Related papers: A Pareto scale-inflated outlier model and its Baye…
Bayesian inference methods are useful in infectious diseases modeling due to their capability to propagate uncertainty, manage sparse data, incorporate latent structures, and address high-dimensional parameter spaces. However, parameter…
One of the fundamental tasks of science is to find explainable relationships between observed phenomena. One approach to this task that has received attention in recent years is based on probabilistic graphical modelling with sparsity…
From a systems biology perspective the majority of cancer models, although interesting and providing a qualitative explanation of some problems, have a major disadvantage in that they usually miss a genuine connection with experimental…
The problem of joint estimation of multiple graphical models from high dimensional data has been studied in the statistics and machine learning literature, due to its importance in diverse fields including molecular biology, neuroscience…
The purpose of this paper is to construct a new non-parametric detector of univariate outliers and to study its asymptotic properties. This detector is based on a Hill's type statistic. It satisfies a unique asymptotic behavior for a large…
In this paper we characterize the possible outliers in the spectrum of large deformed unitarily invariant additive and multiplicative models, as well as the eigenvectors corresponding to them. We allow both the non-deformed unitarily…
An outlier is an observation or a data point that is far from rest of the data points in a given dataset or we can be said that an outlier is away from the center of mass of observations. Presence of outliers can skew statistical measures…
Bayesian estimation is increasingly popular for performing model based inference to support policymaking. These data are often collected from surveys under informative sampling designs where subject inclusion probabilities are designed to…
We consider the problem of estimating the error variance in a general linear model when the error distribution is assumed to be spherically symmetric, but not necessary Gaussian. In particular we study the case of a scale mixture of…
We propose a generalized double Pareto prior for Bayesian shrinkage estimation and inferences in linear models. The prior can be obtained via a scale mixture of Laplace or normal distributions, forming a bridge between the Laplace and…
This note investigates the problem of detecting outliers in longitudinal data. It compares well-known methods used in official statistics with proposals from the fields of data mining and machine learning that are based on the distance…
Estimating the location and scale parameters is common in statistics, using, for instance, the well-known sample mean and standard deviation. However, inference can be contaminated by the presence of outliers if modeling is done with…
In this article, a model is proposed using Bayesian techniques to account for the high correlation between many observed set of contingency tables. In many real life data this high correlation is encountered. Simulation studies are also…
Outlier is the term that indicates in statistics an anomalous observation, aberrant, clearly distant from others collected observations. The outliers are the subject to animated discussions in various contexts with regard to be or not to be…
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.,…
For the outlier problem in linear regression models, the Student-$t$ linear regression model is one of the common methods for robust modeling and is widely adopted in the literature. However, most of them applies it without careful…
In this paper, we introduce reduced-bias estimators for the estimation of the tail index of a Pareto-type distribution. This is achieved through the use of a regularised weighted least squares with an exponential regression model for…
This paper develops an approach to inference in a linear regression model when the number of potential explanatory variables is larger than the sample size. The approach treats each regression coefficient in turn as the interest parameter,…
Complex simulator-based models are now routinely used to perform inference across the sciences and engineering, but existing inference methods are often unable to account for outliers and other extreme values in data which occur due to…
The presence of outliers can prevent clustering algorithms from accurately determining an appropriate group structure within a data set. We present outlierMBC, a model-based approach for sequentially removing outliers and clustering the…