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We explore the connection between outlier-robust high-dimensional statistics and non-convex optimization in the presence of sparsity constraints, with a focus on the fundamental tasks of robust sparse mean estimation and robust sparse PCA.…

Machine Learning · Computer Science 2022-11-15 Yu Cheng , Ilias Diakonikolas , Rong Ge , Shivam Gupta , Daniel M. Kane , Mahdi Soltanolkotabi

Many computer vision tasks involve processing large amounts of data contaminated by outliers, which need to be detected and rejected. While outlier detection methods based on robust statistics have existed for decades, only recently have…

Computer Vision and Pattern Recognition · Computer Science 2017-04-14 Chong You , Daniel P. Robinson , René Vidal

We consider the problem of self-localization by a resource-constrained node within a network given radio signal strength indicator (RSSI) measurements from a set of anchor nodes where the RSSI measurements as well as the anchor position…

Information Theory · Computer Science 2017-06-15 Vikram Kumar , Reza Arablouei , Brano Kusy , Raja Jurdak , Neil W. Bergmann

Non-negative matrix factorization (NMF) minimizes the Euclidean distance between the data matrix and its low rank approximation, and it fails when applied to corrupted data because the loss function is sensitive to outliers. In this paper,…

Machine Learning · Computer Science 2019-06-04 Naiyang Guan , Tongliang Liu , Yangmuzi Zhang , Dacheng Tao , Larry S. Davis

Given a real-valued function $f$ defined over a manifold $M$ embedded in $\mathbb{R}^d$, we are interested in recovering structural information about $f$ from the sole information of its values on a finite sample $P$. Existing methods…

Computational Geometry · Computer Science 2015-04-08 Mickaël Buchet , Frédéric Chazal , Tamal K. Dey , Fengtao Fan , Steve Y. Oudot , Yusu Wang

In real world, our datasets often contain outliers. Moreover, the outliers can seriously affect the final machine learning result. Most existing algorithms for handling outliers take high time complexities (e.g. quadratic or cubic…

Computational Geometry · Computer Science 2020-02-28 Hu Ding , Zixiu Wang

We provide a novel -- and to the best of our knowledge, the first -- algorithm for high dimensional sparse regression with constant fraction of corruptions in explanatory and/or response variables. Our algorithm recovers the true sparse…

Machine Learning · Computer Science 2019-05-31 Liu Liu , Yanyao Shen , Tianyang Li , Constantine Caramanis

In the first part of the series papers, we set out to answer the following question: given specific restrictions on a set of samplers, what kind of signal can be uniquely represented by the corresponding samples attained, as the foundation…

Information Theory · Computer Science 2021-08-25 Hanshen Xiao , Yaowen Zhang , Guoqiang Xiao

Blind Source Separation is a widely used technique to analyze multichannel data. In many real-world applications, its results can be significantly hampered by the presence of unknown outliers. In this paper, a novel algorithm coined rGMCA…

Applications · Statistics 2016-04-26 Cecile Chenot , Jerome Bobin , Jeremy Rapin

We develop efficient algorithms for estimating low-degree moments of unknown distributions in the presence of adversarial outliers. The guarantees of our algorithms improve in many cases significantly over the best previous ones, obtained…

Data Structures and Algorithms · Computer Science 2017-12-27 Pravesh K. Kothari , David Steurer

We study the efficient learnability of high-dimensional Gaussian mixtures in the outlier-robust setting, where a small constant fraction of the data is adversarially corrupted. We resolve the polynomial learnability of this problem when the…

Data Structures and Algorithms · Computer Science 2020-05-14 Ilias Diakonikolas , Samuel B. Hopkins , Daniel Kane , Sushrut Karmalkar

In this work, we address the problem of outlier detection for robust motion estimation by using modern sparse-low-rank decompositions, i.e., Robust PCA-like methods, to impose global rank constraints. Robust decompositions have shown to be…

Computer Vision and Pattern Recognition · Computer Science 2014-10-23 German Ros , Jose Alvarez , Julio Guerrero

Cooperative geolocation has attracted significant research interests in recent years. A large number of localization algorithms rely on the availability of statistical knowledge of measurement errors, which is often difficult to obtain in…

Applications · Statistics 2017-01-05 Xiufang Shi , Guoqiang Mao , Brian. D. O. Anderson , Zaiyue Yang , Jiming Chen

We study the problem of estimating a low-rank positive semidefinite (PSD) matrix from a set of rank-one measurements using sensing vectors composed of i.i.d. standard Gaussian entries, which are possibly corrupted by arbitrary outliers.…

Information Theory · Computer Science 2016-12-21 Yuanxin Li , Yue Sun , Yuejie Chi

Location is one of the basic information required for underwater optical wireless sensor networks (UOWSNs) for different purposes such as relating the sensing measurements with precise sensor positions, enabling efficient geographic routing…

Signal Processing · Electrical Eng. & Systems 2018-10-24 Nasir Saeed , Tareq Y. Al-Naffouri , Mohamed-Slim Alouini

We describe a variation of the iterative closest point (ICP) algorithm for aligning two point sets under a set of transformations. Our algorithm is superior to previous algorithms because (1) in determining the optimal alignment, it…

Graphics · Computer Science 2009-09-29 Jeff M. Phillips , Ran Liu , Carlo Tomasi

This work introduces a new method to efficiently solve optimization problems constrained by partial differential equations (PDEs) with uncertain coefficients. The method leverages two sources of inexactness that trade accuracy for speed:…

Optimization and Control · Mathematics 2019-05-20 Matthew J. Zahr , Kevin T. Carlberg , Drew P. Kouri

We analyze the Nystr\"om approximation of a positive definite kernel associated with a probability measure. We first prove an improved error bound for the conventional Nystr\"om approximation with i.i.d. sampling and singular-value…

Numerical Analysis · Mathematics 2023-05-24 Satoshi Hayakawa , Harald Oberhauser , Terry Lyons

We study the problem of corrupted sensing, a generalization of compressed sensing in which one aims to recover a signal from a collection of corrupted or unreliable measurements. While an arbitrary signal cannot be recovered in the face of…

Information Theory · Computer Science 2014-02-05 Rina Foygel , Lester Mackey

Often the challenge associated with tasks like fraud and spam detection[1] is the lack of all likely patterns needed to train suitable supervised learning models. In order to overcome this limitation, such tasks are attempted as outlier or…

Machine Learning · Computer Science 2018-08-22 Utkarsh Porwal , Smruthi Mukund