Browsing by Subject "Statistical learning"

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    Sparsity control for robustness and social data analysis.
    (2012-05) Mateos Buckstein, Gonzalo
    The information explosion propelled by the advent of personal computers, the Internet, and the global-scale communications has rendered statistical learning from data increasingly important for analysis and processing. The ability to mine valuable information from unprecedented volumes of data will facilitate preventing or limiting the spread of epidemics and diseases, identifying trends in global financial markets, protecting critical infrastructure including the smart grid, and understanding the social and behavioral dynamics of emergent social-computational systems. Along with data that adhere to postulated models, present in large volumes of data are also those that do not – the so-termed outliers. This thesis contributes in several issues that pertain to resilience against outliers, a fundamental aspect of statistical inference tasks such as estimation, model selection, prediction, classification, tracking, and dimensionality reduction, to name a few. The recent upsurge of research toward compressive sampling and parsimonious signal representations hinges on signals being sparse, either naturally, or, after projecting them on a proper basis. The present thesis introduces a neat link between sparsity and robustness against outliers, even when the signals involved are not sparse. It is argued that controlling sparsity of model residuals leads to statistical learning algorithms that are computationally affordable and universally robust to outlier models. Even though focus is placed first on robustifying linear regression, the universality of the developed framework is highlighted through diverse generalizations that pertain to: i) the information used for selecting the sparsity-controlling parameters; ii) the nominal data model; and iii) the criterion adopted to fit the chosen model. Explored application domains include preference measurement for consumer utility function estimation in marketing, and load curve cleansing – a critical task in power systems engineering and management. Finally, robust principal component analysis (PCA) algorithms are developed to extract the most informative low-dimensional structure, from (grossly corrupted) high-dimensional data. Beyond its ties to robust statistics, the developed outlier-aware PCA framework is versatile to accommodate novel and scalable algorithms to: i) track the low-rank signal subspace as new data are acquired in real time; and ii) determine principal components robustly in (possibly) infinite-dimensional feature spaces. Synthetic and real data tests corroborate the effectiveness of the proposed robust PCA schemes, when used to identify aberrant responses in personality assessment surveys, as well as unveil communities in social networks, and intruders from video surveillance data.