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We characterize the solution to the entropically regularized optimal transport problem by a well-posed ordinary differential equation (ODE). Our approach works for discrete marginals and general cost functions, and in addition to two…

Optimization and Control · Mathematics 2024-04-01 Joshua Zoen-Git Hiew , Luca Nenna , Brendan Pass

Robust regression models in the presence of outliers have significant practical relevance in areas such as signal processing, financial econometrics, and energy management. Many existing robust regression methods, either grounded in…

Signal Processing · Electrical Eng. & Systems 2025-06-30 Pengyang Song , Jue Wang

We propose a simple subsampling scheme for fast randomized approximate computation of optimal transport distances. This scheme operates on a random subset of the full data and can use any exact algorithm as a black-box back-end, including…

Computation · Statistics 2020-12-17 Max Sommerfeld , Jörn Schrieber , Yoav Zemel , Axel Munk

A novel unsupervised outlier score, which can be embedded into graph based dimensionality reduction techniques, is presented in this work. The score uses the directed nearest neighbor graphs of those techniques. Hence, the same measure of…

Machine Learning · Computer Science 2021-05-06 Jonas Wurst , Alberto Flores Fernández , Michael Botsch , Wolfgang Utschick

The problems of outliers detection and robust regression in a high-dimensional setting are fundamental in statistics, and have numerous applications. Following a recent set of works providing methods for simultaneous robust regression and…

Machine Learning · Statistics 2017-12-08 Alain Virouleau , Agathe Guilloux , Stéphane Gaïffas , Malgorzata Bogdan

The curse of outlier measurements in estimation problems is a well known issue in a variety of fields. Therefore, outlier removal procedures, which enables the identification of spurious measurements within a set, have been developed for…

Information Theory · Computer Science 2017-08-02 Marco Compagnoni , Alessia Pini , Antonio Canclini , Paolo Bestagini , Fabio Antonacci , Stefano Tubaro , Augusto Sarti

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…

Machine Learning · Computer Science 2020-02-19 O. Ramos Terrades , A. Berenguel , D. Gil

Radar sensors are emerging as solutions for perceiving surroundings and estimating ego-motion in extreme weather conditions. Unfortunately, radar measurements are noisy and suffer from mutual interference, which degrades the performance of…

Robotics · Computer Science 2023-03-06 Hyungtae Lim , Kawon Han , Gunhee Shin , Giseop Kim , Songcheol Hong , Hyun Myung

Unsupervised outlier detection, which predicts if a test sample is an outlier or not using only the information from unlabelled inlier data, is an important but challenging task. Recently, methods based on the two-stage framework achieve…

Computer Vision and Pattern Recognition · Computer Science 2021-05-20 Zhisheng Xiao , Qing Yan , Yali Amit

We introduce and develop a novel approach to outlier detection based on adaptation of random subspace learning. Our proposed method handles both high-dimension low-sample size and traditional low-dimensional high-sample size datasets.…

Machine Learning · Statistics 2015-05-05 Bohan Liu , Ernest Fokoue

We develop a novel theoretical framework for understating OT schemes respecting a class structure. For this purpose, we propose a convex OT program with a sum-of-norms regularization term, which provably recovers the underlying class…

Machine Learning · Computer Science 2023-05-23 Arman Rahbar , Ashkan Panahi , Morteza Haghir Chehreghani , Devdatt Dubhashi , Hamid Krim

Absolute pose estimation is a fundamental problem in computer vision, and it is a typical parameter estimation problem, meaning that efforts to solve it will always suffer from outlier-contaminated data. Conventionally, for a fixed…

Computer Vision and Pattern Recognition · Computer Science 2019-12-17 Yinlong Liu , Xuechen Li , Manning Wang , Guang Chen , Zhijian Song , Alois Knoll

The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…

Optimization and Control · Mathematics 2012-11-29 Jonathan Korman , Robert J. McCann

An outlier-resistance phase retrieval algorithm based on alternating direction method of multipliers (ADMM) is devised in this letter. Instead of the widely used least squares criterion that is only optimal for Gaussian noise environment,…

Information Theory · Computer Science 2017-02-22 Xue Jiang , H. C. So , X. Liu

This paper considers the problem of outlier detection in functional data analysis focusing particularly on the more difficult case of shape outliers. We present an inductive conformal anomaly detection method based on elastic functional…

Methodology · Statistics 2025-04-11 Jason Adams , Brandon Berman , Joshua Michalenko , J. Derek Tucker

Aggregating data from multiple sources can be formalized as an Optimal Transport (OT) barycenter problem, which seeks to compute the average of probability distributions with respect to OT discrepancies. However, in real-world scenarios,…

Machine Learning · Statistics 2025-04-15 Milena Gazdieva , Jaemoo Choi , Alexander Kolesov , Jaewoong Choi , Petr Mokrov , Alexander Korotin

Long Short-Term Memory networks trained with gradient descent and back-propagation have received great success in various applications. However, point estimation of the weights of the networks is prone to over-fitting problems and lacks…

Machine Learning · Computer Science 2019-06-05 Chao Chen , Xiao Lin , Gabriel Terejanu

Event detection is gaining increasing attention in smart cities research. Large-scale mobility data serves as an important tool to uncover the dynamics of urban transportation systems, and more often than not the dataset is incomplete. In…

Signal Processing · Electrical Eng. & Systems 2019-08-28 Yue Hu , Dan Work

Outlier detection is a core task in data mining with a plethora of algorithms that have enjoyed wide scale usage. Existing algorithms are primarily focused on detection, that is the identification of outliers in a given dataset. In this…

Machine Learning · Computer Science 2019-11-11 Yue Wu , Leman Akoglu , Ian Davidson

Given a dataset an outlier can be defined as an observation that it is unlikely to follow the statistical properties of the majority of the data. Computation of the location estimate of is fundamental in data analysis, and it is well known…

Statistics Theory · Mathematics 2015-11-16 G. Zioutas , C. Chatzinakos , T. D. Nguyen , L. Pitsoulis