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The Voronoi Density Estimator (VDE) is an established density estimation technique that adapts to the local geometry of data. However, its applicability has been so far limited to problems in two and three dimensions. This is because…

Recently, the data-selective adaptive Volterra filters have been proposed; however, up to now, there are not any theoretical analyses on its behavior rather than numerical simulations. Therefore, in this paper, we analyze the robustness (in…

Machine Learning · Computer Science 2020-03-26 Javad Sharafi , Abbas Maarefparvar

We introduce a non-parametric density estimator deemed Radial Voronoi Density Estimator (RVDE). RVDE is grounded in the geometry of Voronoi tessellations and as such benefits from local geometric adaptiveness and broad convergence…

A fundamental challenge in robust visual-inertial odometry (VIO) is to dynamically assess the reliability of sensor measurements. This assessment is crucial for properly weighting the contribution of each measurement to the state estimate.…

Robotics · Computer Science 2025-10-03 Seungwon Choi , Donggyu Park , Seo-Yeon Hwang , Tae-Wan Kim

Robust statistics traditionally focuses on outliers, or perturbations in total variation distance. However, a dataset could be corrupted in many other ways, such as systematic measurement errors and missing covariates. We generalize the…

Statistics Theory · Mathematics 2020-12-15 Banghua Zhu , Jiantao Jiao , Jacob Steinhardt

Let P be a distribution with support S. The salient features of S can be quantified with persistent homology, which summarizes topological features of the sublevel sets of the distance function (the distance of any point x to S). Given a…

This paper surveys and evaluates some popular state of the art methods for algorithmic curvature and normal estimation. In addition to surveying existing methods we also propose a new method for robust curvature estimation and evaluate it…

Computational Geometry · Computer Science 2023-06-02 Jared Spang

Two key tasks in high-dimensional regularized regression are tuning the regularization strength for accurate predictions and estimating the out-of-sample risk. It is known that the standard approach -- $k$-fold cross-validation -- is…

Statistics Theory · Mathematics 2025-10-24 Kevin Luo , Yufan Li , Pragya Sur

Analyzing the sub-level sets of the distance to a compact sub-manifold of R d is a common method in TDA to understand its topology. The distance to measure (DTM) was introduced by Chazal, Cohen-Steiner and M{\'e}rigot in [7] to face the…

Statistics Theory · Mathematics 2018-02-01 Claire Brécheteau , Clément Levrard

The Voronoi diagram-based dual-front active contour models are known as a powerful and efficient way for addressing the image segmentation and domain partitioning problems. In the basic formulation of the dual-front models, the evolving…

Computer Vision and Pattern Recognition · Computer Science 2021-06-09 Da Chen , Jack Spencer , Jean-Marie Mirebeau , Ke Chen , Minglei Shu , Laurent D. Cohen

Distance covariance is a popular measure of dependence between random variables. It has some robustness properties, but not all. We prove that the influence function of the usual distance covariance is bounded, but that its breakdown value…

Methodology · Statistics 2025-08-26 Sarah Leyder , Jakob Raymaekers , Peter J. Rousseeuw

The geometric median covariation matrix is a robust multivariate indicator of dispersion which can be extended without any difficulty to functional data. We define estimators, based on recursive algorithms, that can be simply updated at…

Statistics Theory · Mathematics 2016-07-12 Hervé Cardot , Antoine Godichon-Baggioni

This paper proposes robust estimators of the variogram, a statistical tool that is commonly used in geostatistics to capture the spatial dependence structure of data. The new estimators are based on the highly robust minimum covariance…

Methodology · Statistics 2025-03-31 Jana Gierse , Roland Fried

Deep neural networks (DNNs) have found widespread applications in interpreting remote sensing (RS) imagery. However, it has been demonstrated in previous works that DNNs are vulnerable to different types of noises, particularly adversarial…

Computer Vision and Pattern Recognition · Computer Science 2023-09-18 Shaohui Mei , Jiawei Lian , Xiaofei Wang , Yuru Su , Mingyang Ma , Lap-Pui Chau

We study the Fr\'echet $k-$means of a metric measure space when both the measure and the distance are unknown and have to be estimated. We prove a general result that states that the $k-$means are continuous with respect to the measured…

Statistics Theory · Mathematics 2026-03-20 Pablo Groisman , Matthieu Jonckheere , Jordan Serres , Mariela Sued

Visual Odometry (VO) is used in many applications including robotics and autonomous systems. However, traditional approaches based on feature matching are computationally expensive and do not directly address failure cases, instead relying…

Computer Vision and Pattern Recognition · Computer Science 2022-09-19 Nimet Kaygusuz , Oscar Mendez , Richard Bowden

We study the robustness of classifiers to various kinds of random noise models. In particular, we consider noise drawn uniformly from the $\ell\_p$ ball for $p \in [1, \infty]$ and Gaussian noise with an arbitrary covariance matrix. We…

Machine Learning · Computer Science 2018-06-25 Jean-Yves Franceschi , Alhussein Fawzi , Omar Fawzi

The Radon cumulative distribution transform (R-CDT), is an easy-to-compute feature extractor that facilitates image classification tasks especially in the small data regime. It is closely related to the sliced Wasserstein distance and…

Numerical Analysis · Mathematics 2025-06-11 Matthias Beckmann , Robert Beinert , Jonas Bresch

The product moment covariance is a cornerstone of multivariate data analysis, from which one can derive correlations, principal components, Mahalanobis distances and many other results. Unfortunately the product moment covariance and the…

Methodology · Statistics 2021-05-21 Jakob Raymaekers , Peter J. Rousseeuw

Robust estimators of large covariance matrices are considered, comprising regularized (linear shrinkage) modifications of Maronna's classical M-estimators. These estimators provide robustness to outliers, while simultaneously being…

Statistics Theory · Mathematics 2018-07-04 Nicolas Auguin , David Morales-Jimenez , Matthew R. McKay , Romain Couillet
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