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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…

Machine Learning · Computer Science 2023-09-15 Cristian Daniel Alecsa

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…

Methodology · Statistics 2021-04-20 Wennan Chang , Xinyu Zhou , Yong Zang , Chi Zhang , Sha Cao

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…

Statistics Theory · Mathematics 2016-08-14 Juan A. Cuesta-Albertos , Carlos Matrán , Agustín Mayo-Iscar

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…

Machine Learning · Computer Science 2020-03-24 Lucas Liebenwein , Cenk Baykal , Harry Lang , Dan Feldman , Daniela Rus

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…

Systems and Control · Electrical Eng. & Systems 2022-09-20 Krishan Mohan Nagpal

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…

Optimization and Control · Mathematics 2022-08-30 David Mogalle , Philipp Seufert , Jan Schwientek , Michael Bortz , Karl-Heinz Küfer

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…

Statistics Theory · Mathematics 2025-10-13 Antoine Godichon-Baggioni , Stephane S. Robin , Laure Sansonnet

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…

Methodology · Statistics 2025-06-10 The Tien Mai

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…

Machine Learning · Computer Science 2018-09-06 Kyriakos Tolias , Sotirios Chatzis

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…

Machine Learning · Computer Science 2018-03-14 Ilias Diakonikolas , Gautam Kamath , Daniel M. Kane , Jerry Li , Ankur Moitra , Alistair Stewart

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…

Machine Learning · Statistics 2014-08-22 Hyokun Yun , Parameswaran Raman , S. V. N. Vishwanathan

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…

Machine Learning · Statistics 2023-01-23 Ximena Fernández , Eugenio Borghini , Gabriel Mindlin , Pablo Groisman

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…

Machine Learning · Computer Science 2022-09-02 Antonello Rosato , Massimo Panella , Denis Kleyko

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…

Machine Learning · Statistics 2018-05-03 Victoria J. Hodge , Jim Austin

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…

Machine Learning · Statistics 2012-01-31 Yumi Kondo , Matias Salibian-Barrera , Ruben Zamar

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.…

Methodology · Statistics 2019-05-06 Sijia Xiang , Weixin Yao

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…

Econometrics · Economics 2021-01-29 Matias D. Cattaneo , Michael Jansson , Xinwei Ma

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…

Machine Learning · Computer Science 2013-05-15 Ali Jalali , Santanu Kolay , Peter Foldes , Ali Dasdan

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…

Data Structures and Algorithms · Computer Science 2011-08-10 Michael Mitzenmacher , Thomas Steinke , Justin Thaler

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,…

Optimization and Control · Mathematics 2021-10-05 Claudia Soares , João Gomes