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Regression neural networks (NNs) are most commonly trained by minimizing the mean squared prediction error, which is highly sensitive to outliers and data contamination. Existing robust training methods for regression NNs are often limited…

Machine Learning · Statistics 2026-02-10 Abhik Ghosh , Suryasis Jana

We develop inference procedures robust to general forms of weak dependence. The procedures utilize test statistics constructed by resampling in a manner that does not depend on the unknown correlation structure of the data. We prove that…

Econometrics · Economics 2021-08-26 Michael P. Leung

This paper considers the problem of robust hypothesis testing under non-identically distributed data. We propose Wald-type tests for both simple and composite hypothesis for independent but non-homogeneous observations based on the robust…

Methodology · Statistics 2019-05-09 Ayanendranath Basu , Abhik Ghosh , Nirian Martin , Leandro Pardo

The log-normal distribution is one of the most common distributions used for modeling skewed and positive data. It frequently arises in many disciplines of science, specially in the biological and medical sciences. The statistical analysis…

Methodology · Statistics 2020-01-01 Ayanendranath Basu , Abhijit Mandal , Nirian Martin , Leandro Pardo

Robust estimators and Wald-type tests are developed for the multinomial logistic regression based on $\phi$-divergence measures. The robustness of the proposed estimators and tests is proved through the study of their influence functions…

Statistics Theory · Mathematics 2021-02-08 Elena Castilla , Pedro J. Chocano

Parametric hypothesis testing associated with two independent samples arises frequently in several applications in biology, medical sciences, epidemiology, reliability and many more. In this paper, we propose robust Wald-type tests for…

Methodology · Statistics 2019-05-09 Abhik Ghosh , Nirian Martin , Ayanendranath Basu , Leandro Pardo

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.…

Applications · Statistics 2020-12-16 Andrea Cappozzo , Francesca Greselin , Thomas Brendan Murphy

Beta regression models provide an adequate approach for modeling continuous outcomes limited to the interval (0,1). This paper deals with an extension of beta regression models that allow for explanatory variables to be measured with error.…

Methodology · Statistics 2013-04-11 Jalmar M. F. Carrasco , Silvia L. P. Ferrari , Reinaldo B. Arellano-Valle

Density-based minimum divergence procedures represent popular techniques in parametric statistical inference. They combine strong robustness properties with high (sometimes full) asymptotic efficiency. Among density-based minimum distance…

Methodology · Statistics 2020-12-23 Pushpinder Singh , Abhijit Mandal , Ayanendranath Basu

Missing data is frequently encountered in many areas of statistics. Propensity score weighting is a popular method for handling missing data. The propensity score method employs a response propensity model, but correct specification of the…

Methodology · Statistics 2024-03-28 Hengfang Wang , Jae Kwang Kim , Jeongseop Han , Youngjo Lee

We introduce a methodology for robust Bayesian estimation with robust divergence (e.g., density power divergence or {\gamma}-divergence), indexed by a single tuning parameter. It is well known that the posterior density induced by robust…

Methodology · Statistics 2022-07-04 Shouto Yonekura , Shonosuke Sugasawa

In genetic studies of complex diseases, the underlying mode of inheritance is often not known. Thus, the most powerful test or other optimal procedure for one model, e.g. recessive, may be quite inefficient if another model, e.g. dominant,…

Statistics Theory · Mathematics 2007-06-13 Gang Zheng , Boris Freidlin , Joseph L. Gastwirth

A confidence distribution is a complete tool for making frequentist inference for a parameter of interest $\psi$ based on an assumed parametric model. Indeed, it allows to reach point estimates, to assess their precision, to set up tests…

Methodology · Statistics 2022-12-20 Elena Bortolato , Laura Ventura

A robust estimation framework for binary regression models is studied, aiming to extend traditional approaches like logistic regression models. While previous studies largely focused on logistic models, we explore a broader class of models…

Methodology · Statistics 2025-02-24 Kenichi Hayashi , Shinto Eguchi

The robustification of pattern recognition techniques has been the subject of intense research in recent years. Despite the multiplicity of papers on the subject, very few articles have deeply explored the topic of robust classification in…

Applications · Statistics 2015-01-06 Necla Gunduz , Ernest Fokoue

This study deals with the problem of outliers in ordinal response model, which is a regression on ordered categorical data as the response variable. ``Outlier" means that the combination of ordered categorical data and its covariates is…

Methodology · Statistics 2022-12-29 Tomotaka Momozaki , Tomoyuki Nakagawa

This paper concerns robust inference on average treatment effects following model selection. In the selection on observables framework, we show how to construct confidence intervals based on a doubly-robust estimator that are robust to…

Statistics Theory · Mathematics 2018-04-13 Max H. Farrell

We consider the problem of linear fitting of noisy data in the case of broad (say $\alpha$-stable) distributions of random impacts ("noise"), which can lack even the first moment. This situation, common in statistical physics of small…

Data Analysis, Statistics and Probability · Physics 2015-05-27 Eugene B. Postnikov , Igor M. Sokolov

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…

Methodology · Statistics 2021-09-15 Shonosuke Sugasawa , Shouto Yonekura

While the traditional viewpoint in machine learning and statistics assumes training and testing samples come from the same population, practice belies this fiction. One strategy -- coming from robust statistics and optimization -- is thus…

Machine Learning · Statistics 2024-07-08 Maxime Cauchois , Suyash Gupta , Alnur Ali , John C. Duchi