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Biclustering is widely used in different kinds of fields including gene information analysis, text mining, and recommendation system by effectively discovering the local correlation between samples and features. However, many biclustering algorithms will collapse when facing heavy-tailed data. In this paper, we propose a robust version of convex biclustering algorithm with Huber loss. Yet, the newly introduced robustification parameter brings an extra burden to selecting the optimal parameters. Therefore, we propose a tuning-free method for automatically selecting the optimal robustification parameter with high efficiency. The simulation study demonstrates the more fabulous performance of our proposed method than traditional biclustering methods when encountering heavy-tailed noise. A real-life biomedical application is also presented. The R package RcvxBiclustr is available at https://github.com/YifanChen3/RcvxBiclustr. [ABSTRACT FROM AUTHOR]

The predefined threshold is one of the main fundamental and methodological challenges underlying the uncertainty and delayed release of existing burned area (BA) products. To improve the accuracy and timeliness of BA mapping, a tuning-free moderate-scale BA detection algorithm (AT&RF algorithm) was proposed to carry out rapid BA mapping for the immediate post-fire assessment. A case study was carried out at the Chornobyl Exclusion Zone (ChEZ) to assess the performance of the algorithm. The evaluation results indicated that the algorithm successfully detected the BA in 2015 and 2020 in ChEZ, which outperforms the existing BA products by significantly decreasing the omission error by 18.6% and 15.1% and improving the Kappa coefficient and critical success index by 9.4% and 4.0% on average for MCD64A1 and FireCCI51 products, respectively. It is also possible to transfer the algorithm quickly to other regions without complicated adjustments and significantly improve the timeliness and accuracy compared to the existing global BA products for assessing environmental impact and scope. [ABSTRACT FROM AUTHOR]

We propose a general framework to construct self-normalized multiple-change-point tests with time series data. The only building block is a user-specified single-change-detecting statistic, which covers a large class of popular methods, including the cumulative sum process, outlier-robust rank statistics, and order statistics. The proposed test statistic does not require robust and consistent estimation of nuisance parameters, selection of bandwidth parameters, nor pre-specification of the number of change points. The finite-sample performance shows that the proposed test is size-accurate, robust against misspecification of the alternative hypothesis, and more powerful than existing methods. Case studies of the Shanghai-Hong Kong Stock Connect turnover are provided. [ABSTRACT FROM AUTHOR]

The sparse precision matrix plays an essential role in the Gaussian graphical model since a zero off-diagonal element indicates conditional independence of the corresponding two variables given others. In the Gaussian graphical model, many methods have been proposed, and their theoretical properties are given as well. Among these, the sparse precision matrix estimation via scaled lasso (SPMESL) has an attractive feature in which the penalty level is automatically set to achieve the optimal convergence rate under the sparsity and invertibility conditions. Conversely, other methods need to be used in searching for the optimal tuning parameter. Despite such an advantage, the SPMESL has not been widely used due to its expensive computational cost. In this paper, we develop a GPU-parallel coordinate descent (CD) algorithm for the SPMESL and numerically show that the proposed algorithm is much faster than the least angle regression (LARS) tailored to the SPMESL. Several comprehensive numerical studies are conducted to investigate the scalability of the proposed algorithm and the estimation performance of the SPMESL. The results show that the SPMESL has the lowest false discovery rate for all cases and the best performance in the case where the level of the sparsity of the columns is high. [ABSTRACT FROM AUTHOR]

