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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.

168,695 papers · 148 categories

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104208311415 · Jun 202019922001200920172026
48 results for robust ranking

New algorithm improves deep learning models' robustness without sacrificing accuracy.

problem Low-rank methods compromise model robustness against adversarial perturbations.
method Robust low-rank training via approximate orthonormal constraints.
result Ensures well-conditioning and better adversarial robustness without sacrificing model accuracy.

Study robust recovery of low-rank matrices from corrupted measurements without rank prior.

problem Robust recovery of low-rank matrices from corrupted Gaussian measurements with unknown rank.
method Subgradient method with diminishing stepsizes for nonconvex nonsmooth problem.
result Subgradient method converges to exact low-rank solution at sublinear rate under RDPP condition.

New gossip algorithms improve robustness of rank-based statistics in decentralized systems.

problem Ensuring robustness in decentralized AI and edge intelligence systems, especially in the presence of corrupted or adversarial data.
method Developed asynchronous gossip algorithms for computing rank-based statistics.
result First convergence rate bound for asynchronous gossip-based rank estimation.

Sign-RIP improves robust low-rank matrix recovery by preserving norms even with corrupted measurements.

problem Robust low-rank matrix recovery in the presence of corrupted measurements.
method Proposed Sign-RIP, a robust restricted isometry property.
result Sign-RIP guarantees uniform convergence of subdifferentials in robust low-rank matrix recovery.

Paper extends multivariate rank tests for robust subspace detection.

problem Testing distributional similarity in multivariate data.
method Soft and subspace robust multivariate rank tests based on entropy regularized optimal transport.
result Trade-off between detection power and false alarm rate via projections.

This work improves robustness guarantees for neural networks using low rank representations.

problem Certified robustness to adversarial perturbations in neural networks.
method Low rank representations to provide improved robustness guarantees.
result Improved robustness guarantees for \ell_\infty perturbations using natural low rank representations.

BRTR improves robust tensor completion with automatic rank detection.

problem Robust tensor completion from incomplete data with outliers.
method Bayesian robust tensor ring decomposition (BRTR) with variational Bayesian (VB) algorithm.
result Automatic detection of TR rank and improved performance over state-of-the-art methods.

Decentralized ranking consensus via gossip for robust and scalable systems.

problem Achieving reliable and resilient consensus on collective rankings in a decentralized setting.
method Random gossip communication for decentralized computation of global rankings.
result Robust and scalable consensus on collective rankings achieved through decentralized, local interactions.

Dropping a tiny fraction of preferences can significantly alter the rankings of top LLMs.

problem Robustness of LLM ranking systems to small changes in preference data.
method A computational method based on the Bradley-Terry model to evaluate robustness.
result Top LLM rankings can be highly sensitive to the removal of a small fraction of preferences.

New algorithms improve RPCA for large matrices with upper rank bounds.

problem Efficiently decompose large matrices into low-rank and sparse parts.
method Combine regularization and matrix multiplication approaches with upper rank bounds.
result Proposed algorithms are faster and more robust than existing methods.

Robust PCA is a widely used statistical procedure to recover a underlying low-rank matrix with grossly corrupted observations. This work considers the problem of robust PCA as a nonconvex optimization problem on the manifold of low-rank matrices, and proposes two algorithms (for two versions of retractions) based on ma…

2017-08-01abs ↗pdf ↗

Unified approach for robust low rank matrix estimation with adversaries.

problem Robust low rank matrix estimation in the presence of adversaries.
method Unified approach combining Huber loss and nuclear norm penalization.
result Sharp estimation error bounds for matrix compressed sensing and completion.

Over the past years Robust PCA has been established as a standard tool for reliable low-rank approximation of matrices in the presence of outliers. Recently, the Robust PCA approach via nuclear norm minimization has been extended to matrices with linear structures which appear in applications such as system identificat…

2015-06-12abs ↗pdf ↗

Gradient descent recovers low-rank matrices from corrupted measurements with double over-parameterization.

problem Robust recovery of low-rank matrices from grossly corrupted measurements.
method Gradient descent with discrepant learning rates for double over-parameterized models.
result Gradient descent with discrepant learning rates provably recovers the underlying matrix without prior knowledge on rank or sparsity.

