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Related papers: Robust, Deep and Inductive Anomaly Detection

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Tensor robust principal component analysis (RPCA), which seeks to separate a low-rank tensor from its sparse corruptions, has been crucial in data science and machine learning where tensor structures are becoming more prevalent. While…

Machine Learning · Statistics 2022-12-23 Harry Dong , Megna Shah , Sean Donegan , Yuejie Chi

Principal component analysis (PCA) aims at estimating the direction of maximal variability of a high-dimensional dataset. A natural question is: does this task become easier, and estimation more accurate, when we exploit additional…

Information Theory · Computer Science 2014-06-19 Andrea Montanari , Emile Richard

Principal Component Analysis (PCA) is a classical method for reducing the dimensionality of data by projecting them onto a subspace that captures most of their variation. Effective use of PCA in modern applications requires understanding…

Statistics Theory · Mathematics 2019-06-14 David Hong , Laura Balzano , Jeffrey A. Fessler

Principal Component Analysis (PCA) is widely used for dimensionality reduction and data analysis. However, PCA results are adversely affected by outliers often observed in real-world data. Existing robust PCA methods are often…

Computational Engineering, Finance, and Science · Computer Science 2025-06-23 Timbwaoga Aime Judicael Ouermi , Jixian Li , Chris R. Johnson

Network anomaly detection is a very relevant research area nowadays, especially due to its multiple applications in the field of network security. The boost of new models based on variational autoencoders and generative adversarial networks…

Machine Learning · Statistics 2023-02-06 Fernando Pérez-Bueno , Luz García , Gabriel Maciá-Fernández , Rafael Molina

It is well known that Principal Component Analysis (PCA) is strongly affected by outliers and a lot of effort has been put into robustification of PCA. In this paper we present a new algorithm for robust PCA minimizing the trimmed…

Machine Learning · Statistics 2015-06-02 Anastasia Podosinnikova , Simon Setzer , Matthias Hein

Estimating intrinsic dimensionality of data is a classic problem in pattern recognition and statistics. Principal Component Analysis (PCA) is a powerful tool in discovering dimensionality of data sets with a linear structure; it, however,…

Computer Vision and Pattern Recognition · Computer Science 2010-02-11 Mingyu Fan , Nannan Gu , Hong Qiao , Bo Zhang

Robust PCA, the problem of PCA in the presence of outliers has been extensively investigated in the last few years. Here we focus on Robust PCA in the column sparse outlier model. The existing methods for column sparse outlier model assumes…

Machine Learning · Statistics 2018-04-16 Vishnu Menon , Sheetal Kalyani

Anomalies are ubiquitous in all scientific fields and can express an unexpected event due to incomplete knowledge about the data distribution or an unknown process that suddenly comes into play and distorts observations. Due to such events'…

Computer Vision and Pattern Recognition · Computer Science 2021-12-14 Fabio Valerio Massoli , Fabrizio Falchi , Alperen Kantarci , Şeymanur Akti , Hazim Kemal Ekenel , Giuseppe Amato

Classical methods such as Principal Component Analysis (PCA) and Canonical Correlation Analysis (CCA) are ubiquitous in statistics. However, these techniques are only able to reveal linear relationships in data. Although nonlinear variants…

Machine Learning · Statistics 2014-05-14 David Lopez-Paz , Suvrit Sra , Alex Smola , Zoubin Ghahramani , Bernhard Schölkopf

Principal component analysis (PCA) is a fundamental tool in multivariate statistics, yet its sensitivity to outliers and limitations in distributed environments restrict its effectiveness in modern large-scale applications. To address these…

Methodology · Statistics 2025-10-16 Hung Hung , Zhi-Yu Jou , Su-Yun Huang , Shinto Eguchi

Reliably detecting anomalies in a given set of images is a task of high practical relevance for visual quality inspection, surveillance, or medical image analysis. Autoencoder neural networks learn to reconstruct normal images, and hence…

Machine Learning · Computer Science 2019-01-21 Laura Beggel , Michael Pfeiffer , Bernd Bischl

Principal component analysis (PCA) frequently suffers from the disturbance of outliers and thus a spectrum of robust extensions and variations of PCA have been developed. However, existing extensions of PCA treat all samples equally even…

Machine Learning · Computer Science 2021-03-23 Rui Zhang , Hongyuan Zhang , Xuelong Li

We study high-dimensional sparse estimation tasks in a robust setting where a constant fraction of the dataset is adversarially corrupted. Specifically, we focus on the fundamental problems of robust sparse mean estimation and robust sparse…

Data Structures and Algorithms · Computer Science 2019-11-20 Ilias Diakonikolas , Sushrut Karmalkar , Daniel Kane , Eric Price , Alistair Stewart

We consider the dimensionality-reduction problem (finding a subspace approximation of observed data) for contaminated data in the high dimensional regime, where the number of observations is of the same magnitude as the number of variables…

Machine Learning · Statistics 2010-05-14 Huan Xu , Constantine Caramanis , Shie Mannor

Principal Component Analysis (PCA) is a well known procedure to reduce intrinsic complexity of a dataset, essentially through simplifying the covariance structure or the correlation structure. We introduce a novel algebraic, model-based…

Methodology · Statistics 2021-12-09 Martin Schlather , Felix Reinbott

We develop theoretically guaranteed stochastic methods for outlier-robust PCA. Outlier-robust PCA seeks an underlying low-dimensional linear subspace from a dataset that is corrupted with outliers. We are able to show that our methods,…

Machine Learning · Computer Science 2022-03-18 Tyler Maunu , Chenyu Yu , Gilad Lerman

Principal Component Analysis (PCA) has been widely used for dimensionality reduction and feature extraction. Robust PCA (RPCA), under different robust distance metrics, such as l1-norm and l2, p-norm, can deal with noise or outliers to some…

Machine Learning · Computer Science 2021-06-29 Zhao Kang , Hongfei Liu , Jiangxin Li , Xiaofeng Zhu , Ling Tian

Data analysis often requires methods that are invariant with respect to specific transformations, such as rotations in case of images or shifts in case of images and time series. While principal component analysis (PCA) is a widely-used…

Machine Learning · Statistics 2024-01-30 Florian Heinrichs

Principal component analysis (PCA) is often used for analyzing data in the most diverse areas. In this work, we report an integrated approach to several theoretical and practical aspects of PCA. We start by providing, in an intuitive and…

Computational Engineering, Finance, and Science · Computer Science 2021-06-09 Felipe L. Gewers , Gustavo R. Ferreira , Henrique F. de Arruda , Filipi N. Silva , Cesar H. Comin , Diego R. Amancio , Luciano da F. Costa