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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,181 papers · 148 categories

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204409613817 · Jun 202019922001200920182026
48 results for robust component analysis

RKCA combines sparse dictionary learning and robust component analysis for robust low-rank modeling.

problem Learning robust low-rank representations from noisy data.
method Kronecker-decomposable component analysis (RKCA) with efficient learning algorithm.
result RKCA achieves robustness to gross corruption and low-rank modeling.

Improved data analysis with robust SPCA algorithm.

problem Identifying localized spatial structures and disambiguating time scales in low-rank data.
method Formulated as a value-function optimization problem, then extended with randomized linear algebra methods for scalability.
result Robust and efficient sparse principal components in corrupted data.

We propose a fair principal component analysis method that balances reconstruction error and subgroup fairness.

problem Fairness and robustness in principal component analysis for consequential domains.
method Distributionally robust optimization over the Stiefel manifold with a Riemannian subgradient descent.
result The proposed method achieves better performance on real-world datasets compared to state-of-the-art baselines.

The paper improves RPCA for separating sparse and manifold components on noisy data.

problem Separating sparse and manifold components from noisy data.
method Nonlinear Robust Principal Component Analysis (RPCA) framework.
result The method successfully separates sparse and manifold components under noisy data.

NoL approach improves adversarial robustness by modeling random noise during training.

problem Improving neural network robustness against adversarial attacks.
method Implicit generative modeling of random noise during training.
result Models trained with NoL perform better against a wide range of adversarial attacks.

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 component methods, namely online moving window robust principal component analysis (OMW…

2017-02-19abs ↗pdf ↗

This work analyzes how frequency components affect CNN predictions and robustness.

problem Lack of frequency-based explanation for CNNs leading to vulnerabilities.
method Frequency component analysis and quantification of their contribution to CNN predictions.
result Adversarial attacks exploit high-frequency features, while robustness comes from low-frequency associations.

IRCUR accelerates RPCA by using CUR decomposition for efficient low rank estimation.

problem Dimension reduction in robust principal component analysis.
method IRCUR employs CUR decomposition to update the low rank component efficiently.
result IRCUR achieves significant computational efficiency compared to existing algorithms.

Paper proposes a new method for exact recovery in robust tensor principal component analysis.

problem Exact recovery of low-rank and sparse components in tensors.
method Proposes a new method based on tensor-tensor product and t-SVD to solve a convex optimization problem.
result Exact recovery achieved in a deterministic fashion without randomness assumptions.

Principal Component Analysis (PCA) has wide applications in machine learning, text mining and computer vision. Classical PCA based on a Gaussian noise model is fragile to noise of large magnitude. Laplace noise assumption based PCA methods cannot deal with dense noise effectively. In this paper, we propose Cauchy Princ…

2014-12-19abs ↗pdf ↗

This paper solves tensor robust principal component analysis via scaled gradient descent.

problem Extracting useful information from tensor data robust to corruptions and ill-conditioning.
method Directly recovers low-rank tensor factors via scaled gradient descent with adaptive thresholding.
result The proposed algorithm converges linearly to the true low-rank tensor at a constant rate independent of the condition number.

Dictionary learning and component analysis are part of one of the most well-studied and active research fields, at the intersection of signal and image processing, computer vision, and statistical machine learning. In dictionary learning, the current methods of choice are arguably K-SVD and its variants, which learn a …

2017-03-22abs ↗pdf ↗

This paper proposes a submodular load clustering method for transmission-level load areas.

problem Traditional load analysis challenges with new electricity usage patterns.
method Robust Principal Component Analysis (R-PCA) and submodular cluster center selection.
result The proposed method efficiently clusters load areas and demonstrates effectiveness in PJM load data.

New method improves PCA robustness using Wasserstein distances.

problem Uncertainty in probability distribution affects PCA robustness.
method Distributionally robust optimization with Wasserstein distances.
result Explicit reformulation leads to efficient smoothing algorithm.

Advances robust principal component analysis with transformed ℓ1 regularization.

problem Recovering low-rank structures from noisy, partially observed data corrupted by sparse outliers.
method Proposes transformed ℓ1 (TL1) regularization to improve approximations of rank and ℓ0 functional.
result Achieves higher accuracy in estimating low-rank and sparse components compared to classical convex models, especially under non-uniform sampling schemes.

