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In statistical inference, we commonly assume that samples are independent and identically distributed from a probability distribution included in a pre-specified statistical model. However, such an assumption is often violated in practice.…

Machine Learning · Statistics 2024-10-29 Takafumi Kanamori , Kodai Yokoyama , Takayuki Kawashima

We consider the problem of mean estimation assuming only finite variance. We study a new class of mean estimators constructed by integrating over random noise applied to a soft-truncated empirical mean estimator. For appropriate choices of…

Statistics Theory · Mathematics 2019-06-26 Matthew J. Holland

We propose and investigate probabilistic guarantees for the adversarial robustness of classification algorithms. While traditional formal verification approaches for robustness are intractable and sampling-based approaches do not provide…

Machine Learning · Computer Science 2025-11-11 Peter Blohm , Patrick Indri , Thomas Gärtner , Sagar Malhotra

M-estimators offer simple robust alternatives to the maximum likelihood estimator. Much of the robustness literature, however, has focused on the problems of location, location-scale and regression estimation rather than on estimation of…

Methodology · Statistics 2017-06-20 Arun Kumar Kuchibhotla , Somabha Mukherjee , Ayanendranath Basu

This paper introduces two new robust methods for estimation of parameters in a given parametric family. The first method is that of `minimum weighted L2', effectively minimising an estimate of the integrated (and possibly weighted) squared…

Methodology · Statistics 2026-02-23 Nils Lid Hjort

The best subset selection (or "best subsets") estimator is a classic tool for sparse regression, and developments in mathematical optimization over the past decade have made it more computationally tractable than ever. Notwithstanding its…

Methodology · Statistics 2022-01-11 Ryan Thompson

We show on theoretical grounds that, even in the presence of noise, probabilistic measurement strategies (which have a certain probability of failure or abstention) can provide, upon a heralded successful outcome, estimates with a precision…

Quantum Physics · Physics 2016-10-27 J. Calsamiglia , B. Gendra , R. Munoz-Tapia , E. Bagan

Health data are often not symmetric to be adequately modeled through the usual normal distributions; most of them exhibit skewed patterns. They can indeed be modeled better through the larger family of skew-normal distributions covering…

Applications · Statistics 2019-09-24 Amarnath Nandy , Ayanendranath Basu , Abhik Ghosh

Estimating the 3DoF rotation from a single RGB image is an important yet challenging problem. As a popular approach, probabilistic rotation modeling additionally carries prediction uncertainty information, compared to single-prediction…

Computer Vision and Pattern Recognition · Computer Science 2025-02-24 Yingda Yin , Jiangran Lyu , Yang Wang , Haoran Liu , He Wang , Baoquan Chen

We study robust testing and estimation of discrete distributions in the strong contamination model. We consider both the "centralized setting" and the "distributed setting with information constraints" including communication and local…

Information Theory · Computer Science 2021-04-23 Jayadev Acharya , Ziteng Sun , Huanyu Zhang

The normality assumption on data set is very restrictive approach for modelling. The generalized form of normal distribution, named as an exponential power (EP) distribution, and its scale mixture form have been considered extensively to…

Statistics Theory · Mathematics 2017-07-20 Mehmet Niyazi Cankaya , Olcay Arslan

This paper considers the design of a minimax test for two hypotheses where the actual probability densities of the observations are located in neighborhoods obtained by placing a bound on the relative entropy between actual and nominal…

Information Theory · Computer Science 2016-11-18 Bernard C. Levy

We consider the question of learning the natural parameters of a $k$ parameter minimal exponential family from i.i.d. samples in a computationally and statistically efficient manner. We focus on the setting where the support as well as the…

Machine Learning · Computer Science 2021-11-01 Abhin Shah , Devavrat Shah , Gregory W. Wornell

This article studies the \emph{robust covariance matrix estimation} of a data collection $X = (x_1,\ldots,x_n)$ with $x_i = \sqrt \tau_i z_i + m$, where $z_i \in \mathbb R^p$ is a \textit{concentrated vector} (e.g., an elliptical random…

Probability · Mathematics 2022-04-12 Cosme Louart , Romain Couillet

In this paper we consider $L^p$-regularity estimates for solutions to stochastic evolution equations, which is called stochastic maximal $L^p$-regularity. Our aim is to find a theory which is analogously to Dore's theory for deterministic…

Functional Analysis · Mathematics 2019-02-05 Antonio Agresti , Mark Veraar

The semi-parametric Cox proportional hazards regression model has been widely used for many years in several applied sciences. However, a fully parametric proportional hazards model, if appropriately assumed, can often lead to more…

Methodology · Statistics 2020-09-29 Amarnath Nandy , Abhik Ghosh , Ayanendranath Basu , Leandro Pardo

We show a hardness result for random smoothing to achieve certified adversarial robustness against attacks in the $\ell_p$ ball of radius $\epsilon$ when $p>2$. Although random smoothing has been well understood for the $\ell_2$ case using…

Machine Learning · Computer Science 2020-03-06 Avrim Blum , Travis Dick , Naren Manoj , Hongyang Zhang

This paper proposes a class of resilient state estimators for LTV discrete-time systems. The dynamic equation of the system is assumed to be affected by a bounded process noise. As to the available measurements, they are potentially…

Systems and Control · Electrical Eng. & Systems 2024-09-23 Alexandre Kircher , Laurent Bako , Eric Blanco , Mohamed Benallouch

The consistency of doubly robust estimators relies on consistent estimation of at least one of two nuisance regression parameters. In moderate to large dimensions, the use of flexible data-adaptive regression estimators may aid in achieving…

Machine Learning · Statistics 2019-01-30 Iván Díaz

Real-world measurements often comprise a dominant signal contaminated by a noisy background. Robustly estimating the dominant signal in practice has been a fundamental statistical problem. Classically, mixture models have been used to…

Computation · Statistics 2026-05-20 Ananyabrata Barua , Ayanendranath Basu