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Principal Component Analysis (PCA) is a fundamental tool for data visualization, denoising, and dimensionality reduction. It is widely popular in Statistics, Machine Learning, Computer Vision, and related fields. However, PCA is well-known…

Machine Learning · Statistics 2023-07-21 Debolina Paul , Saptarshi Chakraborty , Swagatam Das

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

Large datasets are often affected by cell-wise outliers in the form of missing or erroneous data. However, discarding any samples containing outliers may result in a dataset that is too small to accurately estimate the covariance matrix.…

Statistics Theory · Mathematics 2023-11-13 Karim Lounici , Grégoire Pacreau

Robust principal component analysis (RPCA) is a widely used technique for recovering low-rank structure from matrices with missing entries and sparse, possibly large-magnitude corruptions. Although numerous algorithms achieve accurate point…

Methodology · Statistics 2026-03-17 Liangliang Yuan , Lei Wang , Quan Kong , Liuhua Peng

In this work, we address the problem of outlier detection for robust motion estimation by using modern sparse-low-rank decompositions, i.e., Robust PCA-like methods, to impose global rank constraints. Robust decompositions have shown to be…

Computer Vision and Pattern Recognition · Computer Science 2014-10-23 German Ros , Jose Alvarez , Julio Guerrero

Traditional principal component analysis (PCA) is well known in high-dimensional data analysis, but it requires to express data by a matrix with observations to be continuous. To overcome the limitations, a new method called flexible PCA…

Methodology · Statistics 2021-08-17 Tonglin Zhang , Baijian Yang , Qianqian Song , Jing Su

Principal component analysis (PCA) is by far the most widespread tool for unsupervised learning with high-dimensional data sets. Its application is popularly studied for the purpose of exploratory data analysis and online process…

Applications · Statistics 2019-02-12 Stefania Russo , Guangyu Li , Kris Villez

Often the challenge associated with tasks like fraud and spam detection is the lack of all likely patterns needed to train suitable supervised learning models. This problem accentuates when the fraudulent patterns are not only scarce, they…

Machine Learning · Computer Science 2019-05-08 Utkarsh Porwal , Smruthi Mukund

Principal component analysis (PCA) is arguably the most widely used approach for large-dimensional factor analysis. While it is effective when the factors are sufficiently strong, it can be inconsistent when the factors are weak and/or the…

Methodology · Statistics 2025-08-22 Zhongyuan Lyu , Ming Yuan

In this paper, we propose a new method to perform Sparse Kernel Principal Component Analysis (SKPCA) and also mathematically analyze the validity of SKPCA. We formulate SKPCA as a constrained optimization problem with elastic net…

Machine Learning · Computer Science 2018-09-17 Rudrajit Das , Aditya Golatkar , Suyash P. Awate

Outliers are ubiquitous in modern data sets. Distance-based techniques are a popular non-parametric approach to outlier detection as they require no prior assumptions on the data generating distribution and are simple to implement. Scaling…

Machine Learning · Statistics 2016-05-04 Mario Lucic , Olivier Bachem , Andreas Krause

This paper explores and analyzes two randomized designs for robust Principal Component Analysis (PCA) employing low-dimensional data sketching. In one design, a data sketch is constructed using random column sampling followed by low…

Machine Learning · Statistics 2017-03-21 Mostafa Rahmani , George Atia

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…

Machine Learning · Statistics 2019-07-31 Vasileios Tzoumas , Pasquale Antonante , Luca Carlone

The idea of Innovation Search was proposed as a data clustering method in which the directions of innovation were utilized to compute the adjacency matrix and it was shown that Innovation Pursuit can notably outperform the self…

Machine Learning · Statistics 2020-01-01 Mostafa Rahmani , Ping Li

Quadratic and Linear Discriminant Analysis (QDA/LDA) are the most often applied classification rules under normality. In QDA, a separate covariance matrix is estimated for each group. If there are more variables than observations in the…

Methodology · Statistics 2016-12-26 Stéphanie Aerts , Ines Wilms

We propose an inlier-based outlier detection method capable of both identifying the outliers and explaining why they are outliers, by identifying the outlier-specific features. Specifically, we employ an inlier-based outlier detection…

Machine Learning · Statistics 2017-02-22 Makoto Yamada , Song Liu , Samuel Kaski

Many machine learning classification systems lack competency awareness. Specifically, many systems lack the ability to identify when outliers (e.g., samples that are distinct from and not represented in the training data distribution) are…

Machine Learning · Computer Science 2020-07-03 Matthew Cook , Alina Zare , Paul Gader

In this paper we propose a novel optimization framework to systematically solve robust PCA problem with rigorous theoretical guarantee, based on which we investigate very computationally economic updating algorithms.

Machine Learning · Computer Science 2021-11-25 Kai Liu , Yarui Cao

Classical discriminant analysis (DA) is based on the mean and empirical covariance matrix of each class, both of which are sensitive to outliers in the data. In the past the focus was on casewise outliers, that is, datapoints that lie far…

Methodology · Statistics 2026-05-29 Fabio Centofanti , Can Hakan Dagidir , Mia Hubert , Peter J. Rousseeuw

We introduce and develop a novel approach to outlier detection based on adaptation of random subspace learning. Our proposed method handles both high-dimension low-sample size and traditional low-dimensional high-sample size datasets.…

Machine Learning · Statistics 2015-05-05 Bohan Liu , Ernest Fokoue