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Clustering of event stream data is of great importance in many application scenarios, including but not limited to, e-commerce, electronic health, online testing, mobile music service, etc. Existing clustering algorithms fail to take…

Methodology · Statistics 2024-05-29 Yuecheng Zhang , Guanhua Fang , Wen Yu

We put forward a simple new randomized missing data (RMD) approach to robust filtering of state-space models, motivated by the idea that the inclusion of only a small fraction of available highly precise measurements can still extract most…

Methodology · Statistics 2022-10-21 Dobrislav Dobrev , Derek Hansen , Pawel Szerszen

It is of importance to develop statistical techniques to analyze high-dimensional data in the presence of both complex dependence and possible outliers in real-world applications such as imaging data analyses. We propose a new robust…

Methodology · Statistics 2021-10-01 Bingyuan Liu , Qi Zhang , Lingzhou Xue , Peter X. K. Song , Jian Kang

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

Robust change-point detection for large-scale data streams has many real-world applications in industrial quality control, signal detection, biosurveillance. Unfortunately, it is highly non-trivial to develop efficient schemes due to three…

Methodology · Statistics 2021-10-18 Ruizhi Zhang , Yajun Mei , Jianjun Shi

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

Tracking underwater autonomous platforms is often difficult because of noisy, biased, and discretized input data. Classic filters and smoothers based on standard assumptions of Gaussian white noise break down when presented with any of…

Optimization and Control · Mathematics 2019-05-24 Jonathan Jonker , Aleksandr Aravkin , James V. Burke , Gianluigi Pillonetto , Sarah Webster

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

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…

Machine Learning · Computer Science 2022-01-24 Zixiu Wang , Yiwen Guo , Hu Ding

A recently discovered universal rank-based matrix method to extract trends from noisy time series is described in [1] but the formula for the output matrix elements, implemented there as an open-access supplement MATLAB computer code, is…

Data Analysis, Statistics and Probability · Physics 2020-06-24 D. J. Kestner , G. R. Ierley , A. B. Kostinski

This paper evaluates algorithms for classification and outlier detection accuracies in temporal data. We focus on algorithms that train and classify rapidly and can be used for systems that need to incorporate new data regularly. Hence, we…

Machine Learning · Statistics 2018-05-03 Victoria J. Hodge , Jim Austin

Coping with outliers contaminating dynamical processes is of major importance in various applications because mismatches from nominal models are not uncommon in practice. In this context, the present paper develops novel fixed-lag and…

Systems and Control · Computer Science 2018-11-29 Shahrokh Farahmand , Georgios B. Giannakis , Daniele Angelosante

Considering a common case where measurements are obtained from independent sensors, we present a novel outlier-robust filter for nonlinear dynamical systems in this work. The proposed method is devised by modifying the measurement model and…

Systems and Control · Electrical Eng. & Systems 2022-01-26 Aamir Hussain Chughtai , Muhammad Tahir , Momin Uppal

The problem of robust mean estimation in high dimensions is studied, in which a certain fraction (less than half) of the datapoints can be arbitrarily corrupted. Motivated by compressive sensing, the robust mean estimation problem is…

Applications · Statistics 2022-12-08 Aditya Deshmukh , Jing Liu , Venugopal V. Veeravalli

Methods based on diffusion models (DMs) for solving inverse problems (IPs) have recently achieved remarkable performance. However, DM-based methods typically struggle against outliers, which are common in real-world measurements. In this…

Computer Vision and Pattern Recognition · Computer Science 2026-05-12 Yang Zheng , Jiahua Liu , Tongyao Pang , Wen Li , Zhaoqiang Liu

In real-world applications, it is important for machine learning algorithms to be robust against data outliers or corruptions. In this paper, we focus on improving the robustness of a large class of learning algorithms that are formulated…

Machine Learning · Computer Science 2021-06-04 Quanming Yao , Hangsi Yang , En-Liang Hu , James Kwok

Observations in data which are significantly different from its neighbouring points but cannot be classified as noise are known as anomalies or outliers. These anomalies are a cause of concern and a timely warning about their presence could…

Applications · Statistics 2020-06-09 Krishnam Kapoor

We present a de-trending algorithm for the removal of trends in time series. Trends in time series could be caused by various systematic and random noise sources such as cloud passages, changes of airmass, telescope vibration or CCD noise.…

Astrophysics · Physics 2009-09-29 Dae-Won Kim , Pavlos Protopapas , Charles Alcock , Yong-Ik Byun , Federica Bianco

Consensus clustering aggregates partitions in order to find a better fit by reconciling clustering results from different sources/executions. In practice, there exist noise and outliers in clustering task, which, however, may significantly…

Machine Learning · Computer Science 2023-01-03 Deguang Kong , Miao Lu , Konstantin Shmakov , Jian Yang

We study the problem of robust time series analysis under the standard auto-regressive (AR) time series model in the presence of arbitrary outliers. We devise an efficient hard thresholding based algorithm which can obtain a consistent…

Machine Learning · Computer Science 2016-07-04 Kush Bhatia , Prateek Jain , Parameswaran Kamalaruban , Purushottam Kar