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We consider the problem of principal component analysis (PCA) in the presence of outliers. Given a matrix $A$ ($d \times n$) and parameters $k, m$, the goal is to remove a set of at most $m$ columns of $A$ (known as outliers), so as to…

Data Structures and Algorithms · Computer Science 2018-05-14 Aditya Bhaskara , Srivatsan Kumar

Machine learning and data analysis have been used in many robotics fields, especially for modelling. Data are usually the result of sensor measurements and, as such, they might be subjected to noise and outliers. The presence of outliers…

Robotics · Computer Science 2019-08-26 Francesco Cursi , Guang-Zhong Yang

We consider the problem of computing the rank of an m x n matrix A over a field. We present a randomized algorithm to find a set of r = rank(A) linearly independent columns in \~O(|A| + r^\omega) field operations, where |A| denotes the…

Data Structures and Algorithms · Computer Science 2015-03-20 Ho Yee Cheung , Tsz Chiu Kwok , Lap Chi Lau

In this work, we address the following matrix recovery problem: suppose we are given a set of data points containing two parts, one part consists of samples drawn from a union of multiple subspaces and the other part consists of outliers.…

Information Theory · Computer Science 2014-04-01 Guangcan Liu , Huan Xu , Shuicheng Yan

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

Clustering, or unsupervised classification, is a task often plagued by outliers. Yet there is a paucity of work on handling outliers in clustering. Outlier identification algorithms tend to fall into three broad categories: outlier…

Methodology · Statistics 2024-05-31 Katharine M. Clark , Paul D. McNicholas

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

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

Impulsed noise outliers are data points that differs significantly from other observations.They are generally removed from the data set through local regression or Kalman filter algorithm.However, these methods, or their generalizations,…

Methodology · Statistics 2022-08-02 Bertrand Cloez , Bénédicte Fontez , Eliel González García , Isabelle Sanchez

This paper studies inference in the high-dimensional linear regression model with outliers. Sparsity constraints are imposed on the vector of coefficients of the covariates. The number of outliers can grow with the sample size while their…

Statistics Theory · Mathematics 2021-02-08 Jad Beyhum

The task of outlier detection is to find small groups of data objects that are exceptional when compared with rest large amount of data. In [38], the problem of outlier detection in categorical data is defined as an optimization problem and…

Databases · Computer Science 2007-05-23 Zengyou He , Xiaofei Xu , Shengchun Deng

This paper proposes a framework for simultaneous dimensionality reduction and regression in the presence of outliers in data by applying low-rank and sparse matrix decomposition. For multivariate data corrupted with outliers, it is…

Signal Processing · Electrical Eng. & Systems 2024-07-10 Farwa Abbas , Hussain Ahmad

A multivariate dataset consists of $n$ cases in $d$ dimensions, and is often stored in an $n$ by $d$ data matrix. It is well-known that real data may contain outliers. Depending on the situation, outliers may be (a) undesirable errors which…

Methodology · Statistics 2019-10-08 Peter J. Rousseeuw , Wannes Van den Bossche

The low-rank matrix factorization as a L1 norm minimization problem has recently attracted much attention due to its intrinsic robustness to the presence of outliers and missing data. In this paper, we propose a new method, called the…

Numerical Analysis · Computer Science 2012-04-26 Deyu Meng , Zongben Xu

This paper considers the problem of completing a matrix with many missing entries under the assumption that the columns of the matrix belong to a union of multiple low-rank subspaces. This generalizes the standard low-rank matrix completion…

Information Theory · Computer Science 2011-12-30 Brian Eriksson , Laura Balzano , Robert Nowak

It is well-known that real data often contain outliers. The term outlier typically refers to a case, that is, a row of the $n \times d$ data matrix. In recent times a different type has come into focus, the cellwise outliers. These are…

Methodology · Statistics 2024-07-08 Jakob Raymaekers , Peter J. Rousseeuw

We derive a convex optimization problem for the task of segmenting sequential data, which explicitly treats presence of outliers. We describe two algorithms for solving this problem, one exact and one a top-down novel approach, and we…

Machine Learning · Computer Science 2014-11-19 Itamar Katz , Koby Crammer

High-dimensional data poses unique challenges in outlier detection process. Most of the existing algorithms fail to properly address the issues stemming from a large number of features. In particular, outlier detection algorithms perform…

Machine Learning · Computer Science 2020-09-22 Firuz Kamalov , Ho Hon Leung

Multivariate location and scatter matrix estimation is a cornerstone in multivariate data analysis. We consider this problem when the data may contain independent cellwise and casewise outliers. Flat data sets with a large number of…

Statistics Theory · Mathematics 2014-06-24 Claudio Agostinelli , Andy Leung , Victor J. Yohai , Ruben H. Zamar

Exact matrix completion and low rank matrix estimation problems has been studied in different underlying conditions. In this work we study exact low-rank completion under non-degenerate noise model. Non-degenerate random noise model has…

Machine Learning · Computer Science 2022-04-06 Jafar Jafarov