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We introduce and develop a novel approach to outlier detection based on adaptation of random subspace learning. Our proposed method handles both high-dimension low-sample size and traditional low-dimensional high-sample size datasets. Essentially, we avoid the computational bottleneck of techniques like minimum covariance determinant (MCD) by computing the needed determinants and associated measures in much lower dimensional subspaces. Both theoretical and computational development of our approach reveal that it is computationally more efficient than the regularized methods in high-dimensional low-sample size, and often competes favorably with existing methods as far as the percentage of correct outlier detection is concerned.
The subspace approximation problem with outliers, for given $n$ points in $d$ dimensions $x_{1},ldots, x_{n} in R^{d}$, an integer $1 leq k leq d$, and an outlier parameter $0 leq alpha leq 1$, is to find a $k$-dimensional linear subspace of $R^{d}$
Outliers arise in networks due to different reasons such as fraudulent behavior of malicious users or default in measurement instruments and can significantly impair network analyses. In addition, real-life networks are likely to be incompletely obse
We study the problem of robust subspace recovery (RSR) in the presence of adversarial outliers. That is, we seek a subspace that contains a large portion of a dataset when some fraction of the data points are arbitrarily corrupted. We first examine a
We propose an empirical Bayes estimator based on Dirichlet process mixture model for estimating the sparse normalized mean difference, which could be directly applied to the high dimensional linear classification. In theory, we build a bridge to conn
Mice vocalize in the ultrasonic range during social interactions. These vocalizations are used in neuroscience and clinical studies to tap into complex behaviors and states. The analysis of these ultrasonic vocalizations (USVs) has been traditionally