Related papers: Robust hyperparameter estimation protects against …
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…
Beta regression models are employed to model continuous response variables in the unit interval, like rates, percentages, or proportions. Their applications rise in several areas, such as medicine, environment research, finance, and natural…
Training deep generative models with maximum likelihood remains a challenge. The typical workaround is to use variational inference (VI) and maximize a lower bound to the log marginal likelihood of the data. Variational auto-encoders (VAEs)…
This paper addresses the robust estimation of linear regression models in the presence of potentially endogenous outliers. Through Monte Carlo simulations, we demonstrate that existing $L_1$-regularized estimation methods, including the…
Due to the highly non-convex nature of large-scale robust parameter estimation, avoiding poor local minima is challenging in real-world applications where input data is contaminated by a large or unknown fraction of outliers. In this paper,…
Assuming an exponential power distribution is one way to deal with outliers in regression and clustering, which can increase the robustness of the analysis. Gaussian distribution is a special case of an exponential distribution. And an…
Envelope methods perform dimension reduction of predictors or responses in multivariate regression, exploiting the relationship between them to improve estimation efficiency. While most research on envelopes has focused on their estimation…
Ensembling a neural network is a widely recognized approach to enhance model performance, estimate uncertainty, and improve robustness in deep supervised learning. However, deep ensembles often come with high computational costs and memory…
This paper presents a new approach to a robust Gaussian process (GP) regression. Most existing approaches replace an outlier-prone Gaussian likelihood with a non-Gaussian likelihood induced from a heavy tail distribution, such as the…
Bayesian meta-learning enables robust and fast adaptation to new tasks with uncertainty assessment. The key idea behind Bayesian meta-learning is empirical Bayes inference of hierarchical model. In this work, we extend this framework to…
Gradient boosting algorithms construct a regression predictor using a linear combination of ``base learners''. Boosting also offers an approach to obtaining robust non-parametric regression estimators that are scalable to applications with…
Deep learning-based malware detection systems are vulnerable to adversarial EXEmples - carefully-crafted malicious programs that evade detection with minimal perturbation. As such, the community is dedicating effort to develop mechanisms to…
A robust estimator is proposed for the parameters that characterize the linear regression problem. It is based on the notion of shrinkages, often used in Finance and previously studied for outlier detection in multivariate data. A thorough…
A framework to boost the efficiency of Bayesian inference in probabilistic programs is introduced by embedding a sampler inside a variational posterior approximation. We call it the refined variational approximation. Its strength lies both…
Randomized ensemble classifiers (RECs), where one classifier is randomly selected during inference, have emerged as an attractive alternative to traditional ensembling methods for realizing adversarially robust classifiers with limited…
Evolutionary symbolic regression approaches are powerful tools that can approximate an explicit mapping between input features and observation for various problems. However, ensuring that explored expressions maintain consistency with…
A reliable evaluation method is essential for building a robust out-of-distribution (OOD) detector. Current robustness evaluation protocols for OOD detectors rely on injecting perturbations to outlier data. However, the perturbations are…
Simultaneous analysis of gene expression data and genetic variants is highly of interest, especially when the number of gene expressions and genetic variants are both greater than the sample size. Association of both causal genes and…
In this paper, we address the problem of how to robustly train a ConvNet for regression, or deep robust regression. Traditionally, deep regression employs the L2 loss function, known to be sensitive to outliers, i.e. samples that either lie…
Bayesian inference is a widely used technique for real-time characterization of quantum systems. It excels in experimental characterization in the low data regime, and when the measurements have degrees of freedom. A decisive factor for its…