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Real-world network applications must cope with failing nodes, malicious attacks, or nodes facing corrupted data - data classified as outliers. Our work addresses these concerns in the scope of the sensor network localization problem where,…

Optimization and Control · Mathematics 2021-10-05 Claudia Soares , João Gomes

The objective of this work is to quantify the reconstruction error in sparse inverse problems with measures and stochastic noise, motivated by optimal sensor placement. To be useful in this context, the error quantities must be explicit in…

Numerical Analysis · Mathematics 2024-04-19 Phuoc-Truong Huynh , Konstantin Pieper , Daniel Walter

We consider the problem of robust compressed sensing whose objective is to recover a high-dimensional sparse signal from compressed measurements corrupted by outliers. A new sparse Bayesian learning method is developed for robust compressed…

Machine Learning · Statistics 2016-10-24 Qian Wan , Huiping Duan , Jun Fang , Hongbin Li

Many applications in data analysis rely on the decomposition of a data matrix into a low-rank and a sparse component. Existing methods that tackle this task use the nuclear norm and L1-cost functions as convex relaxations of the rank…

Machine Learning · Statistics 2013-01-18 Clemens Hage , Martin Kleinsteuber

Estimating structures in "big data" and clustering them are among the most fundamental problems in computer vision, pattern recognition, data mining, and many other other research fields. Over the past few decades, many studies have been…

Machine Learning · Computer Science 2019-01-09 Maryam Jaberi , Marianna Pensky , Hassan Foroosh

In this paper, we study problem of estimating a sparse regression vector with correct support in the presence of outlier samples. The inconsistency of lasso-type methods is well known in this scenario. We propose a combinatorial version of…

Machine Learning · Computer Science 2023-06-23 Adarsh Barik , Jean Honorio

The problem of finding suitable point embedding or geometric configurations given only Euclidean distance information of point pairs arises both as a core task and as a sub-problem in a variety of machine learning applications. In this…

Machine Learning · Computer Science 2024-10-23 Ipsita Ghosh , Abiy Tasissa , Christian Kümmerle

We study the fundamental task of outlier-robust mean estimation for heavy-tailed distributions in the presence of sparsity. Specifically, given a small number of corrupted samples from a high-dimensional heavy-tailed distribution whose mean…

Data Structures and Algorithms · Computer Science 2022-11-30 Ilias Diakonikolas , Daniel M. Kane , Jasper C. H. Lee , Ankit Pensia

We study the problem of robust time series analysis under the standard auto-regressive (AR) time series model in the presence of arbitrary outliers. We devise an efficient hard thresholding based algorithm which can obtain a consistent…

Machine Learning · Computer Science 2016-07-04 Kush Bhatia , Prateek Jain , Parameswaran Kamalaruban , Purushottam Kar

Finding an approximate second-order stationary point (SOSP) is a well-studied and fundamental problem in stochastic nonconvex optimization with many applications in machine learning. However, this problem is poorly understood in the…

Optimization and Control · Mathematics 2024-03-19 Shuyao Li , Yu Cheng , Ilias Diakonikolas , Jelena Diakonikolas , Rong Ge , Stephen J. Wright

In applications like medical imaging, error correction, and sensor networks, one needs to solve large-scale linear systems that may be corrupted by a small number of arbitrarily large corruptions. We consider solving such large-scale…

Numerical Analysis · Mathematics 2018-12-27 Jamie Haddock , Deanna Needell

Randomized algorithms depend on accurate sampling from probability distributions, as their correctness and performance hinge on the quality of the generated samples. However, even for common distributions like Binomial, exact sampling is…

Computation · Statistics 2025-06-17 Uddalok Sarkar , Sourav Chakraborty , Kuldeep S. Meel

We apply a method recently introduced to the statistical literature to directly estimate the precision matrix from an ensemble of samples drawn from a corresponding Gaussian distribution. Motivated by the observation that cosmological…

Instrumentation and Methods for Astrophysics · Physics 2016-05-25 Nikhil Padmanabhan , Martin White , Harrison H. Zhou , Ross O'Connell

We consider the problem of estimating the locations of a set of points in a k-dimensional euclidean space given a subset of the pairwise distance measurements between the points. We focus on the case when some fraction of these measurements…

Information Theory · Computer Science 2012-10-19 Venkatesan Ekambaram , Giulia Fanti , Kannan Ramchandran

In tracking of time-varying low-rank models of time-varying matrices, we present a method robust to both uniformly-distributed measurement noise and arbitrarily-distributed ``sparse'' noise. In theory, we bound the tracking error. In…

Optimization and Control · Mathematics 2020-02-05 Albert Akhriev , Jakub Marecek , Andrea Simonetto

Understanding the dynamics of complex systems is a central task in many different areas ranging form biology via epidemics to economics and engineering. Unexpected behaviour of dynamic systems or even systems failure is sometimes difficult…

Optimization and Control · Mathematics 2020-06-11 Dominik Kahl , Andreas Weber , Maik Kschischo

In this paper we discuss a classical geometrical problem of estimating an unknown point's location in $\Real{n}$ from several noisy measurements of the Euclidean distances from this point to a set of known reference points (anchors). We…

Computational Engineering, Finance, and Science · Computer Science 2026-03-06 Giuseppe C. Calafiore

This paper studies the problem of accurately recovering a structured signal from a small number of corrupted sub-Gaussian measurements. We consider three different procedures to reconstruct signal and corruption when different kinds of…

Information Theory · Computer Science 2017-09-19 Jinchi Chen , Yulong Liu

We investigate the phase retrieval problem perturbed by dense bounded noise and sparse outliers that can change an adversarially chosen $s$-fraction of the measurement vector. The adversarial sparse outliers may exhibit dependence on both…

Statistics Theory · Mathematics 2023-12-12 Gao Huang , Song Li , Hang Xu

We study the problem of recovering an $s$-sparse signal $\mathbf{x}^{\star}\in\mathbb{C}^n$ from corrupted measurements $\mathbf{y} = \mathbf{A}\mathbf{x}^{\star}+\mathbf{z}^{\star}+\mathbf{w}$, where $\mathbf{z}^{\star}\in\mathbb{C}^m$ is…

Information Theory · Computer Science 2018-04-04 Peng Zhang , Lu Gan , Cong Ling , Sumei Sun