Related papers: Fixing Inventory Inaccuracies At Scale
We extend the theory of low-rank matrix recovery and completion to the case when Poisson observations for a linear combination or a subset of the entries of a matrix are available, which arises in various applications with count data. We…
Online retailers execute a very large number of price updates when compared to brick-and-mortar stores. Even a few mis-priced items can have a significant business impact and result in a loss of customer trust. Early detection of anomalies…
Low-rank matrix completion concerns the problem of estimating unobserved entries in a matrix using a sparse set of observed entries. We consider the non-uniform setting where the observed entries are sampled with highly varying…
The problem of low-rank matrix completion with heterogeneous and sub-exponential (as opposed to homogeneous and Gaussian) noise is particularly relevant to a number of applications in modern commerce. Examples include panel sales data and…
Timely and accurate detection of anomalies in power electronics is becoming increasingly critical for maintaining complex production systems. Robust and explainable strategies help decrease system downtime and preempt or mitigate…
The matrix completion problem aims to reconstruct a low-rank matrix based on a revealed set of possibly noisy entries. Prior works consider completing the entire matrix with generalization error guarantees. However, the completion accuracy…
We propose a general framework for reconstructing and denoising single entries of incomplete and noisy entries. We describe: effective algorithms for deciding if and entry can be reconstructed and, if so, for reconstructing and denoising…
This paper examines the problem of locating outlier columns in a large, otherwise low-rank, matrix. We propose a simple two-step adaptive sensing and inference approach and establish theoretical guarantees for its performance; our results…
We present a highly compact run-time monitoring approach for deep computer vision networks that extracts selected knowledge from only a few (down to merely two) hidden layers, yet can efficiently detect silent data corruption originating…
Anomalies and outliers are common in real-world data, and they can arise from many sources, such as sensor faults. Accordingly, anomaly detection is important both for analyzing the anomalies themselves and for cleaning the data for further…
We present new algorithms to detect and correct errors in the product of two matrices, or the inverse of a matrix, over an arbitrary field. Our algorithms do not require any additional information or encoding other than the original inputs…
Many problems in data science can be treated as estimating a low-rank matrix from highly incomplete, sometimes even corrupted, observations. One popular approach is to resort to matrix factorization, where the low-rank matrix factors are…
A major concern when dealing with financial time series involving a wide variety ofmarket risk factors is the presence of anomalies. These induce a miscalibration of the models used toquantify and manage risk, resulting in potential…
We extend the theory of matrix completion to the case where we make Poisson observations for a subset of entries of a low-rank matrix. We consider the (now) usual matrix recovery formulation through maximum likelihood with proper…
Organizations rely heavily on time series metrics to measure and model key aspects of operational and business performance. The ability to reliably detect issues with these metrics is imperative to identifying early indicators of major…
Noisy matrix completion aims at estimating a low-rank matrix given only partial and corrupted entries. Despite substantial progress in designing efficient estimation algorithms, it remains largely unclear how to assess the uncertainty of…
We consider the problem of detecting anomalies among a given set of processes using their noisy binary sensor measurements. The noiseless sensor measurement corresponding to a normal process is 0, and the measurement is 1 if the process is…
This paper considers the quickest search problem to identify anomalies among large numbers of data streams. These streams can model, for example, disjoint regions monitored by a mobile robot. A particular challenge is a version of the…
This paper considers the problem of estimating a low-rank matrix from the observation of all or a subset of its entries in the presence of Poisson noise. When we observe all entries, this is a problem of matrix denoising; when we observe…
We address the problem of sequentially selecting and observing processes from a given set to find the anomalies among them. The decision-maker observes one process at a time and obtains a noisy binary indicator of whether or not the…