New method improves robust low-rank matrix completion for computer vision.

problem Robust low-rank matrix completion for partially observed data.
method Formulated as a nonsmooth Riemannian optimization problem over Grassmann manifold, solved with an alternating manifold proximal gradient continuation method.
result Demonstrated advantages over existing approaches in background extraction from surveillance videos.

The real-world data is often susceptible to label noise, which might constrict the effectiveness of the existing state of the art algorithms for ordinal regression. Existing works on ordinal regression do not take label noise into account. We propose a theoretically grounded approach for class conditional label noise i…

2019-12-07abs ↗pdf ↗

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.

Robust principal component analysis (RPCA) can recover low-rank matrices when they are corrupted by sparse noises. In practice, many matrices are, however, of high-rank and hence cannot be recovered by RPCA. We propose a novel method called robust kernel principal component analysis (RKPCA) to decompose a partially cor…

2018-02-28abs ↗pdf ↗

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 paper uses rank correlation methods to construct MSTs from financial returns, finding them more stable and robust.

problem Stability and robustness of MSTs constructed from financial correlation matrices.
method Pearson, Spearman, and Kendall's ττ rank correlation methods applied to daily financial returns.
result Rank MSTs are more stable and robust than MSTs constructed using Pearson correlation.

Robust tensor recovery plays an instrumental role in robustifying tensor decompositions for multilinear data analysis against outliers, gross corruptions and missing values and has a diverse array of applications. In this paper, we study the problem of robust low-rank tensor recovery in a convex optimization framework,…

2013-11-24abs ↗pdf ↗

Nowadays, how to effectively evaluate visual properties has become a popular topic for fine-grained visual comprehension. In this paper we study the problem of how to estimate such visual properties from a ranking perspective with the help of the annotators from online crowdsourcing platforms. The main challenges of ou…

2014-08-15abs ↗pdf ↗

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.

We propose a unified framework to solve general low-rank plus sparse matrix recovery problems based on matrix factorization, which covers a broad family of objective functions satisfying the restricted strong convexity and smoothness conditions. Based on projected gradient descent and the double thresholding operator, …

2017-02-21abs ↗pdf ↗

Improves robustness of high-dimensional regression with rank objective and group lasso regularization.

problem Heavy-tailed noise and outliers in high-dimensional regression.
method Non-smooth Wilcoxon score based rank objective, group lasso regularization, data-driven tuning rule, proximal augmented Lagrangian method.
result Robust estimator with finite-sample error bound and efficient computational method.

Paper tackles robust offline RL for non-Markovian processes, improving efficiency and applicability.

problem Learning robust policies for non-Markovian decision processes with limited offline data.
method Proposes a novel algorithm with dataset distillation and LCB design for robust values, derived new dual forms, and introduces concentrability coefficients.
result Proves polynomial sample efficiency for finding ε-optimal robust policies.

Dictionary learning and component analysis models are fundamental for learning compact representations that are relevant to a given task (feature extraction, dimensionality reduction, denoising, etc.). The model complexity is encoded by means of specific structure, such as sparsity, low-rankness, or nonnegativity. Unfo…

2018-01-18abs ↗pdf ↗

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.

Paper analyzes robust matrix completion with efficient nonconvex method and leave-one-out analysis.

problem Robust matrix completion with sparse noise.
method Alternates between projected gradient step for low-rank and thresholding step for sparse noise.
result Achieves linear convergence for general thresholding functions.

New method solves robust matrix completion using nonlinear equations.

problem Recover low rank and sparse matrices from incomplete observations.
method Transforms problem into solving a system of nonlinear equations, then uses the alternative direction method.
result Algorithm converges linearly to the true solution under proper assumptions.