Related papers: Robust Target Localization in 2D: A Value-at-Risk …
This work addresses arbitrary convex vector optimization problems, which constitute a general framework for multi-criteria decision-making in diverse real-world applications. Due to their complexity, such problems are typically tackled…
Outlier, or anomaly, detection is essential for optimal performance of machine learning methods and statistical predictive models. It is not just a technical step in a data cleaning process but a key topic in many fields such as fraudulent…
We consider continuous-time stochastic optimal control problems featuring Conditional Value-at-Risk (CVaR) in the objective. The major difficulty in these problems arises from time-inconsistency, which prevents us from directly using…
We consider the question of estimating a solution to a system of equations that involve convex nonlinearities, a problem that is common in machine learning and signal processing. Because of these nonlinearities, conventional estimators…
This paper presents a non-cooperative source localization approach based on received signal strength (RSS) and 2D environment map, considering both line-of-sight (LOS) and non-line-of-sight (NLOS) conditions. Conventional localization…
Learning in the presence of outliers is a fundamental problem in statistics. Until recently, all known efficient unsupervised learning algorithms were very sensitive to outliers in high dimensions. In particular, even for the task of robust…
This study proposes a mathematical model to optimally locate a set of detectors in such a way that the expected number of casualties in a given threat area can be minimized. Detectors may not be perfectly reliable, which is often a function…
This paper addresses the robust estimation of linear regression models in the presence of potentially endogenous outliers. Through Monte Carlo simulations, we demonstrate that existing $L_1$-regularized estimation methods, including the…
This paper addresses allocation methodologies for a risk measure inherited from ruin theory. Specifically, we consider a dynamic value-at-risk (VaR) measure defined as the smallest initial capital needed to ensure that the ultimate ruin…
Large datasets are often affected by cell-wise outliers in the form of missing or erroneous data. However, discarding any samples containing outliers may result in a dataset that is too small to accurately estimate the covariance matrix.…
LiDAR-based 3D object detectors have achieved unprecedented speed and accuracy in autonomous driving applications. However, similar to other neural networks, they are often biased toward high-confidence predictions or return detections…
In real-world applications, it is important for machine learning algorithms to be robust against data outliers or corruptions. In this paper, we focus on improving the robustness of a large class of learning algorithms that are formulated…
Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR) are two risk measures which are widely used in the practice of risk management. This paper deals with the problem of computing both VaR and CVaR using stochastic approximation (with…
Various problems in computer vision and medical imaging can be cast as inverse problems. A frequent method for solving inverse problems is the variational approach, which amounts to minimizing an energy composed of a data fidelity term and…
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…
Time-of-arrival (TOA)-based localization in mixed line-of-sight (LOS) and non-line-of-sight (NLOS) environments is challenging because conventional Euclidean range models do not capture diffraction-dominated propagation. We show that the…
We consider a typical learning problem of point estimations for modeling of nonlinear functions or dynamical systems in which generalization, i.e., verifying a given learned model, can be embedded as an integral part of the learning process…
Often the challenge associated with tasks like fraud and spam detection is the lack of all likely patterns needed to train suitable supervised learning models. This problem accentuates when the fraudulent patterns are not only scarce, they…
We consider a problem that recovers a 2-D object and the underlying view angle distribution from its noisy projection tilt series taken at unknown view angles. Traditional approaches rely on the estimation of the view angles of the…
The problem of estimating subjective visual properties from image and video has attracted increasing interest. A subjective visual property is useful either on its own (e.g. image and video interestingness) or as an intermediate…