Related papers: Trimmed Density Ratio Estimation
A novel framework for density estimation under expectation constraints is proposed. The framework minimizes the Wasserstein distance between the estimated density and a prior, subject to the constraints that the expected value of a set of…
Cellwise outliers are likely to occur together with casewise outliers in modern data sets with relatively large dimension. Recent work has shown that traditional robust regression methods may fail for data sets in this paradigm. The…
The presence of groups containing high leverage outliers makes linear regression a difficult problem due to the masking effect. The available high breakdown estimators based on Least Trimmed Squares often do not succeed in detecting masked…
We consider the problem of robustly fitting a model to data that includes outliers by formulating a percentile optimization problem. This problem is non-smooth and non-convex, hence hard to solve. We derive properties that the minimizers of…
We study the problem of robust linear regression with response variable corruptions. We consider the oblivious adversary model, where the adversary corrupts a fraction of the responses in complete ignorance of the data. We provide a nearly…
We present a fast algorithm for global rigid symmetry detection with approximation guarantees. The algorithm is guaranteed to find the best approximate symmetry of a given shape, to within a user-specified threshold, with very high…
We consider a fundamental problem in unsupervised learning called \emph{subspace recovery}: given a collection of $m$ points in $\mathbb{R}^n$, if many but not necessarily all of these points are contained in a $d$-dimensional subspace $T$…
Convex regression is a method for estimating the convex function from a data set. This method has played an important role in operations research, economics, machine learning, and many other areas. However, it has been empirically observed…
We introduce and analyze a new technique for model reduction for deep neural networks. While large networks are theoretically capable of learning arbitrarily complex models, overfitting and model redundancy negatively affects the prediction…
Selectivity estimation aims at estimating the number of database objects that satisfy a selection criterion. Answering this problem accurately and efficiently is essential to many applications, such as density estimation, outlier detection,…
In this paper, we establish new convergence results for the quantized distributed gradient descent and suggest a novel strategy of choosing the stepsizes for the high-performance of the algorithm. Under the strongly convexity assumption on…
While robust divergence such as density power divergence and $\gamma$-divergence is helpful for robust statistical inference in the presence of outliers, the tuning parameter that controls the degree of robustness is chosen in a…
Rare data in a large-scale database are called outliers that reveal significant information in the real world. The subspace-based outlier detection is regarded as a feasible approach in very high dimensional space. However, the outliers…
We study the problem of robustly estimating the mean of a $d$-dimensional distribution given $N$ examples, where most coordinates of every example may be missing and $\varepsilon N$ examples may be arbitrarily corrupted. Assuming each…
Efficient probability density estimation is a core challenge in statistical machine learning. Tensor-based probabilistic graph methods address interpretability and stability concerns encountered in neural network approaches. However, a…
Big data is ubiquitous in practices, and it has also led to heavy computation burden. To reduce the calculation cost and ensure the effectiveness of parameter estimators, an optimal subset sampling method is proposed to estimate the…
Rotation estimation plays a fundamental role in many computer vision and robot tasks. However, efficiently estimating rotation in large inputs containing numerous outliers (i.e., mismatches) and noise is a recognized challenge. Many robust…
Many estimation problems in robotics, computer vision, and learning require estimating unknown quantities in the face of outliers. Outliers are typically the result of incorrect data association or feature matching, and it is common to have…
Convex and penalized robust regression methods often suffer from a persistent bias induced by large outliers, limiting their effectiveness in adversarial or heavy-tailed settings. In this work, we study a smooth redescending non-convex…
We provide a new computationally-efficient class of estimators for risk minimization. We show that these estimators are robust for general statistical models: in the classical Huber epsilon-contamination model and in heavy-tailed settings.…