Related papers: Nearly Optimal Robust Subspace Tracking
In many machine learning tasks, a common approach for dealing with large-scale data is to build a small summary, {\em e.g.,} coreset, that can efficiently represent the original input. However, real-world datasets usually contain outliers…
Dimension reduction is widely regarded as an effective way for decreasing the computation, storage and communication loads of data-driven intelligent systems, leading to a growing demand for statistical methods that allow analysis (e.g.,…
In the recent work of Candes et al, the problem of recovering low rank matrix corrupted by i.i.d. sparse outliers is studied and a very elegant solution, principal component pursuit, is proposed. It is motivated as a tool for video…
The Robust Satisficing (RS) model is an emerging approach to robust optimization, offering streamlined procedures and robust generalization across various applications. However, the statistical theory of RS remains unexplored in the…
In this paper, we investigate the optimal output tracking problem for linear discrete-time systems with unknown dynamics using reinforcement learning and robust output regulation theory. This output tracking problem only allows to utilize…
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…
We consider the robust multi-dimensional scaling (RMDS) problem in this paper. The goal is to localize point locations from pairwise distances that may be corrupted by outliers. Inspired by classic MDS theories, and nonconvex works for the…
High-dimensional reduction methods are powerful tools for describing the main patterns in big data. One of these methods is the topological data analysis (TDA), which modeling the shape of the data in terms of topological properties. This…
We propose Robust Narrowest Significance Pursuit (RNSP), a methodology for detecting localized regions in data sequences which each must contain a change-point in the median, at a prescribed global significance level. RNSP works by fitting…
Spatial perception is the backbone of many robotics applications, and spans a broad range of research problems, including localization and mapping, point cloud alignment, and relative pose estimation from camera images. Robust spatial…
An increasing number of methods for background subtraction use Robust PCA to identify sparse foreground objects. While many algorithms use the L1-norm as a convex relaxation of the ideal sparsifying function, we approach the problem with a…
Online or recursive robust PCA can be posed as a problem of recovering a sparse vector, $S_t$, and a dense vector, $L_t$, which lies in a slowly changing low-dimensional subspace, from $M_t:= S_t + L_t$ on-the-fly as new data comes in. For…
Low-rank and sparse decomposition based methods find their use in many applications involving background modeling such as clutter suppression and object tracking. While Robust Principal Component Analysis (RPCA) has achieved great success…
Orthogonal matching pursuit (OMP) is a widely used algorithm for recovering sparse high dimensional vectors in linear regression models. The optimal performance of OMP requires \textit{a priori} knowledge of either the sparsity of…
Subspace identification is a classical and very well studied problem in system identification. The problem was recently posed as a convex optimization problem via the nuclear norm relaxation. Inspired by robust PCA, we extend this framework…
This study introduces a novel computational framework for Robust Topology Optimization (RTO) considering imprecise random field parameters. Unlike the worst-case approach, the present method provides upper and lower bounds for the mean and…
Recent multi-object tracking (MOT) systems have leveraged highly accurate object detectors; however, training such detectors requires large amounts of labeled data. Although such data is widely available for humans and vehicles, it is…
This work takes the first steps towards solving the "phaseless subspace tracking" (PST) problem. PST involves recovering a time sequence of signals (or images) from phaseless linear projections of each signal under the following structural…
Global Navigation Satellite Systems (GNSS) aided Inertial Navigation System (INS) is a fundamental approach for attaining continuously available absolute vehicle position and full state estimates at high bandwidth. For transportation…
In this paper we present a comprehensive framework for learning robust low-rank representations by combining and extending recent ideas for learning fast sparse coding regressors with structured non-convex optimization techniques. This…