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The increasing availability of sensing techniques provides a great opportunity for engineers to design state estimation methods, which are optimal for the system under observation and the observed noise patterns. However, these patterns…

In this paper, we develop connections between two seemingly disparate, but central, models in robust statistics: Huber's epsilon-contamination model and the heavy-tailed noise model. We provide conditions under which this connection…

We introduce a distributed algorithm, termed noise-robust distributed maximum consensus (RD-MC), for estimating the maximum value within a multi-agent network in the presence of noisy communication links. Our approach entails redefining the…

Learning from data in the presence of outliers is a fundamental problem in statistics. Until recently, no computationally efficient algorithms were known to compute the mean of a high dimensional distribution under natural assumptions in…

In this paper, we develop a \textit{distributed} algorithm to localize an arbitrary number of agents moving in a bounded region of interest. We assume that the network contains \textit{at least one} agent with known location (hereinafter…

We propose an efficient solution to peer-to-peer localization in a wireless sensor network which works in two stages. At the first stage the optimization problem is relaxed into a convex problem, given in the form recently proposed by…

Outliers widely occur in big-data applications and may severely affect statistical estimation and inference. In this paper, a framework of outlier-resistant estimation is introduced to robustify an arbitrarily given loss function. It has a…

We propose a minimum distance estimation method for robust regression in sparse high-dimensional settings. The traditional likelihood-based estimators lack resilience against outliers, a critical issue when dealing with high-dimensional…

In real world, our datasets often contain outliers. Moreover, the outliers can seriously affect the final machine learning result. Most existing algorithms for handling outliers take high time complexities (e.g. quadratic or cubic…

This paper fortifies the recently introduced hierarchical-optimization recursive least squares (HO-RLS) against outliers which contaminate infrequently linear-regression models. Outliers are modeled as nuisance variables and are estimated…

Many traditional methods for identifying changepoints can struggle in the presence of outliers, or when the noise is heavy-tailed. Often they will infer additional changepoints in order to fit the outliers. To overcome this problem, data…

It is of importance to develop statistical techniques to analyze high-dimensional data in the presence of both complex dependence and possible outliers in real-world applications such as imaging data analyses. We propose a new robust…

Nonlinear estimation in robotics and vision is typically plagued with outliers due to wrong data association, or to incorrect detections from signal processing and machine learning methods. This paper introduces two unifying formulations…

Extracting the underlying trend signal is a crucial step to facilitate time series analysis like forecasting and anomaly detection. Besides noise signal, time series can contain not only outliers but also abrupt trend changes in real-world…

Distributional Reinforcement Learning (RL) estimates return distribution mainly by learning quantile values via minimizing the quantile Huber loss function, entailing a threshold parameter often selected heuristically or via hyperparameter…

Hacking and false data injection from adversaries can threaten power grids' everyday operations and cause significant economic loss. Anomaly detection in power grids aims to detect and discriminate anomalies caused by cyber attacks against…

We consider the problem of clustering data points coming from sub-Gaussian mixtures. Existing methods that provably achieve the optimal mislabeling error, such as the Lloyd algorithm, are usually vulnerable to outliers. In contrast,…

Localization is a fundamental enabler technology for many applications, like vehicular networks, IoT, and even medicine. While Global Navigation Satellite Systems solutions offer great performance, they are unavailable in scenarios like…

Most real-world IoT data analysis tasks, such as clustering and anomaly event detection, are unsupervised and highly susceptible to the presence of outliers. In addition to sporadic scattered outliers caused by factors such as faulty sensor…

In recent years, the multitask diffusion least mean square (MD-LMS) algorithm has been extensively applied in the distributed parameter estimation and target tracking of multitask network. However, its performance is mainly limited by two…