Matrix low rank approximation is an effective method to reduce or eliminate the statistical redundancy of its components. Compared with the traditional global low rank methods such as singular value decomposition (SVD), local low rank approximation methods are more advantageous to uncover interpretable data structures when clear duality exists between the rows and columns of the matrix. Local low rank approximation is equivalent to low rank submatrix detection. Unfortunately, existing local low rank approximation methods can detect only submatrices of specific mean structure, which may miss a substantial amount of true and interesting patterns. In this work, we develop a novel matrix computational framework called RPSP (Random Probing based submatrix Propagation) that provides an effective solution for the general matrix local low rank representation problem. RPSP detects local low rank patterns that grow from small submatrices of low rank property, which are determined by a random projection approach. RPSP is supported by theories of random projection. Experiments on synthetic data demonstrate that RPSP outperforms all state-of-the-art methods, with the capacity to robustly and correctly identify the low rank matrices when the pattern has a similar mean as the background, background noise is heteroscedastic and multiple patterns present in the data. On real-world datasets, RPSP also demonstrates its effectiveness in identifying interpretable local low rank matrices.

Boolean matrix factorization (BMF) is a combinatorial problem arising from a wide range of applications including recommendation system, collaborative filtering, and dimensionality reduction. Currently, the noise model of existing BMF methods is often assumed to be homoscedastic; however, in real world data scenarios, the deviations of observed data from their true values are almost surely diverse due to stochastic noises, making each data point not equally suitable for fitting a model. In this case, it is not ideal to treat all data points as equally distributed. Motivated by such observations, we introduce a probabilistic BMF model that recognizes the object- and feature-wise bias distribution respectively, called bias aware BMF (BABF). To the best of our knowledge, BABF is the first approach for Boolean decomposition with consideration of the feature-wise and object-wise bias in binary data. We conducted experiments on datasets with different levels of background noise, bias level, and sizes of the signal patterns, to test the effectiveness of our method in various scenarios. We demonstrated that our model outperforms the state-of-the-art factorization methods in both accuracy and efficiency in recovering the original datasets, and the inferred bias level is highly significantly correlated with true existing bias in both simulated and real world datasets.

In this paper, we propose a Spatial Robust Mixture Regression model to investigate the relationship between a response variable and a set of explanatory variables over the spatial domain, assuming that the relationships may exhibit complex spatially dynamic patterns that cannot be captured by constant regression coefficients. Our method integrates the robust finite mixture Gaussian regression model with spatial constraints, to simultaneously handle the spatial non-stationarity, local homogeneity, and outlier contaminations. Compared with existing spatial regression models, our proposed model assumes the existence a few distinct regression models that are estimated based on observations that exhibit similar response-predictor relationships. As such, the proposed model not only accounts for non-stationarity in the spatial trend, but also clusters observations into a few distinct and homogenous groups. This provides an advantage on interpretation with a few stationary sub-processes identified that capture the predominant relationships between response and predictor variables. Moreover, the proposed method incorporates robust procedures to handle contaminations from both regression outliers and spatial outliers. By doing so, we robustly segment the spatial domain into distinct local regions with similar regression coefficients, and sporadic locations that are purely outliers. Rigorous statistical hypothesis testing procedure has been designed to test the significance of such segmentation. Experimental results on many synthetic and real-world datasets demonstrate the robustness, accuracy, and effectiveness of our proposed method, compared with other robust finite mixture regression, spatial regression and spatial segmentation methods.