相关论文: L1-norm Error Function Robustness and Outlier Regu…

Probabilistic principal component analysis (PPCA) is currently one of the most used statistical tools to reduce the ambient dimension of the data. From multidimensional scaling to the imputation of missing data, PPCA has a broad spectrum of…

Ordinal regression is a specialized supervised problem where the labels show an inherent order. The order distinguishes it from normal multi-class problem. Support Vector Ordinal Regression, as an outstanding ordinal regression model, is…

In this paper we propose a novel optimization framework to systematically solve robust PCA problem with rigorous theoretical guarantee, based on which we investigate very computationally economic updating algorithms.

This work develops a sparse and outlier-insensitive method to fit a one-dimensional subspace that can be used as a replacement for eigenvector methods such as principal component analysis (PCA). The method is insensitive to outlier…

In this paper, we propose an outlier-robust regularized kernel-based method for linear system identification. The unknown impulse response is modeled as a zero-mean Gaussian process whose covariance (kernel) is given by the recently…

This paper uses network packet capture data to demonstrate how Robust Principal Component Analysis (RPCA) can be used in a new way to detect anomalies which serve as cyber-network attack indicators. The approach requires only a few…

Anomaly detection is a dynamic field, in which the evaluation of models plays a critical role in understanding their effectiveness. The selection and interpretation of the evaluation metrics are pivotal, particularly in scenarios with…

In the past decades, exactly recovering the intrinsic data structure from corrupted observations, which is known as robust principal component analysis (RPCA), has attracted tremendous interests and found many applications in computer…

This article studies the robustness of the eigenvalue ordering, an important issue when estimating the leading eigen-subspace by principal component analysis (PCA). In Yata and Aoshima (2010), cross-data-matrix PCA (CDM-PCA) was proposed…

Principal component analysis (PCA) is a widely used dimension reduction method, but its performance is known to be non-robust to outliers. Recently, product-PCA (PPCA) has been shown to possess the efficiency-loss free ordering-robustness…

Standard risk models reduce the rich dependence structure of financial markets to scalar volatility estimates, discarding the topological information encoded in cross-asset correlation networks. We present ORCA (Online Regime Correlation…

Robust PCA methods are typically batch algorithms which requires loading all observations into memory before processing. This makes them inefficient to process big data. In this paper, we develop an efficient online robust principal…

In high-dimensional multivariate regression problems, enforcing low rank in the coefficient matrix offers effective dimension reduction, which greatly facilitates parameter estimation and model interpretation. However, commonly-used…

Many online learning algorithms, including classical online PCA methods, enforce explicit normalization steps that discard the evolving norm of the parameter vector. We show that this norm can in fact encode meaningful information about the…

Principal component analysis (PCA) is one of the most widely used dimensionality reduction methods in scientific data analysis. In many applications, for additional interpretability, it is desirable for the factor loadings to be sparse,…

Relative error estimation has been recently used in regression analysis. A crucial issue of the existing relative error estimation procedures is that they are sensitive to outliers. To address this issue, we employ the $\gamma$-likelihood…

Neural network models have become the leading solution for a large variety of tasks, such as classification, language processing, protein folding, and others. However, their reliability is heavily plagued by adversarial inputs: small input…

Outlier detection is an important problem occurring in a wide range of areas. Outliers are the outcome of fraudulent behaviour, mechanical faults, human error, or simply natural deviations. Many data mining applications perform outlier…

This paper studies tensor-based Robust Principal Component Analysis (RPCA) using atomic-norm regularization. Given the superposition of a sparse and a low-rank tensor, we present conditions under which it is possible to exactly recover the…

Open Shortest Path First (OSPF) is one of the most widely used routing protocol to manage intra-domain routing. OSPF has been identified with many serious security issues. LSA falsification is one of the most critical vulnerability that can…