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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…

Methodology · Statistics 2013-05-28 Aida Toma , Samuela Leoni-Aubin

Certifiably robust defenses against adversarial patches for image classifiers ensure correct prediction against any changes to a constrained neighborhood of pixels. PatchCleanser arXiv:2108.09135 [cs.CV], the state-of-the-art certified…

Computer Vision and Pattern Recognition · Computer Science 2023-06-23 Aniruddha Saha , Shuhua Yu , Arash Norouzzadeh , Wan-Yi Lin , Chaithanya Kumar Mummadi

We consider the problem of selecting $k$ seed nodes in a network to maximize the minimum probability of activation under an independent cascade beginning at these seeds. The motivation is to promote fairness by ensuring that even the least…

Social and Information Networks · Computer Science 2025-02-20 Dennis Robert Windham , Caroline J. Wendt , Alex Crane , Madelyn J Warr , Freda Shi , Sorelle A. Friedler , Blair D. Sullivan , Aaron Clauset

Accelerating neural radiance fields training is of substantial practical value, as the ray sampling strategy profoundly impacts network convergence. More efficient ray sampling can thus directly enhance existing NeRF models' training…

Computer Vision and Pattern Recognition · Computer Science 2023-08-31 Shilei Sun , Ming Liu , Zhongyi Fan , Yuxue Liu , Chengwei Lv , Liquan Dong , Lingqin Kong

The growing reliance on artificial intelligence in safety- and security-critical applications is raising concerns about the robustness of neural networks to erroneous or adversarial input. Certification is a methodology for ensuring model…

Machine Learning · Computer Science 2026-05-01 Anton Björklund , Mykola Zaitsev , Paolo Morettin , Marta Kwiatkowska

We consider estimation of the covariance matrix of a multivariate random vector under the constraint that certain covariances are zero. We first present an algorithm, which we call Iterative Conditional Fitting, for computing the maximum…

Statistics Theory · Mathematics 2010-03-04 Sanjay Chaudhuri , Mathias Drton , Thomas S. Richardson

In this paper, we investigate the problem of jointly optimizing the waveform covariance matrix and the antenna position vector for multiple-input-multiple-output (MIMO) radar systems to approximate a desired transmit beampattern as well as…

Signal Processing · Electrical Eng. & Systems 2019-12-03 Arindam Bose , Shahin Khobahi , Mojtaba Soltanalian

Certified defense using randomized smoothing is a popular technique to provide robustness guarantees for deep neural networks against l2 adversarial attacks. Existing works use this technique to provably secure a pretrained non-robust model…

Machine Learning · Computer Science 2022-10-18 Gaurav Kumar Nayak , Ruchit Rawal , Anirban Chakraborty

Maximizing the separation between classes constitutes a well-known inductive bias in machine learning and a pillar of many traditional algorithms. By default, deep networks are not equipped with this inductive bias and therefore many…

Machine Learning · Computer Science 2022-10-25 Tejaswi Kasarla , Gertjan J. Burghouts , Max van Spengler , Elise van der Pol , Rita Cucchiara , Pascal Mettes

Methods to certify the robustness of neural networks in the presence of input uncertainty are vital in safety-critical settings. Most certification methods in the literature are designed for adversarial input uncertainty, but researchers…

Machine Learning · Computer Science 2023-01-26 Brendon G. Anderson , Somayeh Sojoudi

We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. This imperfect communication poses a fundamental…

Optimization and Control · Mathematics 2018-10-30 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

We study the minimal sample size N=N(n) that suffices to estimate the covariance matrix of an n-dimensional distribution by the sample covariance matrix in the operator norm, with an arbitrary fixed accuracy. We establish the optimal bound…

Probability · Mathematics 2013-10-04 Nikhil Srivastava , Roman Vershynin

A central goal of machine learning is to learn robust representations that capture the causal relationship between inputs features and output labels. However, minimizing empirical risk over finite or biased datasets often results in models…

Machine Learning · Computer Science 2021-06-15 Chunting Zhou , Xuezhe Ma , Paul Michel , Graham Neubig

This work introduces two strategies for training network classifiers with heterogeneous agents. One strategy promotes global smoothing over the graph and a second strategy promotes local smoothing over neighbourhoods. It is assumed that the…

Artificial Intelligence · Computer Science 2019-11-13 Elsa Rizk , Roula Nassif , Ali H. Sayed

We study the sample complexity of estimating the covariance matrix $T$ of a distribution $\mathcal{D}$ over $d$-dimensional vectors, under the assumption that $T$ is Toeplitz. This assumption arises in many signal processing problems, where…

Signal Processing · Electrical Eng. & Systems 2019-10-31 Yonina C. Eldar , Jerry Li , Cameron Musco , Christopher Musco

This paper proposes a novel, abstraction-based, certified training method for robust image classifiers. Via abstraction, all perturbed images are mapped into intervals before feeding into neural networks for training. By training on…

Computer Vision and Pattern Recognition · Computer Science 2023-03-22 Zhaodi Zhang , Zhiyi Xue , Yang Chen , Si Liu , Yueling Zhang , Jing Liu , Min Zhang

We consider the classical problem of estimating the covariance matrix of a subgaussian distribution from i.i.d. samples in the novel context of coarse quantization, i.e., instead of having full knowledge of the samples, they are quantized…

Information Theory · Computer Science 2022-04-25 Sjoerd Dirksen , Johannes Maly , Holger Rauhut

Estimating the clutter-plus-noise covariance matrix in high-dimensional STAP is challenging in the presence of Internal Clutter Motion (ICM) and a high noise floor. The problem becomes more difficult in low-sample regimes, where the Sample…

Signal Processing · Electrical Eng. & Systems 2025-05-13 Shashwat Jain , Vikram Krishnamurthy , Muralidhar Rangaswamy , Sandeep Gogineni , Bosung Kang , Sean M. O'Rourke

Randomized smoothing is a popular certified defense against adversarial attacks. In its essence, we need to solve a problem of statistical estimation which is usually very time-consuming since we need to perform numerous (usually $10^5$)…

Machine Learning · Statistics 2025-01-22 Vaclav Voracek

We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…

Machine Learning · Statistics 2015-06-15 Zhaoshi Meng , Dennis Wei , Ami Wiesel , Alfred O. Hero