相关论文: Robust Target Localization in 2D: A Value-at-Risk …

We propose a robust approach for the registration of two sets of 3D points in the presence of a large amount of outliers. Our first contribution is to reformulate the registration problem using a Truncated Least Squares (TLS) cost that…

We propose a non-asymptotic convergence analysis of a two-step approach to learn a conditional value-at-risk (VaR) and a conditional expected shortfall (ES) using Rademacher bounds, in a non-parametric setup allowing for heavy-tails on the…

In this paper, we address learning problems for high dimensional data. Previously, oblivious random projection based approaches that project high dimensional features onto a random subspace have been used in practice for tackling…

Outliers widely occur in big-data applications and may severely affect statistical estimation and inference. In this paper, a framework of outlier-resistant estimation is introduced to robustify an arbitrarily given loss function. It has a…

3D point cloud registration ranks among the most fundamental problems in remote sensing, photogrammetry, robotics and geometric computer vision. Due to the limited accuracy of 3D feature matching techniques, outliers may exist, sometimes…

For many real-world decision-making problems subject to uncertainty, it may be essential to deal with multiple and often conflicting objectives while taking the decision-makers' risk preferences into account. Conditional value-at-risk…

This paper focuses on the problem of estimating bearing vectors between the agents in a two dimensional multi-agent network based on subtended angle measurements, called edge localization problem. We propose an edge localization graph to…

With the growth of 3D sensing technology, deep learning system for 3D point clouds has become increasingly important, especially in applications like autonomous vehicles where safety is a primary concern. However, there are also growing…

Learning-based outlier (mismatched correspondence) rejection for robust 3D registration generally formulates the outlier removal as an inlier/outlier classification problem. The core for this to be successful is to learn the discriminative…

We study the optimal portfolio allocation problem from a Bayesian perspective using value at risk (VaR) and conditional value at risk (CVaR) as risk measures. By applying the posterior predictive distribution for the future portfolio…

We consider the problem of risk-sensitive motion planning in the presence of randomly moving obstacles. To this end, we adopt a model predictive control (MPC) scheme and pose the obstacle avoidance constraint in the MPC problem as a…

We study the problem of learning vector-valued linear predictors: these are prediction rules parameterized by a matrix that maps an $m$-dimensional feature vector to a $k$-dimensional target. We focus on the fundamental case with a convex…

Failures and anomalies in large-scale software systems are unavoidable incidents. When an issue is detected, operators need to quickly and correctly identify its location to facilitate a swift repair. In this work, we consider the problem…

Outlier detection in a large-scale database is a significant and complex issue in knowledge discovering field. As the data distributions are obscure and uncertain in high dimensional space, most existing solutions try to solve the issue…

We propose a risk-averse statistical learning framework wherein the performance of a learning algorithm is evaluated by the conditional value-at-risk (CVaR) of losses rather than the expected loss. We devise algorithms based on stochastic…

Value-at-Risk (VaR) is one of the main regulatory tools used for risk management purposes. However, it is difficult to compute optimal VaR portfolios; that is, an optimal risk-reward portfolio allocation using VaR as the risk measure. This…

Conditional value-at-risk (CVaR) and value-at-risk (VaR) are popular tail-risk measures in finance and insurance industries as well as in highly reliable, safety-critical uncertain environments where often the underlying probability…

The entropic value-at-risk (EVaR) is a new coherent risk measure, which is an upper bound for both the value-at-risk (VaR) and conditional value-at-risk (CVaR). As important properties, the EVaR is strongly monotone over its domain and…

Pose Graph Optimization involves the estimation of a set of poses from pairwise measurements and provides a formalization for many problems arising in mobile robotics and geometric computer vision. In this paper, we consider the case in…

Basel II and Solvency 2 both use the Value-at-Risk (VaR) as the risk measure to compute the Capital Requirements. In practice, to calibrate the VaR, a normal approximation is often chosen for the unknown distribution of the yearly log…