Related papers: Matrix optimization based Euclidean embedding with…
Outlier detection (OD), distinguishing inliers and outliers in completely unlabeled datasets, plays a vital role in science and engineering. Although there have been many insightful OD methods, most of them require troublesome…
Unsupervised outlier detection constitutes a crucial phase within data analysis and remains a dynamic realm of research. A good outlier detection algorithm should be computationally efficient, robust to tuning parameter selection, and…
In this paper we introduce a new method for detecting outliers in a set of proportions. It is based on the construction of a suitable two-way contingency table and on the application of an algorithm for the detection of outlying cells in…
The objective of ordinal embedding is to find a Euclidean representation of a set of abstract items, using only answers to triplet comparisons of the form "Is item $i$ closer to the item $j$ or item $k$?". In recent years, numerous…
The presence of outliers in financial asset returns is a frequently occuring phenomenon and may lead to unreliable mean-variance optimized portfolios. This fact is due to the unbounded influence that outliers can have on the mean returns…
Given an unsupervised outlier detection task, how should one select a detection algorithm as well as its hyperparameters (jointly called a model)? Unsupervised model selection is notoriously difficult, in the absence of hold-out validation…
The problem of recovering the configuration of points from their partial pairwise distances, referred to as the Euclidean Distance Matrix Completion (EDMC) problem, arises in a broad range of applications, including sensor network…
Real-world applications may be affected by outlying values. In the model-based clustering literature, several methodologies have been proposed to detect units that deviate from the majority of the data (rowwise outliers) and trim them from…
We explore the connection between outlier-robust high-dimensional statistics and non-convex optimization in the presence of sparsity constraints, with a focus on the fundamental tasks of robust sparse mean estimation and robust sparse PCA.…
This work introduces the Matrix Minimum Covariance Determinant (MMCD) method, a novel robust location and covariance estimation procedure designed for data that are naturally represented in the form of a matrix. Unlike standard robust…
Unsupervised outlier detection is attractive because it eliminates the need for labeled data. Moreover, forming multi-model ensembles can improve detection robustness. However, composing an ensemble without labeled data is challenging.…
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…
The problem of identifying the most discriminating features when performing supervised learning has been extensively investigated. In particular, several methods for variable selection in model-based classification have been proposed.…
Efficient estimation of high-dimensional matrices-including covariance and precision matrices-is a cornerstone of modern multivariate statistics. Most existing studies have focused primarily on the theoretical properties of the estimators…
Outlier detection is a technique in data mining that aims to detect unusual or unexpected records in the dataset. Existing outlier detection algorithms have different pros and cons and exhibit different sensitivity to noisy data such as…
The completion of a Euclidean distance matrix (EDM) from sparse and noisy observations is a fundamental challenge in signal processing, with applications in sensor network localization, acoustic room reconstruction, molecular conformation,…
We study the fundamental task of outlier-robust mean estimation for heavy-tailed distributions in the presence of sparsity. Specifically, given a small number of corrupted samples from a high-dimensional heavy-tailed distribution whose mean…
Detecting a small number of outliers from a set of data observations is always challenging. This problem is more difficult in the setting of multiple network samples, where computing the anomalous degree of a network sample is generally not…
Today there exists no shortage of outlier detection algorithms in the literature, yet the complementary and critical problem of unsupervised outlier model selection (UOMS) is vastly understudied. In this work we propose ELECT, a new…
This article introduces a new data-driven approach that leverages a manifold embedding generated by the invertible neural network to improve the robustness, efficiency, and accuracy of the constitutive-law-free simulations with limited…