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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.

169,341 papers · 148 categories

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74147221294 · Jun 202019922001200920182026
48 results for sparse outlier matrix

New algorithm rGMCA robustly separates sources in the presence of outliers.

problem Blind Source Separation is hampered by unknown outliers in real-world applications.
method Introduces rGMCA, a novel algorithm that estimates sources, mixing matrix, and outliers.
result Demonstrates the efficiency of rGMCA in separating sources robustly compared to standard BSS techniques.

Paper explores robustness of CCS model for matrix completion.

problem Robustness of cross-concentrated sampling model against sparse outliers.
method Proposes Robust CUR Completion (RCURC) algorithm for efficient non-convex iterative matrix completion.
result Empirical validation of RCURC's efficiency and robustness in synthetic and real datasets.

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.

Suppose a given observation matrix can be decomposed as the sum of a low-rank matrix and a sparse matrix (outliers), and the goal is to recover these individual components from the observed sum. Such additive decompositions have applications in a variety of numerical problems including system identification, latent var…

2010-11-05abs ↗pdf ↗

Novel algorithm recovers sparse parameters in high-dimensional data with constant corruption.

problem Sparse regression with high dimensionality and constant fraction of corruptions.
method Robust Iterative Hard Thresholding, filtering algorithm for outlier removal.
result Near information-theoretically optimal error guarantee with sub-linear sample complexity.

Noise statistics oblivious algorithm improves robust regression with sparse outliers.

problem Robust regression with sparse outliers in the presence of Gaussian noise.
method Developed a noise statistics oblivious algorithm called RRT-GARD by modifying GARD.
result RRT-GARD performs nearly as well as GARD with known noise statistics.

HARFE approximates sparse additive functions using random features and ridge regression.

problem Approximating high-dimensional sparse additive functions.
method Hard-ridge random feature expansion with sparse ridge regression and hard-thresholding pursuit.
result HARFE method converges with a given error bound and achieves lower error than other algorithms.

Develops efficient estimators for PCA and sparse regression in the presence of oblivious outliers.

problem Estimation of PCA and sparse regression in the presence of a small fraction of corrupted data.
method Designs efficient estimators using Huber loss with non-smooth regularizers like the ℓ1 norm or nuclear norm.
result Achieves consistent estimation error approaching zero as the number of observations grows.

Efficiently estimates sparse linear regression with heavy-tailed and outlier-contaminated data.

problem Estimating sparse linear regression coefficients with heavy-tailed and outlier-contaminated data.
method Efficient computation of estimators with sharp error bounds.
result Sharp error bounds for efficient estimators.

Efficiently estimates sparse linear regression with heavy-tailed data and outliers.

problem Sparse estimation of linear regression coefficients with heavy-tailed covariates and noises, including outliers.
method Efficient computation of robust estimator with nearly optimal error bound.
result Nearly optimal error bound for robust sparse estimation.

Paper tackles outlier detection in signals modeled by generative models with theoretical guarantees.

problem Recovering signals from linear measurements with sparse outliers.
method Proposes an iterative ADMM algorithm and gradient descent algorithm for outlier detection using 1\ell_1 and squared 1\ell_1 norm minimization.
result Establishes theoretical recovery guarantees for signal reconstruction under sparse outliers.

The paper shows how to find a sparse representation of signals without strict coherence assumptions.

problem Finding a sparse representation of signals without strict coherence assumptions.
method An algorithm for the threshold correlation problem, which applies to signals with outliers.
result Approximate guarantees for dictionary learning without strict coherence assumptions.

Robust methods for high-dimensional linear learning improve performance under heavy-tailed distributions and outliers.

problem Efficient learning in high-dimensional settings with robustness to outliers and heavy-tailed data.
method Two algorithms depending on gradient-Lipschitz loss function, applied to sparse, group-sparse, and low-rank matrix recovery.
result Achieved near-optimal estimation rates under heavy-tails and outliers, with computational cost comparable to non-robust methods.

Paper proposes a matrix optimization model for reliable Euclidean embedding from noisy data.

problem Challenges in Euclidean embedding from noisy observations containing outliers.
method Matrix optimization based embedding model to detect and remove outliers.
result The model provides high accuracy estimators and successfully identifies outliers.

Paper proposes a generative model approach for outlier detection in signals.

problem Recovering signals from compressed measurements with sparse outliers.
method Iterative ADMM and gradient descent algorithms for 1\ell_1 and squared 1\ell_1 norm minimization.
result Established recovery guarantees for generative models in the presence of outliers.

TF-OMP and TF-GARD improve sparse signal recovery without SC or noise variance knowledge.

problem Recovering sparse signals in noisy linear regression models without prior knowledge of signal sparsity or noise variance.
method Developed TF-OMP and TF-GARD, which do not require SC or noise variance knowledge.
result TF-OMP and TF-GARD achieve successful sparse recovery under RIC and mutual coherence assumptions, with competitive performance compared to algorithms requiring SC or noise variance knowledge.

We solve robust regression and matrix completion problems with sparse and low-rank models.

problem Adversarial contamination and noisy matrix completion in high-dimensional settings.
method Subgaussian statistical learning framework, trace-regression with matrix decomposition, novel Huber-type loss.
result Near-optimal estimation rates for robust regression and matrix completion.

A new method preserves useful information in data rows with outlying cells.

problem Preserving useful information in data rows with outlying cells.
method Cellwise robust Minimum Covariance Determinant (cellMCD) method using observed likelihood and a penalty term on cellwise outliers.
result The cellMCD method performs well in simulations and on real data.

Paper recovers multi-subspace matrices from permuted data.

problem Recovering a multi-subspace matrix from permuted data with corrupted columns.
method Four-stage algorithm pipeline: outlier identification, subspace reconstruction, outlier classification, unsupervised sensing.
result The pipeline provides theoretical guarantees for reliable multi-subspace matrix recovery.