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Missing data is pervasive in econometric applications, and rarely is it plausible that the data are missing (completely) at random. This paper proposes a methodology for studying the robustness of results drawn from incomplete datasets.…

Econometrics · Economics 2025-12-29 Daniel Ober-Reynolds

Outlier detection is a technique in data mining that aims to detect unusual or unexpected records in the dataset. Existing outlier detection algorithms have different pros and cons and exhibit different sensitivity to noisy data such as…

Machine Learning · Computer Science 2023-12-22 Yuanyuan Wei , Julian Jang-Jaccard , Fariza Sabrina , Timothy McIntosh

We present \textit{universal} estimators for the statistical mean, variance, and scale (in particular, the interquartile range) under pure differential privacy. These estimators are universal in the sense that they work on an arbitrary,…

Cryptography and Security · Computer Science 2023-04-04 Wei Dong , Ke Yi

Outlier detection is an inevitable step to most statistical data analyses. However, the mere detection of an outlying case does not always answer all scientific questions associated with that data point. Outlier detection techniques,…

Methodology · Statistics 2019-12-12 Michiel Debruyne , Sebastiaan Höppner , Sven Serneels , Tim Verdonck

Outlier detection is a fundamental task in data mining and has many applications including detecting errors in databases. While there has been extensive prior work on methods for outlier detection, modern datasets often have sizes that are…

Machine Learning · Computer Science 2019-08-01 Laure Berti-Equille , Ji Meng Loh , Saravanan Thirumuruganathan

We consider the problem of robustifying high-dimensional structured estimation. Robust techniques are key in real-world applications which often involve outliers and data corruption. We focus on trimmed versions of structurally regularized…

Machine Learning · Statistics 2017-08-22 Eunho Yang , Aurelie Lozano , Aleksandr Aravkin

Consider a quite arbitrary (semi)parametric model with a Euclidean parameter of interest and assume that an asymptotically (semi)parametrically efficient estimator of it is given. If the parameter of interest is known to lie on a general…

Statistics Theory · Mathematics 2015-08-17 Chris A. J. Klaassen , Nanang Susyanto

This paper develops a flexible distribution-free method for collective outlier detection and enumeration, designed for situations in which the presence of outliers can be detected powerfully even though their precise identification may be…

Methodology · Statistics 2026-05-19 Chiara G. Magnani , Matteo Sesia , Aldo Solari

Robust estimation of a mean vector, a topic regarded as obsolete in the traditional robust statistics community, has recently surged in machine learning literature in the last decade. The latest focus is on the sub-Gaussian performance and…

Machine Learning · Statistics 2022-02-22 Yijun Zuo

We study the problem of {\em list-decodable mean estimation} for bounded covariance distributions. Specifically, we are given a set $T$ of points in $\mathbb{R}^d$ with the promise that an unknown $\alpha$-fraction of points in $T$, where…

Machine Learning · Computer Science 2020-06-23 Ilias Diakonikolas , Daniel M. Kane , Daniel Kongsgaard

Semi-functional linear regression models postulate a linear relationship between a scalar response and a functional covariate, and also include a non-parametric component involving a univariate explanatory variable. It is of practical…

Methodology · Statistics 2023-08-08 Graciela Boente , Matias Salibian-Barrera , Pablo Vena

Let $X$ be a random variable with unknown mean and finite variance. We present a new estimator of the mean of $X$ that is robust with respect to the possible presence of outliers in the sample, provides tight sub-Gaussian deviation…

Statistics Theory · Mathematics 2022-01-03 Stanislav Minsker , Mohamed Ndaoud

Epidemiologic and medical studies often rely on evaluators to obtain measurements of exposures or outcomes for study participants, and valid estimates of associations depends on the quality of data. Even though statistical methods have been…

Applications · Statistics 2022-11-03 Yujie Wu , Sharon Curhan , Bernard Rosner , Gary Curhan , Molin Wang

We introduce an infinite-dimensional version of the Christoffel function, where now (i) its argument lies in a Hilbert space of functions, and (ii) its associated underlying measure is supported on a compact subset of the Hilbert space. We…

Optimization and Control · Mathematics 2024-07-03 Didier Henrion , Jean-Bernard Lasserre

Covariance function estimation is a fundamental task in multivariate functional data analysis and arises in many applications. In this paper, we consider estimating sparse covariance functions for high-dimensional functional data, where the…

Statistics Theory · Mathematics 2022-07-15 Qin Fang , Shaojun Guo , Xinghao Qiao

The problem of outlier detection is extremely challenging in many domains such as text, in which the attribute values are typically non-negative, and most values are zero. In such cases, it often becomes difficult to separate the outliers…

Information Retrieval · Computer Science 2017-01-06 Ramakrishnan Kannan , Hyenkyun Woo , Charu C. Aggarwal , Haesun Park

There are several methods for obtaining very robust estimates of regression parameters that asymptotically resist 50% of outliers in the data. Differences in the behaviour of these algorithms depend on the distance between the regression…

Methodology · Statistics 2014-05-21 Marco Riani , Anthony C. Atkinson , Domenico Perrotta

Many machine learning classification systems lack competency awareness. Specifically, many systems lack the ability to identify when outliers (e.g., samples that are distinct from and not represented in the training data distribution) are…

Machine Learning · Computer Science 2020-07-03 Matthew Cook , Alina Zare , Paul Gader

The presence of outliers (anomalous values) in synthetic aperture radar (SAR) data and the misspecification in statistical image models may result in inaccurate inferences. To avoid such issues, the Rayleigh regression model based on a…

Applications · Statistics 2022-08-02 B. G. Palm , F. M. Bayer , R. Machado , M. I. Pettersson , V. T. Vu , R. J. Cintra

Outlier detection has received special attention in various fields, mainly for those dealing with machine learning and artificial intelligence. As strong outliers, anomalies are divided into the point, contextual and collective outliers.…

Machine Learning · Computer Science 2020-01-29 Rasoul Kiani , Amin Keshavarzi , Mahdi Bohlouli
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