Related papers: Robust Matrix Completion with Heavy-tailed Noise
In this paper, we provide novel tail bounds on the optimization error of Stochastic Mirror Descent for convex and Lipschitz objectives. Our analysis extends the existing tail bounds from the classical light-tailed Sub-Gaussian noise case to…
Low-rank matrix recovery from structured measurements has been a topic of intense study in the last decade and many important problems like matrix completion and blind deconvolution have been formulated in this framework. An important…
We study the problem of estimating the mean of a distribution in high dimensions when either the samples are adversarially corrupted or the distribution is heavy-tailed. Recent developments in robust statistics have established efficient…
This paper describes recursive algorithms for state estimation of linear dynamical systems when measurements are noisy with unknown bias and/or outliers. For situations with noisy and biased measurements, algorithms are proposed that…
Quadratically-constrained basis pursuit has become a popular device in sparse regularization; in particular, in the context of compressed sensing. However, the majority of theoretical error estimates for this regularizer assume an a priori…
In this paper, we provide novel optimal (or near optimal) convergence rates for a clipped version of the stochastic subgradient method. We consider nonsmooth convex problems over possibly unbounded domains, under heavy-tailed noise that…
Low-rank matrix completion is an important problem with extensive real-world applications. When observations are uniformly sampled from the underlying matrix entries, existing methods all require the matrix to be incoherent. This paper…
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…
We analyze a class of estimators based on convex relaxation for solving high-dimensional matrix decomposition problems. The observations are noisy realizations of a linear transformation $\mathfrak{X}$ of the sum of an approximately) low…
Previous work regarding low-rank matrix recovery has concentrated on the scenarios in which the matrix is noise-free and the measurements are corrupted by noise. However, in practical application, the matrix itself is usually perturbed by…
Probabilistic approach to Boolean matrix factorization can provide solutions robustagainst noise and missing values with linear computational complexity. However,the assumption about latent factors can be problematic in real world…
In this paper, we propose a novel method for matrix completion under general non-uniform missing structures. By controlling an upper bound of a novel balancing error, we construct weights that can actively adjust for the non-uniformity in…
The goal of tensor completion is to recover a tensor from a subset of its entries, often by exploiting its low-rank property. Among several useful definitions of tensor rank, the low-tubal-rank was shown to give a valuable characterization…
Robust and sparse estimation of linear regression coefficients is investigated. The situation addressed by the present paper is that covariates and noises are sampled from heavy-tailed distributions, and the covariates and noises are…
Matrix completion is a modern missing data problem where both the missing structure and the underlying parameter are high dimensional. Although missing structure is a key component to any missing data problems, existing matrix completion…
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 consider the problem of system identification of partially observed linear time-invariant (LTI) systems. Given input-output data, we provide non-asymptotic guarantees for identifying the system parameters under general heavy-tailed noise…
In many autonomous mapping tasks, the maps cannot be accurately constructed due to various reasons such as sparse, noisy, and partial sensor measurements. We propose a novel map prediction method built upon the recent success of Low-Rank…
We develop two new estimators for a general class of stationary GARCH models with possibly heavy tailed asymmetrically distributed errors, covering processes with symmetric and asymmetric feedback like GARCH, Asymmetric GARCH, VGARCH and…
We consider the problem of training a model under the presence of label noise. Current approaches identify samples with potentially incorrect labels and reduce their influence on the learning process by either assigning lower weights to…