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Influence diagnosis is important since presence of influential observations could lead to distorted analysis and misleading interpretations. For high-dimensional data, it is particularly so, as the increased dimensionality and complexity…

Statistics Theory · Mathematics 2013-11-27 Junlong Zhao , Chenlei Leng , Lexin Li , Hansheng Wang

In this paper we introduce an influence measure based on second order expansion of the RV and GCD measures for the comparison between unperturbed and perturbed eigenvectors of a symmetric matrix estimator. Example estimators are considered…

Statistics Theory · Mathematics 2008-12-18 Luke A. Prendergast

Outlying observations are frequently encountered across a wide spectrum of scientific domains, posing notable challenges to the generalizability of statistical models and the reproducibility of downstream analysis. They are identified…

Methodology · Statistics 2026-03-17 Dongliang Zhang , Masoud Asgharian , Martin A. Lindquist

A core data-centric learning challenge is the identification of training samples that are detrimental to model performance. Influence functions serve as a prominent tool for this task and offer a robust framework for assessing training data…

Machine Learning · Computer Science 2025-11-04 Anshuman Chhabra , Bo Li , Jian Chen , Prasant Mohapatra , Hongfu Liu

This manuscript is superseded by Constantine, Dow, and Wang's "Active Subspaces in Theory and Practice: Applications to Kriging Surfaces" [SIAM J. of Sci. Comput., 36 (2014), pp. A1500-A1524]. Many multivariate functions encountered in…

Numerical Analysis · Mathematics 2014-08-26 Paul G. Constantine , Qiqi Wang

The minimum divergence estimators have proved to be useful tools in the area of robust inference. The robustness of such estimators are measured using the classical Influence functions. However, in many complex situations like testing a…

Statistics Theory · Mathematics 2015-05-26 Abhik Ghosh

The detection of influential observations for the standard least squares regression model is a question that has been extensively studied. LAD regression diagnostics offers alternative approaches whose main feature is the robustness. In…

Statistics Theory · Mathematics 2014-10-03 Giuseppe Melfi , Susana Faria

In the analysis of large spatial datasets, identifying and treating spatial outliers is essential for accurately interpreting geographical phenomena. While spatial correlation measures, particularly Local Indicators of Spatial Association…

Methodology · Statistics 2024-10-25 Giuseppe Arbia , Vincenzo Nardelli

This paper investigates differentially private analysis of distance-based outliers. The problem of outlier detection is to find a small number of instances that are apparently distant from the remaining instances. On the other hand, the…

Machine Learning · Statistics 2015-07-28 Rina Okada , Kazuto Fukuchi , Kazuya Kakizaki , Jun Sakuma

This paper presents a practical computational approach to quantify the effect of individual observations in estimating the state of a system. Such an analysis can be used for pruning redundant measurements, and for designing future sensor…

Computational Engineering, Finance, and Science · Computer Science 2013-07-22 Alexandru Cioaca , Adrian Sandu , Eric de Sturler

The Hessian method is widely applied in the global analysis of parton distribution functions (PDFs), which uses a set of orthogonal eigenvectors to give predictions of a physical observable. Its uncertainty is estimated based on the…

High Energy Physics - Phenomenology · Physics 2025-09-12 Wenxiao Zhan , Siqi Yang , Minghui Liu , Liang Han , Daniel Stump , C. -P. Yuan

Applied analysts often use the differences-in-differences (DID) method to estimate the causal effect of policy interventions with observational data. The method is widely used, as the required before and after comparison of a treated and…

Applications · Statistics 2019-02-04 Luke J. Keele , Dylan S. Small , Jesse Y. Hsu , Colin B. Fogarty

Sensitivity analysis of a numerical model, for instance simulating physical phenomena, is useful to quantify the influence of the inputs on the model responses. This paper proposes a new sensitivity index, based upon the modification of the…

Data plays a pivotal role in the groundbreaking advancements in artificial intelligence. The quantitative analysis of data significantly contributes to model training, enhancing both the efficiency and quality of data utilization. However,…

Machine Learning · Computer Science 2025-08-21 Haoru Tan , Sitong Wu , Xiuzhe Wu , Wang Wang , Bo Zhao , Zeke Xie , Gui-Song Xia , Xiaojuan Qi

How can we explain the influence of training data on black-box models? Influence functions (IFs) offer a post-hoc solution by utilizing gradients and Hessians. However, computing the Hessian for an entire dataset is resource-intensive,…

Machine Learning · Computer Science 2025-11-03 Jungyeon Koh , Hyeonsu Lyu , Jonggyu Jang , Hyun Jong Yang

This work undertakes studies to evaluate Interpretability Methods for Time-Series Deep Learning. Sensitivity analysis assesses how input changes affect the output, constituting a key component of interpretation. Among the post-hoc…

Machine Learning · Computer Science 2024-01-31 Zhengguang Wang

Lower-dimensional subspaces that impact estimates of uncertainty are often described by Linear combinations of input variables, leading to active variables. This paper extends the derivative-based active subspace methods and…

Numerical Analysis · Mathematics 2026-01-08 Matieyendou Lamboni , Sergei Kucherenko

Diffusion models have led to significant advancements in generative modelling. Yet their widespread adoption poses challenges regarding data attribution and interpretability. In this paper, we aim to help address such challenges in…

Machine Learning · Computer Science 2025-05-27 Bruno Mlodozeniec , Runa Eschenhagen , Juhan Bae , Alexander Immer , David Krueger , Richard Turner

Influence functions serve as crucial tools for assessing sample influence in model interpretation, subset training set selection, noisy label detection, and more. By employing the first-order Taylor extension, influence functions can…

Machine Learning · Computer Science 2026-03-27 Ziao Yang , Han Yue , Jian Chen , Hongfu Liu

We consider partially observed multiscale diffusion models that are specified up to an unknown vector parameter. We establish for a very general class of test functions that the filter of the original model converges to a filter of reduced…

Probability · Mathematics 2017-11-28 Andrew Papanicolaou , Konstantinos Spiliopoulos
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