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This work addresses arbitrary convex vector optimization problems, which constitute a general framework for multi-criteria decision-making in diverse real-world applications. Due to their complexity, such problems are typically tackled…

最优化与控制 · 数学 2026-03-31 Daniel Dörfler , Rebecca Köhler , Andreas Löhne

Outlier, or anomaly, detection is essential for optimal performance of machine learning methods and statistical predictive models. It is not just a technical step in a data cleaning process but a key topic in many fields such as fraudulent…

机器学习 · 计算机科学 2020-02-19 O. Ramos Terrades , A. Berenguel , D. Gil

We consider continuous-time stochastic optimal control problems featuring Conditional Value-at-Risk (CVaR) in the objective. The major difficulty in these problems arises from time-inconsistency, which prevents us from directly using…

最优化与控制 · 数学 2020-05-27 Christopher W. Miller , Insoon Yang

We consider the question of estimating a solution to a system of equations that involve convex nonlinearities, a problem that is common in machine learning and signal processing. Because of these nonlinearities, conventional estimators…

机器学习 · 计算机科学 2018-08-14 Sohail Bahmani , Justin Romberg

This paper presents a non-cooperative source localization approach based on received signal strength (RSS) and 2D environment map, considering both line-of-sight (LOS) and non-line-of-sight (NLOS) conditions. Conventional localization…

信号处理 · 电气工程与系统科学 2025-06-11 Hao Sun , Weiming Huang , Xianghao Yu , Junting Chen

Learning in the presence of outliers is a fundamental problem in statistics. Until recently, all known efficient unsupervised learning algorithms were very sensitive to outliers in high dimensions. In particular, even for the task of robust…

数据结构与算法 · 计算机科学 2019-11-15 Ilias Diakonikolas , Daniel M. Kane

This study proposes a mathematical model to optimally locate a set of detectors in such a way that the expected number of casualties in a given threat area can be minimized. Detectors may not be perfectly reliable, which is often a function…

系统与控制 · 电气工程与系统科学 2021-01-26 Mohammad Marufuzzaman , Amin Aghalari , Randy Buchanan , Christina H. Rinaudo , Kayla M. Houte , Julekha H. Ranta

This paper addresses the robust estimation of linear regression models in the presence of potentially endogenous outliers. Through Monte Carlo simulations, we demonstrate that existing $L_1$-regularized estimation methods, including the…

计量经济学 · 经济学 2024-08-08 Zhan Gao , Hyungsik Roger Moon

This paper addresses allocation methodologies for a risk measure inherited from ruin theory. Specifically, we consider a dynamic value-at-risk (VaR) measure defined as the smallest initial capital needed to ensure that the ultimate ruin…

数理金融 · 定量金融 2021-03-31 Guusje Delsing , Michel Mandjes , Peter Spreij , Erik Winands

Large datasets are often affected by cell-wise outliers in the form of missing or erroneous data. However, discarding any samples containing outliers may result in a dataset that is too small to accurately estimate the covariance matrix.…

统计理论 · 数学 2023-11-13 Karim Lounici , Grégoire Pacreau

LiDAR-based 3D object detectors have achieved unprecedented speed and accuracy in autonomous driving applications. However, similar to other neural networks, they are often biased toward high-confidence predictions or return detections…

计算机视觉与模式识别 · 计算机科学 2023-10-03 Aldi Piroli , Vinzenz Dallabetta , Johannes Kopp , Marc Walessa , Daniel Meissner , Klaus Dietmayer

In real-world applications, it is important for machine learning algorithms to be robust against data outliers or corruptions. In this paper, we focus on improving the robustness of a large class of learning algorithms that are formulated…

机器学习 · 计算机科学 2021-06-04 Quanming Yao , Hangsi Yang , En-Liang Hu , James Kwok

Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR) are two risk measures which are widely used in the practice of risk management. This paper deals with the problem of computing both VaR and CVaR using stochastic approximation (with…

计算金融 · 定量金融 2010-12-06 Olivier Aj Bardou , Noufel Frikha , G. Pagès

Various problems in computer vision and medical imaging can be cast as inverse problems. A frequent method for solving inverse problems is the variational approach, which amounts to minimizing an energy composed of a data fidelity term and…

计算机视觉与模式识别 · 计算机科学 2020-06-17 Erich Kobler , Alexander Effland , Karl Kunisch , Thomas Pock

This paper examines the problem of locating outlier columns in a large, otherwise low-rank, matrix. We propose a simple two-step adaptive sensing and inference approach and establish theoretical guarantees for its performance; our results…

信息论 · 计算机科学 2015-06-22 Xingguo Li , Jarvis Haupt

Time-of-arrival (TOA)-based localization in mixed line-of-sight (LOS) and non-line-of-sight (NLOS) environments is challenging because conventional Euclidean range models do not capture diffraction-dominated propagation. We show that the…

信号处理 · 电气工程与系统科学 2026-04-30 Gaurav Duggal , Richard M. Buehrer , Harpreet S. Dhillon , Jeffrey H. Reed

We consider a typical learning problem of point estimations for modeling of nonlinear functions or dynamical systems in which generalization, i.e., verifying a given learned model, can be embedded as an integral part of the learning process…

最优化与控制 · 数学 2024-08-06 Getachew K. Befekadu

Often the challenge associated with tasks like fraud and spam detection is the lack of all likely patterns needed to train suitable supervised learning models. This problem accentuates when the fraudulent patterns are not only scarce, they…

机器学习 · 计算机科学 2019-05-08 Utkarsh Porwal , Smruthi Mukund

We consider a problem that recovers a 2-D object and the underlying view angle distribution from its noisy projection tilt series taken at unknown view angles. Traditional approaches rely on the estimation of the view angles of the…

信号处理 · 电气工程与系统科学 2019-05-27 Lingda Wang , Zhizhen Zhao

The problem of estimating subjective visual properties from image and video has attracted increasing interest. A subjective visual property is useful either on its own (e.g. image and video interestingness) or as an intermediate…

计算机视觉与模式识别 · 计算机科学 2015-07-28 Yanwei Fu , Timothy M. Hospedales , Tao Xiang , Jiechao Xiong , Shaogang Gong , Yizhou Wang , Yuan Yao