366 citations · 1.4k across the 75 of their papers we have counts for
6 papers · 1 filter
Deep Autoencoders with Value-at-Risk Thresholding for Unsupervised Anomaly Detection
Albert Akhriev, Jakub Marecek
Many real-world monitoring and surveillance applications require non-trivial anomaly detection to be run in the streaming model. We consider an incremental-learning approach, where…
Iterated Piecewise-Stationary Random Functions
Ramen Ghosh, Jakub Marecek, Robert Shorten
Within the study of uncertain dynamical systems, iterated random functions are a key tool. There, one samples a family of functions according to a stationary distribution. Here, we…
On-line Non-Convex Constrained Optimization
Olivier Massicot, Jakub Marecek
Time-varying non-convex continuous-valued non-linear constrained optimization is a fundamental problem. We study conditions wherein a momentum-like regularising term allow for the…
Projections onto the Set of Feasible Inputs and the Set of Feasible Solutions
Claudio Gambella, Jakub Marecek, Martin Mevissen
We study the projection onto the set of feasible inputs and the set of feasible solutions of a polynomial optimisation problem (POP). Our motivation is increasing the robustness of…
A Fine-Grained Variant of the Hierarchy of Lasserre
Wann-Jiun Ma, Jakub Marecek, Martin Mevissen
There has been much recent interest in hierarchies of progressively stronger convexifications of polynomial optimisation problems (POP). These often converge to the global optimum…
Semidefinite Programming in Timetabling and Mutual-Exclusion Scheduling
Jakub Marecek, Andrew J. Parkes
In scheduling and timetabling applications, the mutual-exclusion constraint stipulates that certain pairs of tasks that cannot be executed at the same time. This corresponds to the…