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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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4692137183 · Jun 202019922001200920172026
48 results for sparse corruptions

Robust Lasso-Zero handles missing covariates and sparse corruptions.

problem Sparse corruptions and missing covariates in sparse linear models.
method Extension of Lasso-Zero to handle sparse corruptions, with theoretical guarantees on sign recovery.
result Robust Lasso-Zero can handle missing values without specifying a parametric model.

New algorithm robustly estimates sparse models in high dimensions with corrupted data.

problem Estimating latent variable models with arbitrarily corrupted samples in high dimensional space.
method Trimmed (Gradient) Expectation Maximization with trimming gradients and hard thresholding steps.
result The algorithm converges to near optimal statistical rate geometrically under certain conditions.

We study the problem of corrupted sensing, a generalization of compressed sensing in which one aims to recover a signal from a collection of corrupted or unreliable measurements. While an arbitrary signal cannot be recovered in the face of arbitrary corruption, tractable recovery is possible when both signal and corrup…

2013-05-11abs ↗pdf ↗

We provide a novel -- and to the best of our knowledge, the first -- algorithm for high dimensional sparse regression with constant fraction of corruptions in explanatory and/or response variables. Our algorithm recovers the true sparse parameters with sub-linear sample complexity, in the presence of a constant fractio…

2018-05-29abs ↗pdf ↗

Robust testing of sparse signals in corrupted data.

problem Testing the norm of high-dimensional sparse signals in the presence of arbitrary corruption.
method Two observation models: i.i.d. samples from N(θ,Id)\mathcal{N}(θ, I_d) and sparse linear regression model.
result The robust testing requires significantly more samples than non-robust testing.

Conventional sampling techniques fall short of drawing descriptive sketches of the data when the data is grossly corrupted as such corruptions break the low rank structure required for them to perform satisfactorily. In this paper, we present new sampling algorithms which can locate the informative columns in presence …

2016-11-18abs ↗pdf ↗

We consider the robust phase retrieval problem of recovering the unknown signal from the magnitude-only measurements, where the measurements can be contaminated by both sparse arbitrary corruption and bounded random noise. We propose a new nonconvex algorithm for robust phase retrieval, namely Robust Wirtinger Flow to …

2017-04-20abs ↗pdf ↗

This paper examines a general class of noisy matrix completion tasks where the goal is to estimate a matrix from observations obtained at a subset of its entries, each of which is subject to random noise or corruption. Our specific focus is on settings where the matrix to be estimated is well-approximated by a product …

2014-11-02abs ↗pdf ↗

We consider high dimensional sparse regression, and develop strategies able to deal with arbitrary -- possibly, severe or coordinated -- errors in the covariance matrix XX. These may come from corrupted data, persistent experimental errors, or malicious respondents in surveys/recommender systems, etc. Such non-stochas…

2013-01-12abs ↗pdf ↗

Efficiently recovers data corrupted by adversarial noise in structured settings.

problem Recovering clean data points from corrupted Gaussian data with low-rank noise and adversarial coordinate corruptions.
method Developed an efficient algorithm using a combinatorial approach to analyze Basis Pursuit (BP) method.
result Achieved nearly-optimal recovery of data points up to a ildeO(ks/d) ilde O(ks/d) error bound.

New algorithm improves PPS for multi-object matching.

problem Efficiently synchronize partial permutations for multi-object matching.
method Proposed CEMP-Partial algorithm for partial permutation synchronization (PPS). Uses sparse matrix operations and nonconvex weighted projected power method.
result Proves CEMP-Partial can exactly classify corrupted and clean partial permutations under adversarial corruption.

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 ↗

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 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.

New method decomposes corrupted data matrices into sparse and low-rank components.

problem Decomposing corrupted data matrices into sparse and low-rank components.
method Discrete optimization approach with alternating minimization, semidefinite relaxation, and branch-and-bound algorithm.
result High-quality solutions and meaningful bounds for SLR problems.

Class selectivity affects robustness to corruptions but not to adversarial attacks.

problem Understanding the relationship between class selectivity and robustness in neural networks.
method Investigated the impact of class selectivity on robustness to natural corruptions and adversarial attacks using Tiny ImageNetC and CIFAR10C datasets.
result Decreasing class selectivity increases robustness to both natural corruptions and adversarial attacks.

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.

In presence of sparse noise we propose kernel regression for predicting output vectors which are smooth over a given graph. Sparse noise models the training outputs being corrupted either with missing samples or large perturbations. The presence of sparse noise is handled using appropriate use of 1\ell_1-norm along-wi…

2018-11-06abs ↗pdf ↗

The performance of sparse signal recovery from noise corrupted, underdetermined measurements can be improved if both sparsity and correlation structure of signals are exploited. One typical correlation structure is the intra-block correlation in block sparse signals. To exploit this structure, a framework, called block…

2012-11-21abs ↗pdf ↗

New algorithms reduce communication for sparse mean estimation in noisy distributed systems.

problem Sparse normal means estimation with limited communication in a distributed setting.
method Two distributed algorithms for estimating a sparse mean vector with sublinear communication.
result Correct support of the sparse mean can be recovered with significantly less communication than previously required.

Blind source separation (BSS) aims at recovering signals from mixtures. This problem has been extensively studied in cases where the mixtures are contaminated with additive Gaussian noise. However, it is not well suited to describe data that are corrupted with Poisson measurements such as in low photon count optics or …

2018-12-11abs ↗pdf ↗

Proposes a method to handle sparse multiway count data with false zeros using zero-truncated Poisson regression.

problem Handling sparse multiway count data corrupted by false zeros.
method Zero-truncated Poisson regression with tensor completion.
result Accurate estimation of multiway count data from approximately IR2log22(I)IR^2\log_2^2(I) non-zero counts.

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.

Robust estimators for Gaussian sparse tasks with optimal error under contamination.

problem Robust mean estimation, PCA, and linear regression in the presence of Huber contamination.
method Novel multidimensional filtering method for sparse regime.
result Optimal error guarantees within constant factors for Gaussian robust kk-sparse mean estimation.

A simple self-supervised model for tensor RPCA using deep unfolding.

problem Tensor robust principal component analysis (RPCA) challenges in practical applications.
method Deep unfolding with only four hyperparameters.
result Competitive or superior performance compared to supervised methods, even in data-starved scenarios.

We consider the problem of robust compressed sensing whose objective is to recover a high-dimensional sparse signal from compressed measurements corrupted by outliers. A new sparse Bayesian learning method is developed for robust compressed sensing. The basic idea of the proposed method is to identify and remove the ou…

2016-10-10abs ↗pdf ↗

The paper analyzes how adversarial attacks affect sparse regression models.

problem Effects of adversarial attacks on sparse regression models.
method Primal-dual witness paradigm to analyze support of estimated regression parameter vector.
result Adversaries can influence sample complexity by corrupting irrelevant features.