Toeplitz matrix. All observations are subject to random noises and a few are…

Information Theory · Computer Science 2013-05-28 Weiyu Xu , Erwei Bai , Myung Cho

This paper considers $k$-means clustering in the presence of noise. It is known that $k$-means clustering is highly sensitive to noise, and thus noise should be removed to obtain a quality solution. A popular formulation of this problem is…

Data Structures and Algorithms · Computer Science 2020-04-14 Sungjin Im , Mahshid Montazer Qaem , Benjamin Moseley , Xiaorui Sun , Rudy Zhou

A greedy algorithm is proposed for sparse-sensor selection in reduced-order sensing that contains correlated noise in measurement. The sensor selection is carried out by maximizing the determinant of the Fisher information matrix in a…

Optimization and Control · Mathematics 2021-04-28 Keigo Yamada , Yuji Saito , Koki Nankai , Taku Nonomura , Keisuke Asai , Daisuke Tsubakino

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 study a new linear up to quadratic time algorithm for linear regression in the absence of strong assumptions on the underlying distributions of samples, and in the presence of outliers. The goal is to design a procedure which comes with…

Machine Learning · Statistics 2020-07-14 Jules Depersin

This paper describes recursive algorithms for state estimation of linear dynamical systems when measurements are noisy with unknown bias and/or outliers. For situations with noisy and biased measurements, algorithms are proposed that…

Systems and Control · Electrical Eng. & Systems 2025-03-11 Krishan Mohan Nagpal

Regression is the workhorse of statistics, and is often faced with real data that contain outliers. When these are casewise outliers, that is, cases that are entirely wrong or belong to a different population, the issue can be remedied by…

Methodology · Statistics 2026-03-06 Jakob Raymaekers , Peter J. Rousseeuw

Fully robust versions of the elastic net estimator are introduced for linear and logistic regression. The algorithms to compute the estimators are based on the idea of repeatedly applying the non-robust classical estimators to data subsets…

Methodology · Statistics 2017-03-16 Fatma Sevinc Kurnaz , Irene Hoffmann , Peter Filzmoser

Outlying observations can be challenging to handle and adversely affect subsequent analyses, especially in data with increasing dimensional complexity. Although outliers are not always undesired anomalies in the data and may possess…

Methodology · Statistics 2025-09-18 Anthony-Alexander Christidis , Gabriela Cohen-Freue

In this paper, we address the problem of how to robustly train a ConvNet for regression, or deep robust regression. Traditionally, deep regression employs the L2 loss function, known to be sensitive to outliers, i.e. samples that either lie…

Computer Vision and Pattern Recognition · Computer Science 2018-08-29 Stéphane Lathuilière , Pablo Mesejo , Xavier Alameda-Pineda , Radu Horaud

Given that no existing graph construction method can generate a perfect graph for a given dataset, graph-based algorithms are often affected by redundant and erroneous edges present within the constructed graphs. In this paper, we view…

Machine Learning · Computer Science 2024-11-27 Yongyu Wang , Xiaotian Zhuang

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