Related papers: A new V-fold type procedure based on robust tests

The Voronoi Covariance Measure of a compact set K of R^d is a tensor-valued measure that encodes geometric information on K and which is known to be resilient to Hausdorff noise but sensitive to outliers. In this article, we generalize this…

Robust estimation approaches are of fundamental importance for statistical modelling. To reduce susceptibility to outliers, we propose a robust estimation procedure with t-process under functional ANOVA model. Besides common mean structure…

In a standard classification framework a set of trustworthy learning data are employed to build a decision rule, with the final aim of classifying unlabelled units belonging to the test set. Therefore, unreliable labelled observations,…

Real-world data is laden with outlying values. The challenge for machine learning is that the learner typically has no prior knowledge of whether the feedback it receives (losses, gradients, etc.) will be heavy-tailed or not. In this work,…

This paper proposes a new test for a change point in the mean of high-dimensional data based on the spatial sign and self-normalization. The test is easy to implement with no tuning parameters, robust to heavy-tailedness and theoretically…

The R package robusTest offers corrected versions of several common tests in bivariate statistics. We point out the limitations of these tests in their classical versions, some of which are well known such as robustness or calibration…

We consider a robust version of the classical Wald test statistics for testing simple and composite null hypotheses for general parametric models. These test statistics are based on the minimum density power divergence estimators instead of…

Considered here are robust subgroup-classifier learning and testing in change-plane regressions with heavy-tailed errors, which can identify subgroups as a basis for making optimal recommendations for individualized treatment. A new…

A fast Bayesian method that seamlessly fuses classification and hypothesis testing via discriminant analysis is developed. Building upon the original discriminant analysis classifier, modelling components are added to identify…

We introduce a new method for performing clustering with the aim of fitting clusters with different scatters and weights. It is designed by allowing to handle a proportion $\alpha$ of contaminating data to guarantee the robustness of the…

Cross-validation is a widely used technique for evaluating the performance of prediction models, ranging from simple binary classification to complex precision medicine strategies. It helps correct for optimism bias in error estimates,…

We study the mean-squared error of $k$-fold cross-validation as a risk estimator, with particular emphasis on how its accuracy depends on the number of folds $k$. Despite the widespread use of cross-validation, principled guidance for…

Cross-validation (CV) is one of the most popular tools for assessing and selecting predictive models. However, standard CV suffers from high computational cost when the number of folds is large. Recently, under the empirical risk…

This paper develops distribution theory and bootstrap-based inference methods for a broad class of convex pairwise difference estimators. These estimators minimize a kernel-weighted convex-in-parameter function over observation pairs with…

Randomized smoothing is the current state-of-the-art method for producing provably robust classifiers. While randomized smoothing typically yields robust $\ell_2$-ball certificates, recent research has generalized provable robustness to…

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 concerns the robust regression model when the number of predictors and the number of observations grow in a similar rate. Theory for M-estimators in this regime has been recently developed by several authors [El Karoui et al.,…

Robustness of neural networks has recently attracted a great amount of interest. The many investigations in this area lack a precise common foundation of robustness concepts. Therefore, in this paper, we propose a rigorous and flexible…

The problem of identifying the most discriminating features when performing supervised learning has been extensively investigated. In particular, several methods for variable selection in model-based classification have been proposed.…

In data-based control, dissipativity can be a powerful tool for attaining stability guarantees for nonlinear systems if that dissipativity can be inferred from data. This work provides a tutorial on several existing methods for data-based…