相关论文: Robust Partial Least Squares Using Low Rank and Sp…

Reduced-rank regression estimates regression coefficients by imposing a low-rank constraint on the matrix of regression coefficients, thereby accounting for correlations among response variables. To further improve predictive accuracy and…

For data segmentation in high-dimensional linear regression settings, the regression parameters are often assumed to be sparse segment-wise, which enables many existing methods to estimate the parameters locally via $\ell_1$-regularised…

Low-rank approximation of a matrix by means of structured random sampling has been consistently efficient in its extensive empirical studies around the globe, but adequate formal support for this empirical phenomenon has been missing so…

Vision problems ranging from image clustering to motion segmentation to semi-supervised learning can naturally be framed as subspace segmentation problems, in which one aims to recover multiple low-dimensional subspaces from noisy and…

We develop a constructive approach to estimating sparse, high-dimensional linear regression models. The approach is a computational algorithm motivated from the KKT conditions for the $\ell_0$-penalized least squares solutions. It generates…

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…

Reduced-rank (RR) regression may be interpreted as a dimensionality reduction technique able to reveal complex relationships among the data parsimoniously. However, RR regression models typically overlook any potential group structure among…

Several regularization methods have been considered over the last decade for sparse high-dimensional linear regression models, but the most common ones use the least square (quadratic) or likelihood loss and hence are not robust against…

The paper by Alfons, Croux and Gelper (2013), Sparse least trimmed squares regression for analyzing high-dimensional large data sets, considered a combination of least trimmed squares (LTS) and lasso penalty for robust and sparse…

Commonly used in computer vision and other applications, robust PCA represents an algorithmic attempt to reduce the sensitivity of classical PCA to outliers. The basic idea is to learn a decomposition of some data matrix of interest into…

We propose a neural network for unsupervised anomaly detection with a novel robust subspace recovery layer (RSR layer). This layer seeks to extract the underlying subspace from a latent representation of the given data and removes outliers…

Many methods based on sparse and low-rank representation been developed along with guarantees of correct outlier detection. Self-representation states that a point in a subspace can always be expressed as a linear combination of other…

Anomaly detection in spatiotemporal data is a challenging problem encountered in a variety of applications including hyperspectral imaging, video surveillance, and urban traffic monitoring. Existing anomaly detection methods are most suited…

Low-rank and sparse decomposition based methods find their use in many applications involving background modeling such as clutter suppression and object tracking. While Robust Principal Component Analysis (RPCA) has achieved great success…

We investigate a robust penalized logistic regression algorithm based on a minimum distance criterion. Influential outliers are often associated with the explosion of parameter vector estimates, but in the context of standard logistic…

Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual…

Rare data in a large-scale database are called outliers that reveal significant information in the real world. The subspace-based outlier detection is regarded as a feasible approach in very high dimensional space. However, the outliers…

Partial Least Squares (PLS) regression emerged as an alternative to ordinary least squares for addressing multicollinearity in a wide range of scientific applications. As multidimensional tensor data is becoming more widespread, tensor…

Demixing problems in many areas such as hyperspectral imaging and differential optical absorption spectroscopy (DOAS) often require finding sparse nonnegative linear combinations of dictionary elements that match observed data. We show how…

A Random SubMatrix method (RSM) is proposed to calculate the low-rank decomposition of large-scale matrices with known entry percentage \rho. RSM is very fast as the floating-point operations (flops) required are compared favorably with the…