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This paper proposes an improved quasi-Newton penalty decomposition algorithm for the minimization of continuously differentiable functions, possibly nonconvex, over sparse symmetric sets. The method solves a sequence of penalty subproblems…

Optimization and Control · Mathematics 2026-01-21 Ahmad Mousavi , Morteza Kimiaei , Saman Babaie-Kafaki , Vyacheslav Kungurtsev

One-class anomaly detection aims to detect objects that do not belong to a predefined normal class. In practice training data lack those anomalous samples; hence state-of-the-art methods are trained to discriminate between normal and…

Computer Vision and Pattern Recognition · Computer Science 2025-03-10 Romain Hermary , Vincent Gaudillière , Abd El Rahman Shabayek , Djamila Aouada

The aim of this manuscript is to approach by means of first order differential equations/inclusions convex programming problems with two-block separable linear constraints and objectives, whereby (at least) one of the components of the…

Optimization and Control · Mathematics 2020-05-21 Sandy Bitterlich , Ernö Robert Csetnek , Gert Wanka

Anomaly detection is a field of intense research. Identifying low probability events in data/images is a challenging problem given the high-dimensionality of the data, especially when no (or little) information about the anomaly is…

Machine Learning · Computer Science 2022-04-13 José A. Padrón-Hidalgo , Valero Laparra , Gustau Camps-Valls

Location based services are expected to play a major role in future generation cellular networks, starting from the incoming 5G systems. At the same time, localization technologies may be severely affected by attackers capable to deploy low…

Information Theory · Computer Science 2021-03-24 Stefania Bartoletti , Ivan Palamà , Danilo Orlando , Giuseppe Bianchi , Nicola Blefari Melazzi

Anomaly detection is facing with emerging challenges in many important industry domains, such as cyber security and online recommendation and advertising. The recent trend in these areas calls for anomaly detection on time-evolving data…

Machine Learning · Computer Science 2019-07-16 Zheng Gao , Lin Guo , Chi Ma , Xiao Ma , Kai Sun , Hang Xiang , Xiaoqiang Zhu , Hongsong Li , Xiaozhong Liu

In this paper, we consider a class of nonconvex problems with linear constraints appearing frequently in the area of image processing. We solve this problem by the penalty method and propose the iteratively reweighted alternating…

Optimization and Control · Mathematics 2019-02-13 Tao Sun , Dongsheng Li , Hao Jiang , Zhe Quan

Common computational problems, such as parameter estimation in dynamic models and PDE constrained optimization, require data fitting over a set of auxiliary parameters subject to physical constraints over an underlying state. Naive…

Optimization and Control · Mathematics 2017-09-19 Aleksandr Y. Aravkin , Dmitriy Drusvyatskiy , Tristan van Leeuwen

We construct an efficient numerical scheme for solving obstacle problems in divergence form. The numerical method is based on a reformulation of the obstacle in terms of an L1-like penalty on the variational problem. The reformulation is an…

Numerical Analysis · Mathematics 2014-04-08 Giang Tran , Hayden Schaeffer , William M. Feldman , Stanley J. Osher

The main difficulty in high-dimensional anomaly detection tasks is the lack of anomalous data for training. And simply collecting anomalous data from the real world, common distributions, or the boundary of normal data manifold may face the…

Computer Vision and Pattern Recognition · Computer Science 2021-04-27 Songmin Dai , Jide Li , Lu Wang , Congcong Zhu , Yifan Wu , Xiaoqiang Li

In high-dimensional model selection problems, penalized simple least-square approaches have been extensively used. This paper addresses the question of both robustness and efficiency of penalized model selection methods, and proposes a…

Methodology · Statistics 2011-07-06 Jelena Bradic , Jianqing Fan , Weiwei Wang

Anomaly segmentation is a critical task for driving applications, and it is approached traditionally as a per-pixel classification problem. However, reasoning individually about each pixel without considering their contextual semantics…

Computer Vision and Pattern Recognition · Computer Science 2023-07-26 Shyam Nandan Rai , Fabio Cermelli , Dario Fontanel , Carlo Masone , Barbara Caputo

In this paper, we consider the problem of conditional anomaly detection that aims to identify data instances with an unusual response or a class label. We develop a new non-parametric approach for conditional anomaly detection based on the…

Machine Learning · Computer Science 2026-04-24 Michal Valko , Branislav Kveton , Hamed Valizadegan , Gregory F. Cooper , Milos Hauskrecht

The eigenfunctions of the Laplace Beltrami operator (Manifold Harmonics) define a function basis that can be used in spectral analysis on manifolds. In [21] the authors recast the problem as an orthogonality constrained optimization problem…

Numerical Analysis · Mathematics 2018-04-23 Martin Huska , Damiana Lazzaro , Serena Morigi

We study settings where gradient penalties are used alongside risk minimization with the goal of obtaining predictors satisfying different notions of monotonicity. Specifically, we present two sets of contributions. In the first part of the…

Machine Learning · Computer Science 2022-05-18 Joao Monteiro , Mohamed Osama Ahmed , Hossein Hajimirsadeghi , Greg Mori

This paper focuses on stochastic optimal control problems with constraints in law, which are rewritten as optimization (minimization) of probability measures problem on the canonical space. We introduce a penalized version of this type of…

Optimization and Control · Mathematics 2025-03-18 Thibaut Bourdais , Nadia Oudjane , Francesco Russo

Many offline unsupervised change point detection algorithms rely on minimizing a penalized sum of segment-wise costs. We extend this framework by proposing to minimize a sum of discrepancies between segments. In particular, we propose to…

Machine Learning · Computer Science 2020-09-04 Aurélien Serre , Didier Chételat , Andrea Lodi

Time series anomaly detection is crucial for industrial monitoring services that handle a large volume of data, aiming to ensure reliability and optimize system performance. Existing methods often require extensive labeled resources and…

Machine Learning · Computer Science 2023-07-21 Manqing Dong , Zhanxiang Zhao , Yitong Geng , Wentao Li , Wei Wang , Huai Jiang

Logical anomalies (LA) refer to data violating underlying logical constraints e.g., the quantity, arrangement, or composition of components within an image. Detecting accurately such anomalies requires models to reason about various…

Computer Vision and Pattern Recognition · Computer Science 2024-04-16 Soopil Kim , Sion An , Philip Chikontwe , Myeongkyun Kang , Ehsan Adeli , Kilian M. Pohl , Sang Hyun Park

The use of video-imaging data for in-line process monitoring applications has become more and more popular in the industry. In this framework, spatio-temporal statistical process monitoring methods are needed to capture the relevant…

Applications · Statistics 2020-04-24 Hao Yan , Marco Grasso , Kamran Paynabar , Bianca Maria Colosimo