In compressed sensing the goal is to recover a signal from as few as possible noisy, linear measurements with the general assumption that the signal has only a few non-zero entries. The recovery can be performed by multiple different decoders, however most of them rely on some tuning. Given an estimate for the noise level a common convex approach to recover the signal is basis pursuit denoising. If the measurement matrix has the robust null space property with respect to the ℓ2-norm, basis pursuit denoising obeys stable and robust recovery guarantees. In the case of unknown noise levels, nonnegative least squares recovers non-negative signals if the measurement matrix fulfills an additional property (sometimes called the M+-criterion). However, if the measurement matrix is the biadjacency matrix of a random left regular bipartite graph it obeys with a high probability the null space property with respect to the ℓ1-norm with optimal parameters. Therefore, we discuss non-negative least absolute deviation (NNLAD), which is free of tuning parameters. For these measurement matrices, we prove a uniform, stable and robust recovery guarantee. Such guarantees are important, since binary expander matrices are sparse and thus allow for fast sketching and recovery. We will further present a method to solve the NNLAD numerically and show that this is comparable to state of the art methods. Lastly, we explain how the NNLAD can be used for viral detection in the recent COVID-19 crisis.

Channel estimation has long been deemed as one of the most critical problems in three-dimensional (3D) massive multiple-input multiple-output (MIMO), which is recognized as the leading technology that enables 3D spatial signal processing in the fifth-generation (5G) wireless communications and beyond. Recently, by exploring the angular channel model and tensor decompositions, the accuracy of single-user channel estimation for 3D massive MIMO communications has been significantly improved given a limited number of pilot signals. However, these existing approaches cannot be straightforwardly extended to the multi-user channel estimation task, where the base station (BS) aims at acquiring the channels of multiple users at the same time. The difficulty is that the coupling among multiple users’ channels makes the channel estimation deviate from widely-used tensor decompositions. It gives a non-standard tensor decomposition format that has not been well tackled. To overcome this challenge, besides directly fitting the new tensor model for channel estimation to the wireless data via block coordinate descent (BCD) method, which is prone to the overfitting of noises or requires regularization parameter tuning, we further propose a novel tuning-free channel estimation algorithm that can automatically control the channel model complexity and thus effectively avoid the overfitting. Numerical results are presented to demonstrate the excellent performance of the proposed algorithm in terms of both estimation accuracy and overfitting avoidance. [ABSTRACT FROM AUTHOR]

• The novel prior enables simultaneous dual-graph and low-rankness embedding. • Conditional conjugacy and column-wise mean-field factorization lead to an efficient Bayesian inference algorithm. • Multidisciplinary real-life applications demonstrate the effectiveness of the algorithm. Recently, there is a revival of interest in low-rank matrix completion-based unsupervised learning through the lens of dual-graph regularization, which has significantly improved the performance of multidisciplinary machine learning tasks such as recommendation systems, genotype imputation and image inpainting. While the dual-graph regularization contributes a major part of the success, computational costly hyper-parameter tunning is usually involved. To circumvent such a drawback and improve the completion performance, we propose a novel Bayesian learning algorithm that automatically learns the hyper-parameters associated with dual-graph regularization, and at the same time, guarantee the low-rankness of matrix completion. Notably, a novel prior is devised to promote the low-rankness of the matrix and encode the dual-graph information simultaneously, which is more challenging than the single-graph counterpart. A nontrivial conditional conjugacy between the proposed priors and likelihood function is then explored such that an efficient algorithm is derived under variational inference framework. Extensive experiments using synthetic and real-world datasets demonstrate the state-of-the-art performance of the proposed learning algorithm for various data analysis tasks. [ABSTRACT FROM AUTHOR]

A battery's state-of-charge (SOC) can be used to estimate the mileage an electric vehicle (EV) can travel. It is desirable to make such an estimation not only accurate, but also economical in computation, so that the battery management system (BMS) can be cost-effective in its implementation. Existing computationally-efficient SOC estimation algorithms, such as the Luenberger observer, suffer from low accuracy and require tuning of the feedback gain by trial-and-error. In this study, an algorithm named lazy-extended Kalman filter (LEKF) is proposed, to allow the Luenberger observer to learn periodically from the extended Kalman filter (EKF) and solve the problems, while maintaining computational efficiency. We demonstrated the effectiveness and high performance of LEKF by both numerical simulation and experiments under different load conditions. The results show that LEKF can have 50% less computational complexity than the conventional EKF and a near-optimal estimation error of less than 2%. [ABSTRACT FROM AUTHOR]