Related papers: USACv20: robust essential, fundamental and homogra…
This paper deals with robust regression and subspace estimation and more precisely with the problem of minimizing a saturated loss function. In particular, we focus on computational complexity issues and show that an exact algorithm with…
Deep Neural Networks (DNNs) have been widely deployed for many Machine Learning applications. Recently, CapsuleNets have overtaken traditional DNNs, because of their improved generalization ability due to the multi-dimensional capsules, in…
Fully robust versions of the elastic net estimator are introduced for linear and logistic regression. The algorithms to compute the estimators are based on the idea of repeatedly applying the non-robust classical estimators to data subsets…
Statistical machine learning often uses probabilistic algorithms, such as Markov Chain Monte Carlo (MCMC), to solve a wide range of problems. Many accelerators are proposed using specialized hardware to address sampling inefficiency, the…
Homography estimation is a basic image alignment method in many applications. It is usually conducted by extracting and matching sparse feature points, which are error-prone in low-light and low-texture images. On the other hand, previous…
Homography estimation between multiple aerial images can provide relative pose estimation for collaborative autonomous exploration and monitoring. The usage on a robotic system requires a fast and robust homography estimation algorithm. In…
In this paper, we consider an unconstrained optimization model where the objective is a sum of a large number of possibly nonconvex functions, though overall the objective is assumed to be smooth and convex. Our bid to solving such model…
We present an approach to solving hard geometric optimization problems in the RANSAC framework. The hard minimal problems arise from relaxing the original geometric optimization problem into a minimal problem with many spurious solutions.…
Robust estimation is primarily concerned with providing reliable parameter estimates in the presence of outliers. Numerous robust loss functions have been proposed in regression and classification, along with various computing algorithms.…
We propose a nonconvex estimator for joint multivariate regression and precision matrix estimation in the high dimensional regime, under sparsity constraints. A gradient descent algorithm with hard thresholding is developed to solve the…
This paper provides the relevant literature with a complete toolkit for conducting robust estimation and inference about the parameters of interest involved in a high-dimensional panel data framework. Specifically, (1) we allow for…
We develop a novel computationally efficient and general framework for robust hypothesis testing. The new framework features a new way to construct uncertainty sets under the null and the alternative distributions, which are sets centered…
This paper deals with the problem of robust matrix completion -- retrieving a low-rank matrix and a sparse matrix from the compressed counterpart of their superposition. Though seemingly not an unresolved issue, we point out that the…
We study algorithms for estimating the statistical leverage scores of rectangular dense or sparse matrices of arbitrary rank. Our approach is based on combining rank revealing methods with compositions of dense and sparse randomized…
While matrix variate regression models have been studied in many existing works, classical statistical and computational methods for the analysis of the regression coefficient estimation are highly affected by high dimensional and noisy…
In predictive modeling with simulation or machine learning, it is critical to accurately assess the quality of estimated values through output analysis. In recent decades output analysis has become enriched with methods that quantify the…
The bootstrap is a widely used procedure for statistical inference because of its simplicity and attractive statistical properties. However, the vanilla version of bootstrap is no longer feasible computationally for many modern massive…
We provide analysis of the convergence properties and applicability extensions of flat-histogram algorithms, with a particular focus on the Wang-Landau algorithms (exemplified by converging stochastic approximation Monte Carlo (SAMC)) and…
Random sampling is an essential tool in the processing and transmission of data. It is used to summarize data too large to store or manipulate and meet resource constraints on bandwidth or battery power. Estimators that are applied to the…
Detailed detector simulation is the major consumer of CPU resources at LHCb, having used more than 90% of the total computing budget during Run 2 of the Large Hadron Collider at CERN. As data is collected by the upgraded LHCb detector…