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Many traditional methods for identifying changepoints can struggle in the presence of outliers, or when the noise is heavy-tailed. Often they will infer additional changepoints in order to fit the outliers. To overcome this problem, data…

Methodology · Statistics 2017-07-12 Paul Fearnhead , Guillem Rigaill

The classification of multivariate functional data is an important task in scientific research. Unlike point-wise data, functional data are usually classified by their shapes rather than by their scales. We define an outlyingness matrix by…

Methodology · Statistics 2018-04-24 Wenlin Dai , Marc G. Genton

We propose an inlier-based outlier detection method capable of both identifying the outliers and explaining why they are outliers, by identifying the outlier-specific features. Specifically, we employ an inlier-based outlier detection…

Machine Learning · Statistics 2017-02-22 Makoto Yamada , Song Liu , Samuel Kaski

We revisit the problem of estimating the mean of a high-dimensional distribution in the presence of an $\varepsilon$-fraction of adversarial outliers. When $\varepsilon$ is at most some sufficiently small constant, previous works can…

Data Structures and Algorithms · Computer Science 2024-11-22 Hongjie Chen , Deepak Narayanan Sridharan , David Steurer

Dynamic factor models have a wide range of applications in econometrics and applied economics. The basic motivation resides in their capability of reducing a large set of time series to only few indicators (factors). If the number of time…

Statistics Theory · Mathematics 2009-09-29 Roberto Baragona , Francesco Battaglia

Reliable outlier detection in high-dimensional data is crucial in modern science, yet it remains a challenging task. Traditional methods often break down in these settings due to their reliance on asymptotic behaviors with respect to sample…

Methodology · Statistics 2025-11-05 Seong-ho Lee , Yongho Jeon

In this paper, we propose the Minimum Regularized Covariance Trace (MRCT) estimator, a novel method for robust covariance estimation and functional outlier detection. The MRCT estimator employs a subset-based approach that prioritizes…

Methodology · Statistics 2024-04-11 Jeremy Oguamalam , Una Radojičić , Peter Filzmoser

There exist multiple methods to detect outliers in multivariate data in the literature, but most of them require to estimate the covariance matrix. The higher the dimension, the more complex the estimation of the matrix becoming impossible…

Methodology · Statistics 2020-12-01 P. Navarro-Esteban , J. A. Cuesta-Albertos

Outlier detection is a core task in data mining with a plethora of algorithms that have enjoyed wide scale usage. Existing algorithms are primarily focused on detection, that is the identification of outliers in a given dataset. In this…

Machine Learning · Computer Science 2019-11-11 Yue Wu , Leman Akoglu , Ian Davidson

Outlier-robust estimation is a fundamental problem and has been extensively investigated by statisticians and practitioners. The last few years have seen a convergence across research fields towards "algorithmic robust statistics", which…

Machine Learning · Statistics 2022-12-19 Luca Carlone

In many applications, when building linear regression models, it is important to account for the presence of outliers, i.e., corrupted input data points. Such problems can be formulated as mixed-integer optimization problems involving cubic…

Optimization and Control · Mathematics 2023-07-13 Andrés Gómez , José Neto

The task of outlier detection is to find small groups of data objects that are exceptional when compared with rest large amount of data. Detection of such outliers is important for many applications such as fraud detection and customer…

Databases · Computer Science 2007-05-23 Zengyou He , Xiaofei Xu , Shengchun Deng

We introduce a trimmed version of the Hill estimator for the index of a heavy-tailed distribution, which is robust to perturbations in the extreme order statistics. In the ideal Pareto setting, the estimator is essentially finite-sample…

Methodology · Statistics 2018-08-24 Shrijita Bhattacharya , Michael Kallitsis , Stilian Stoev

Outlier detection is an important problem occurring in a wide range of areas. Outliers are the outcome of fraudulent behaviour, mechanical faults, human error, or simply natural deviations. Many data mining applications perform outlier…

Machine Learning · Computer Science 2025-10-28 Juan A. Lara , David Lizcano , Víctor Rampérez , Javier Soriano

The direction of outlyingness is crucial to describing the centrality of multivariate functional data. Motivated by this idea, we generalize classical depth to directional outlyingness for functional data. We investigate theoretical…

Methodology · Statistics 2018-04-24 Wenlin Dai , Marc G. Genton

We investigate the performance of robust estimates of multivariate location under nonstandard data contamination models such as componentwise outliers (i.e., contamination in each variable is independent from the other variables). This…

Statistics Theory · Mathematics 2009-03-04 Fatemah Alqallaf , Stefan Van Aelst , Victor J. Yohai , Ruben H. Zamar

Spatial perception is the backbone of many robotics applications, and spans a broad range of research problems, including localization and mapping, point cloud alignment, and relative pose estimation from camera images. Robust spatial…

Machine Learning · Statistics 2019-07-31 Vasileios Tzoumas , Pasquale Antonante , Luca Carlone

Outlier detection is a major topic in robust statistics due to the high practical significance of anomalous observations. Many existing methods are, however, either parametric or cease to perform well when the data is far from linearly…

Methodology · Statistics 2018-11-14 Matias Heikkilä

Outlier detection is a well-researched and crucial problem in machine learning. However, there is little research on string data outlier detection, as most literature focuses on outlier detection of numerical data. A robust string data…

Machine Learning · Computer Science 2026-03-13 Philip Maus

Addressing the Out-of-Distribution (OoD) segmentation task is a prerequisite for perception systems operating in an open-world environment. Large foundational models are frequently used in downstream tasks, however, their potential for OoD…

Computer Vision and Pattern Recognition · Computer Science 2024-09-11 Nazir Nayal , Youssef Shoeb , Fatma Güney