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Motivated by a need to characterize transient behaviors in large network systems in terms of relevant signal norms and worst-case input scenarios, we propose a novel approach based on existing theory for matrix pseudospectra. We extend…

Optimization and Control · Mathematics 2022-10-18 Jonas Hansson , Emma Tegling

We consider $N\times N$ self-adjoint Gaussian random matrices defined by an arbitrary deterministic sparsity pattern with $d$ nonzero entries per row. We show that such random matrices exhibit a canonical localization-delocalization…

Probability · Mathematics 2024-01-03 Laura Shou , Ramon van Handel

One of the fundamental requirements for visual surveillance using non-overlapping camera networks is the correct labeling of tracked objects on each camera in a consistent way,in the sense that the captured tracklets, or observations in…

Computer Vision and Pattern Recognition · Computer Science 2013-06-06 Jiuqing Wan , Li Liu

We consider analysis of relational data (a matrix), in which the rows correspond to subjects (e.g., people) and the columns correspond to attributes. The elements of the matrix may be a mix of real and categorical. Each subject and…

Machine Learning · Computer Science 2012-07-03 Esther Salazar , Matthew Cain , Elise Darling , Stephen Mitroff , Lawrence Carin

Networks and data supported on graphs have become ubiquitous in the sciences and engineering. This paper studies the 'blind' community detection problem, where we seek to infer the community structure of a graph model given the observation…

Social and Information Networks · Computer Science 2020-10-28 T. Mitchell Roddenberry , Michael T. Schaub , Hoi-To Wai , Santiago Segarra

Geometric alignment appears in a variety of applications, ranging from domain adaptation, optimal transport, and normalizing flows in machine learning; optical flow and learned augmentation in computer vision and deformable registration…

Computer Vision and Pattern Recognition · Computer Science 2021-10-27 Steffen Czolbe , Aasa Feragen , Oswin Krause

Cliques, or fully connected subgraphs, are among the most important and well-studied graph motifs in network science. We consider the problem of finding a statisti- cally anomalous clique hidden in a large network. There are two parts to…

Methodology · Statistics 2025-12-11 Subhankar Bhadra , Srijan Sengupta

We study the problem of detecting and locating change points in high-dimensional Vector Autoregressive (VAR) models, whose transition matrices exhibit low rank plus sparse structure. We first address the problem of detecting a single change…

Methodology · Statistics 2021-10-01 Peiliang Bai , Abolfazl Safikhani , George Michailidis

Modeling non-stationary data is a challenging problem in the field of continual learning, and data distribution shifts may result in negative consequences on the performance of a machine learning model. Classic learning tools are often…

Machine Learning · Computer Science 2024-10-23 Sebastián Basterrech , Line Clemmensen , Gerardo Rubino

We consider nonparametric sequential hypothesis testing problem when the distribution under the null hypothesis is fully known but the alternate hypothesis corresponds to some other unknown distribution with some loose constraints. We…

Information Theory · Computer Science 2013-11-15 Shouvik Ganguly , K Sahasranand , Vinod Sharma

We consider the problem of localizing a submatrix with larger-than-usual entry values inside a data matrix, without the prior knowledge of the submatrix size. We establish an optimization framework based on a multiscale scan statistic, and…

Statistics Theory · Mathematics 2019-06-24 Yuchao Liu , Ery Arias-Castro

Hyperspectral target detection is a task of primary importance in remote sensing since it allows identification, location, and discrimination of target features. To this end, the reflectance maps, which contain the spectral signatures and…

Signal Processing · Electrical Eng. & Systems 2023-05-24 Pia Addabbo , Nicomino Fiscante , Gaetano Giunta , Danilo Orlando , Giuseppe Ricci , Silvia Liberata Ullo

This study introduces a novel theoretical framework for analyzing heteroscedastic Gaussian processes (HGPs) that identify unknown systems in a data-driven manner. Although HGPs effectively address the heteroscedasticity of noise in complex…

Optimization and Control · Mathematics 2024-10-22 Yuji Ito

Standard Gaussian graphical models (GGMs) implicitly assume that the conditional independence among variables is common to all observations in the sample. However, in practice, observations are usually collected form heterogeneous…

Methodology · Statistics 2010-01-26 Abel Rodriguez , Alex Lenkoski , Adrian Dobra

We consider a collection of independent random variables that are identically distributed, except for a small subset which follows a different, anomalous distribution. We study the problem of detecting which random variables in the…

Information Theory · Computer Science 2018-06-21 Natalie Durgin , Rachel Grotheer , Chenxi Huang , Shuang Li , Anna Ma , Deanna Needell , Jing Qin

Structured point process data harvested from various platforms poses new challenges to the machine learning community. By imposing a matrix structure to repeatedly observed marked point processes, we propose a novel mixture model of…

Machine Learning · Statistics 2021-11-18 Lihao Yin , Ganggang Xu , Huiyan Sang , Yongtao Guan

Estimation of Gaussian graphical models is important in natural science when modeling the statistical relationships between variables in the form of a graph. The sparsity and clustering structure of the concentration matrix is enforced to…

Optimization and Control · Mathematics 2020-04-20 Meixia Lin , Defeng Sun , Kim-Chuan Toh , Chengjing Wang

Anomaly detection aims at identifying unexpected fluctuations in the expected behavior of a given system. It is acknowledged as a reliable answer to the identification of zero-day attacks to such extent, several ML algorithms that suit for…

Machine Learning · Computer Science 2020-12-22 Tommaso Zoppi , Andrea ceccarelli , Tommaso Capecchi , Andrea Bondavalli

We present an algorithm for recovering planted solutions in two well-known models, the stochastic block model and planted constraint satisfaction problems, via a common generalization in terms of random bipartite graphs. Our algorithm…

Data Structures and Algorithms · Computer Science 2015-04-30 Vitaly Feldman , Will Perkins , Santosh Vempala

Estimation of a high dimensional precision matrix is a critical problem to many areas of statistics including Gaussian graphical models and inference on high dimensional data. Working under the structural assumption of sparsity, we propose…

Methodology · Statistics 2020-12-17 Adam B Kashlak