Related papers: An efficient algorithm for T-estimation
In the present paper we introduce new optimization algorithms for the task of density ratio estimation. More precisely, we consider extending the well-known KMM method using the construction of a suitable loss function, in order to…
Parameter estimation of mixture regression model using the expectation maximization (EM) algorithm is highly sensitive to outliers. Here we propose a fast and efficient robust mixture regression algorithm, called Component-wise Adaptive…
Robust estimators of location and dispersion are often used in the elliptical model to obtain an uncontaminated and highly representative subsample by trimming the data outside an ellipsoid based in the associated Mahalanobis distance. Here…
We present a provable, sampling-based approach for generating compact Convolutional Neural Networks (CNNs) by identifying and removing redundant filters from an over-parameterized network. Our algorithm uses a small batch of input data…
When measurements from dynamical systems are noisy, it is useful to have estimation algorithms that have low sensitivity to measurement noises and outliers. In the first set of results described in this paper we obtain optimal estimators…
Modeling real processes often results in several suitable models. In order to be able to distinguish, or discriminate, which model best represents a phenomenon, one is interested, e.g., in so-called T-optimal designs. These consist of the…
We consider the robust estimation of the parameters of multivariate Gaussian linear regression models. To this aim we consider robust version of the usual (Mahalanobis) least-square criterion, with or without Ridge regularization. We…
High-dimensional linear regression is a fundamental tool in modern statistics, particularly when the number of predictors exceeds the sample size. The classical Lasso, which relies on the squared loss, performs well under Gaussian noise…
Recent advances in deep learning have brought to the fore models that can make multiple computational steps in the service of completing a task; these are capable of describ- ing long-term dependencies in sequential data. Novel recurrent…
Robust estimation is much more challenging in high dimensions than it is in one dimension: Most techniques either lead to intractable optimization problems or estimators that can tolerate only a tiny fraction of errors. Recent work in…
We propose RoBiRank, a ranking algorithm that is motivated by observing a close connection between evaluation metrics for learning to rank and loss functions for robust classification. The algorithm shows a very competitive performance on…
We address the problem of estimating topological features from data in high dimensional Euclidean spaces under the manifold assumption. Our approach is based on the computation of persistent homology of the space of data points endowed with…
In the supervised learning domain, considering the recent prevalence of algorithms with high computational cost, the attention is steering towards simpler, lighter, and less computationally extensive training and inference approaches. In…
This paper evaluates algorithms for classification and outlier detection accuracies in temporal data. We focus on algorithms that train and classify rapidly and can be used for systems that need to incorporate new data regularly. Hence, we…
In many situations where the interest lies in identifying clusters one might expect that not all available variables carry information about these groups. Furthermore, data quality (e.g. outliers or missing entries) might present a serious…
In this article, we introduce a new variable selection technique through trimming for finite mixture of regression models. Compared to the traditional variable selection techniques, the new method is robust and not sensitive to outliers.…
This paper investigates the large sample properties of local regression distribution estimators, which include a class of boundary adaptive density estimators as a prime example. First, we establish a pointwise Gaussian large sample…
Online advertising has been introduced as one of the most efficient methods of advertising throughout the recent years. Yet, advertisers are concerned about the efficiency of their online advertising campaigns and consequently, would like…
The Hierarchical Heavy Hitters problem extends the notion of frequent items to data arranged in a hierarchy. This problem has applications to network traffic monitoring, anomaly detection, and DDoS detection. We present a new streaming…
Real-world network applications must cope with failing nodes, malicious attacks, or nodes facing corrupted data - data classified as outliers. Our work addresses these concerns in the scope of the sensor network localization problem where,…