相关论文: USACv20: robust essential, fundamental and homogra…

We present a novel two-view geometry estimation framework which is based on a differentiable robust loss function fitting. We propose to treat the robust fundamental matrix estimation as an implicit layer, which allows us to avoid…

Randomized smoothing has become essential for achieving certified adversarial robustness in machine learning models. However, current methods primarily use isotropic noise distributions that are uniform across all data dimensions, such as…

In Statistics, log-concave density estimation is a central problem within the field of nonparametric inference under shape constraints. Despite great progress in recent years on the statistical theory of the canonical estimator, namely the…

In this paper, we study the problem of robust subspace recovery (RSR) in the presence of both strong adversarial corruptions and Gaussian noise. Specifically, given a limited number of noisy samples -- some of which are tampered by an…

Variational inference lies at the core of many state-of-the-art algorithms. To improve the approximation of the posterior beyond parametric families, it was proposed to include MCMC steps into the variational lower bound. In this work we…

Fast convergent, accurate, computationally efficient, parallelizable, and robust matrix inversion and parameter estimation algorithms are required in many time-critical and accuracy-critical applications such as system identification,…

The growing uncertainty from renewable power and electricity demand brings significant challenges to unit commitment (UC). While various advanced forecasting and optimization methods have been developed to predict better and address this…

We propose a robust and scalable procedure for general optimization and inference problems on manifolds leveraging the classical idea of `median-of-means' estimation. This is motivated by ubiquitous examples and applications in modern data…

While leverage score sampling provides powerful tools for approximating solutions to large least squares problems, the cost of computing exact scores and sampling often prohibits practical application. This paper addresses this challenge by…

We introduce Harmonic Robustness, a powerful and intuitive method to test the robustness of any machine-learning model either during training or in black-box real-time inference monitoring without ground-truth labels. It is based on…

We study the problem of estimating the trace of a matrix $A$ that can only be accessed through matrix-vector multiplication. We introduce a new randomized algorithm, Hutch++, which computes a $(1 \pm \epsilon)$ approximation to $tr(A)$ for…

In Visual SLAM, achieving accurate feature matching consumes a significant amount of time, severely impacting the real-time performance of the system. This paper proposes an accelerated method for Visual SLAM by integrating GMS (Grid-based…

Maximum consensus estimation plays a critically important role in robust fitting problems in computer vision. Currently, the most prevalent algorithms for consensus maximization draw from the class of randomized hypothesize-and-verify…

The next generation of Mars rotorcrafts requires on-board autonomous hazard avoidance landing. To this end, this work proposes a system that performs continuous multi-resolution height map reconstruction and safe landing spot detection.…

Robotic affordance estimation is challenging due to visual, geometric, and semantic ambiguities in sensory input. We propose a method that disambiguates these signals using two coupled recursive estimators for sub-aspects of affordances:…

We consider robust low rank matrix estimation as a trace regression when outputs are contaminated by adversaries. The adversaries are allowed to add arbitrary values to arbitrary outputs. Such values can depend on any samples. We deal with…

Drawing statistical inferences from large datasets in a model-robust way is an important problem in statistics and data science. In this paper, we propose methods that are robust to large and unequal noise in different observational units…

We develop a family of accelerated stochastic algorithms that minimize sums of convex functions. Our algorithms improve upon the fastest running time for empirical risk minimization (ERM), and in particular linear least-squares regression,…

Cardiac magnetic resonance imaging (CMR) is vital for diagnosing heart diseases, but long scan time remains a major drawback. To address this, accelerated imaging techniques have been introduced by undersampling k-space, which reduces the…

Bayesian modelling and computational inference by Markov chain Monte Carlo (MCMC) is a principled framework for large-scale uncertainty quantification, though is limited in practice by computational cost when implemented in the simplest…