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Phase retrieval has been mainly considered in the presence of Gaussian noise. However, the performance of the algorithms proposed under the Gaussian noise model severely degrades when grossly corrupted data, i.e., outliers, exist. This…

Information Theory · Computer Science 2017-11-22 Cheng Qian , Xiao Fu , Nicholas D. Sidiropoulos , Lei Huang , Junhao Xie

This paper examines the ability of greedy algorithms to estimate a block sparse parameter vector from noisy measurements. In particular, block sparse versions of the orthogonal matching pursuit and thresholding algorithms are analyzed under…

Information Theory · Computer Science 2015-05-19 Zvika Ben-Haim , Yonina C. Eldar

In real world, our datasets often contain outliers. Moreover, the outliers can seriously affect the final machine learning result. Most existing algorithms for handling outliers take high time complexities (e.g. quadratic or cubic…

Computational Geometry · Computer Science 2020-02-28 Hu Ding , Zixiu Wang

Coping with outliers contaminating dynamical processes is of major importance in various applications because mismatches from nominal models are not uncommon in practice. In this context, the present paper develops novel fixed-lag and…

Systems and Control · Computer Science 2018-11-29 Shahrokh Farahmand , Georgios B. Giannakis , Daniele Angelosante

There are several methods for obtaining very robust estimates of regression parameters that asymptotically resist 50% of outliers in the data. Differences in the behaviour of these algorithms depend on the distance between the regression…

Methodology · Statistics 2014-05-21 Marco Riani , Anthony C. Atkinson , Domenico Perrotta

Gaussian processes (GPs) are non-parametric probabilistic regression models that are popular due to their flexibility, data efficiency, and well-calibrated uncertainty estimates. However, standard GP models assume homoskedastic Gaussian…

Machine Learning · Computer Science 2025-01-08 Sebastian Ament , Elizabeth Santorella , David Eriksson , Ben Letham , Maximilian Balandat , Eytan Bakshy

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

Large outliers break down linear and nonlinear regression models. Robust regression methods allow one to filter out the outliers when building a model. By replacing the traditional least squares criterion with the least trimmed squares…

Optimization and Control · Mathematics 2012-06-07 Gleb Beliakov , Andrei Kelarev , John Yearwood

Standard Direction of Arrival (DOA) estimation methods are typically derived based on the Gaussian noise assumption, making them highly sensitive to outliers. Therefore, in the presence of impulsive noise, the performance of these methods…

Machine Learning · Computer Science 2024-05-28 Y. Li , W. Xiao , L. Zhao , Z. Huang , Q. Li , L. Li , R. C. de Lamare

Sparsity-constrained optimization has wide applicability in machine learning, statistics, and signal processing problems such as feature selection and compressive Sensing. A vast body of work has studied the sparsity-constrained…

Machine Learning · Statistics 2013-07-17 Sohail Bahmani , Bhiksha Raj , Petros Boufounos

Machine learning algorithms aim to find patterns from observations, which may include some noise, especially in robotics domain. To perform well even with such noise, we expect them to be able to detect outliers and discard them when…

Machine Learning · Computer Science 2020-03-04 Wendyam Eric Lionel Ilboudo , Taisuke Kobayashi , Kenji Sugimoto

Gaussian process regression (GPR) model is well-known to be susceptible to outliers. Robust process regression models based on t-process or other heavy-tailed processes have been developed to address the problem. However, due to the nature…

Methodology · Statistics 2017-07-10 Wang Zhanfeng , Noh Maengseok , Lee Youngjo , Shi Jianqing

In this paper, we study problem of estimating a sparse regression vector with correct support in the presence of outlier samples. The inconsistency of lasso-type methods is well known in this scenario. We propose a combinatorial version of…

Machine Learning · Computer Science 2023-06-23 Adarsh Barik , Jean Honorio

Robust and sparse estimation of linear regression coefficients is investigated. The situation addressed by the present paper is that covariates and noises are sampled from heavy-tailed distributions, and the covariates and noises are…

Machine Learning · Statistics 2022-10-11 Takeyuki Sasai

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…

Optimization and Control · Mathematics 2014-10-10 Cláudia Soares , João Gomes

This paper delivers improved theoretical guarantees for the convex programming approach in low-rank matrix estimation, in the presence of (1) random noise, (2) gross sparse outliers, and (3) missing data. This problem, often dubbed as…

Machine Learning · Statistics 2022-09-13 Yuxin Chen , Jianqing Fan , Cong Ma , Yuling Yan

Real-world network applications must cope with failing nodes, malicious attacks, or, somehow, nodes facing corrupted data --- classified as outliers. One enabling application is the geographic localization of the network nodes. However,…

Optimization and Control · Mathematics 2016-10-31 Cláudia Soares , João Gomes

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

This paper focuses on the development of novel greedy techniques for distributed learning under sparsity constraints. Greedy techniques have widely been used in centralized systems due to their low computational requirements and at the same…

Information Theory · Computer Science 2015-06-23 Symeon Chouvardas , Gerasimos Mileounis , Nicholas Kalouptsidis , Sergios Theodoridis

This note studies a method for the efficient estimation of a finite number of unknown parameters from linear equations, which are perturbed by Gaussian noise. In case the unknown parameters have only few nonzero entries, the proposed…

Systems and Control · Computer Science 2014-05-27 Liang Dai , Kristiaan Pelckmans