Robust Low-Complexity methods for matrix column outlier identification

Xingguo Li; Jarvis Haupt

doi:10.1109/CAMSAP.2017.8313071

Robust Low-Complexity methods for matrix column outlier identification

Xingguo Li, Jarvis Haupt

Electrical and Computer Engineering

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Abstract

This paper examines the problem of locating outlier columns in a large, otherwise low-rank matrix, in settings where the data are noisy, or where the overall matrix has missing elements. We propose an efficient randomized two-step inference framework, and establish sufficient conditions on the required sample complexities under which these methods succeed (with high probability) in accurately locating the outliers for each task. Comprehensive numerical experimental results are provided to validate the theoretical bounds and demonstrate the computational efficiency of the proposed algorithm.

Original language	English (US)
Title of host publication	2017 IEEE 7th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2017
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	1-5
Number of pages	5
ISBN (Electronic)	9781538612514
DOIs	https://doi.org/10.1109/CAMSAP.2017.8313071
State	Published - Mar 9 2018
Event	7th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2017 - Curacao Duration: Dec 10 2017 → Dec 13 2017

Publication series

Name	2017 IEEE 7th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2017
Volume	2017-December

Conference

Conference	7th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2017
City	Curacao
Period	12/10/17 → 12/13/17

Bibliographical note

Funding Information:
ACKNOWLEDGMENT The authors acknowledge support from NSF Award CCF-1217751 and the DARPA YFA, Award N66001-14-1-4047.

Publisher Copyright:
© 2017 IEEE.

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10.1109/CAMSAP.2017.8313071

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Li, X., & Haupt, J. (2018). Robust Low-Complexity methods for matrix column outlier identification. In 2017 IEEE 7th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2017 (pp. 1-5). Article 8313071 (2017 IEEE 7th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2017; Vol. 2017-December). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CAMSAP.2017.8313071

Robust Low-Complexity methods for matrix column outlier identification. / Li, Xingguo; Haupt, Jarvis.
2017 IEEE 7th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2017. Institute of Electrical and Electronics Engineers Inc., 2018. p. 1-5 8313071 (2017 IEEE 7th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2017; Vol. 2017-December).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Li, X & Haupt, J 2018, Robust Low-Complexity methods for matrix column outlier identification. in 2017 IEEE 7th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2017., 8313071, 2017 IEEE 7th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2017, vol. 2017-December, Institute of Electrical and Electronics Engineers Inc., pp. 1-5, 7th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2017, Curacao, 12/10/17. https://doi.org/10.1109/CAMSAP.2017.8313071

Li X, Haupt J. Robust Low-Complexity methods for matrix column outlier identification. In 2017 IEEE 7th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2017. Institute of Electrical and Electronics Engineers Inc. 2018. p. 1-5. 8313071. (2017 IEEE 7th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2017). doi: 10.1109/CAMSAP.2017.8313071

Li, Xingguo ; Haupt, Jarvis. / Robust Low-Complexity methods for matrix column outlier identification. 2017 IEEE 7th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2017. Institute of Electrical and Electronics Engineers Inc., 2018. pp. 1-5 (2017 IEEE 7th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2017).

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Robust Low-Complexity methods for matrix column outlier identification

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