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This paper presents a novel online identification algorithm for nonlinear regression models. The online identification problem is challenging due to the presence of nonlinear structure in the models. Previous works usually ignore the…

Optimization and Control · Mathematics 2022-07-21 Guang-Yong Chen , Min Gan , Jing Chen , Long Chen

Most of the existing classification methods are aimed at minimization of empirical risk (through some simple point-based error measured with loss function) with added regularization. We propose to approach this problem in a more information…

Machine Learning · Computer Science 2015-01-22 Wojciech Marian Czarnecki , Jacek Tabor

Dimension is an inherent bottleneck to some modern learning tasks, where optimization methods suffer from the size of the data. In this paper, we study non-isotropic distributions of data and develop tools that aim at reducing these…

Machine Learning · Statistics 2025-02-12 Mathieu Even , Laurent Massoulié

In this paper, we consider sequential online prediction (SOP) for streaming data in the presence of outliers and change points. We propose an INstant TEmporal structure Learning (INTEL) algorithm to address this problem. Our INTEL algorithm…

Machine Learning · Computer Science 2020-02-12 Bin Liu , Yu Qi , Ke-Jia Chen

A significant challenge in many fields of science and engineering is making sense of time-dependent measurement data by recovering governing equations in the form of differential equations. We focus on finding parsimonious ordinary…

Machine Learning · Computer Science 2024-10-04 Doris Voina , Steven Brunton , J. Nathan Kutz

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

Linear regression with normally distributed errors - including particular cases such as ANOVA, Student's t-test or location-scale inference - is a widely used statistical procedure. In this case the ordinary least squares estimator…

Methodology · Statistics 2019-09-18 Alain Desgagné

We consider state estimation for networked systems where measurements from sensor nodes are contaminated by outliers. A new hierarchical measurement model is formulated for outlier detection by integrating the outlier-free measurement model…

Applications · Statistics 2022-11-08 Hongwei Wang , Hongbin Li , Wei Zhang , Junyi Zuo , Heping Wang , Jun Fang

Deep neural networks (DNNs) often exhibit overconfidence when encountering out-of-distribution (OOD) samples, posing significant challenges for deployment. Since DNNs are trained on in-distribution (ID) datasets, the information flow of ID…

Computer Vision and Pattern Recognition · Computer Science 2025-04-07 Guide Yang , Chao Hou , Weilong Peng , Xiang Fang , Yongwei Nie , Peican Zhu , Keke Tang

Robust regression models in the presence of outliers have significant practical relevance in areas such as signal processing, financial econometrics, and energy management. Many existing robust regression methods, either grounded in…

Signal Processing · Electrical Eng. & Systems 2025-06-30 Pengyang Song , Jue Wang

The presence of outliers (anomalous values) in synthetic aperture radar (SAR) data and the misspecification in statistical image models may result in inaccurate inferences. To avoid such issues, the Rayleigh regression model based on a…

Applications · Statistics 2022-08-02 B. G. Palm , F. M. Bayer , R. Machado , M. I. Pettersson , V. T. Vu , R. J. Cintra

We consider the task of robust non-linear regression in the presence of both inlier noise and outliers. Assuming that the unknown non-linear function belongs to a Reproducing Kernel Hilbert Space (RKHS), our goal is to estimate the set of…

Machine Learning · Computer Science 2017-08-02 George Papageorgiou , Pantelis Bouboulis , Sergios Theodoridis

We consider the problem of estimating the state transition matrix of a linear time-invariant (LTI) system, given access to multiple independent trajectories sampled from the system. Several recent papers have conducted a non-asymptotic…

Systems and Control · Electrical Eng. & Systems 2025-05-29 Vinay Kanakeri , Aritra Mitra

This work presents a novel and effective method for fitting multidimensional ellipsoids to scattered data in the contamination of noise and outliers. We approach the problem as a Bayesian parameter estimate process and maximize the…

Methodology · Statistics 2024-07-30 Zhao Mingyang , Jia Xiaohong , Ma Lei , Shi Yuke , Jiang Jingen , Li Qizhai , Yan Dong-Ming , Huang Tiejun

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

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 is concerned with the online estimation of a nonlinear dynamic system from a series of noisy measurements. The focus is on cases wherein outliers are present in-between normal noises. We assume that the outliers follow an unknown…

Computation · Statistics 2019-05-14 Bin Liu

Extracting dynamic models from data is of enormous importance in understanding the properties of unknown systems. In this work, we employ Lipschitz neural networks, a class of neural networks with a prescribed upper bound on their Lipschitz…

Systems and Control · Electrical Eng. & Systems 2025-08-21 Shiqing Wei , Prashanth Krishnamurthy , Farshad Khorrami

Euclidean embedding from noisy observations containing outlier errors is an important and challenging problem in statistics and machine learning. Many existing methods would struggle with outliers due to a lack of detection ability. In this…

Machine Learning · Statistics 2020-12-24 Qian Zhang , Xinyuan Zhao , Chao Ding

This paper presents a fast methodology, called ROBOUT, to identify outliers in a response variable conditional on a set of linearly related predictors, retrieved from a large granular dataset. ROBOUT is shown to be effective and…

Methodology · Statistics 2021-04-27 Matteo Farnè , Angelos Vouldis