RieCUR improves Robust PCA by combining Riemannian optimization and CUR decompositions.

problem Robust Principal Component Analysis (PCA) to recover low-rank and sparse matrices from their sum.
method Riemannian CUR (RieCUR) algorithm that combines Riemannian optimization and robust CUR decompositions.
result RieCUR achieves state-of-the-art performance in Robust PCA with improved robustness to outliers and comparable computational complexity.

Paper solves TRPCA problem for tensor data with new tensor nuclear norm.

problem Exact recovery of tensor low-rank and sparse components.
method Introduces tensor-tensor product and new tensor nuclear norm to solve TRPCA.
result The new tensor nuclear norm guarantees exact recovery of tensor data.

A new robust PCA estimator combining M-estimators and minimum divergence estimators.

problem Adverse effect of outlying observations in PCA for high-dimensional data.
method Minimum density power divergence estimator combined with a computationally efficient algorithm.
result High breakdown guarantee regardless of data dimension with theoretical support and practical applications.

Kernel PCA explains self-attention mechanisms in deep learning models.

problem Understanding and explaining self-attention mechanisms in deep learning models.
method Deriving self-attention from kernel principal component analysis (kernel PCA).
result RPC-Attention, a robust attention mechanism, outperforms softmax attention in various tasks.

New method improves tensor completion and robust PCA using non-convex tensor rank and sparsity measures.

problem Challenging tensor rank minimization in machine learning.
method Proposes a non-convex tensor rank surrogate function and sparsity measure, using concavity for optimization.
result Demonstrates improved accuracy and efficiency in tensor completion and robust PCA.

New method for robust PCA with exponential family distributions.

problem Recovering low-rank structure from data matrices with outliers.
method Alternating Direction Method of Multipliers for eextRPCAe^{ ext{RPCA}}.
result Demonstrated effectiveness in steel sheet defect detection and crime activity monitoring.

This work solves TRPCA under linear transforms, recovering low-rank and sparse components.

problem Exact recovery of tensor low-rank and sparse components from their sum.
method Convex optimization with weighted tensor nuclear norm and ℓ1-norm.
result The convex program exactly recovers the components under certain incoherence conditions.

Study validates SV models with jump component and long memory parameter, using robustness and sensitivity analysis.

problem Validation of SV models with jump component and long memory parameter.
method Robustness and sensitivity analysis using bootstrapping and Monte-Carlo filtering on market data.
result Validation of SV models with jump component and long memory parameter.

Paper extends principal component pursuit to hypercomplex numbers for improved audio data analysis.

problem Improving robust principal component analysis for audio data.
method Extends principal component pursuit to polar nn-complex and nn-bicomplex numbers, deriving proximity operators for 1\ell_1- and trace-norm regularizers.
result Our approach outperforms tensor robust principal component analysis on audio data.

GT-PCA improves PCA for image and time series data.

problem Lack of robustness to transformations in PCA.
method GT-PCA is a neural network that estimates components invariant to specific transformations.
result GT-PCA outperforms alternative methods in synthetic and real data experiments.

This work shows that a simple local search can recover true principal components in non-negative rank-1 RPCA.

problem Recovering true principal components in non-negative rank-1 robust principal component analysis with noisy measurements.
method Using the Burer-Monteiro approach to cast RPCA as a non-convex and non-smooth 1\ell_1 optimization problem.
result The low-dimensional formulation of symmetric and asymmetric positive rank-1 RPCA has a unique global solution and no spurious local solutions.

New algorithm rSVDdpd improves robustness and scalability for video surveillance background modeling.

problem Camera tampering and noisy videos make background separation challenging.
method Introduces rSVDdpd, a robust singular value decomposition technique for scalable video surveillance.
result Demonstrates superior performance on benchmark and real-life datasets.

Framework for efficient statistical estimation with privacy guarantees.

problem Statistical estimation problems with differential privacy constraints.
method High-dimensional Propose-Test-Release (HPTR) framework combining exponential mechanism, robust statistics, and resilience.
result Near-optimal utility guarantees and tight local sensitivity bounds for various statistical problems.

Unified analysis for robust PCA with applications to target localization in HS images.

problem Decomposing data matrices into low-rank and sparse components with known dictionaries.
method Unified convex demixing method for entry-wise and column-wise sparse structures, analyzing undercomplete and overcomplete cases.
result Successful recovery of constituent matrices under mild conditions on incoherence, sparsity, and rank.