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Often the challenge associated with tasks like fraud and spam detection is the lack of all likely patterns needed to train suitable supervised learning models. This problem accentuates when the fraudulent patterns are not only scarce, they…

Machine Learning · Computer Science 2019-05-08 Utkarsh Porwal , Smruthi Mukund

We investigate a robust penalized logistic regression algorithm based on a minimum distance criterion. Influential outliers are often associated with the explosion of parameter vector estimates, but in the context of standard logistic…

Methodology · Statistics 2014-02-21 Eric C. Chi , David W. Scott

The random vector functional link (RVFL) network is well-regarded for its strong generalization capabilities in the field of machine learning. However, its inherent dependencies on the square loss function make it susceptible to noise and…

Machine Learning · Computer Science 2024-10-08 M. Sajid , A. Quadir , M. Tanveer

Principal Component Analysis (PCA) is one of the most important unsupervised methods to handle high-dimensional data. However, due to the high computational complexity of its eigen decomposition solution, it hard to apply PCA to the…

Machine Learning · Computer Science 2016-03-29 Feiping Nie , Heng Huang

Recently, financial industry and regulators have enhanced the debate on the good properties of a risk measure. A fundamental issue is the evaluation of the quality of a risk estimation. On the one hand, a backtesting procedure is desirable…

Risk Management · Quantitative Finance 2017-02-07 Matteo Burzoni , Ilaria Peri , Chiara Maria Ruffo

This paper studies sparse linear regression analysis with outliers in the responses. A parameter vector for modeling outliers is added to the standard linear regression model and then the sparse estimation problem for both coefficients and…

Statistics Theory · Mathematics 2015-05-21 Shota Katayama , Hironori Fujisawa

Ordinary least-squares (OLS) estimators for a linear model are very sensitive to unusual values in the design space or outliers among y values. Even one single atypical value may have a large effect on the parameter estimates. This article…

Methodology · Statistics 2014-04-28 Chun Yu , Weixin Yao , Xue Bai

To do dimensionality reduction on the datasets with outliers, the $\ell_1$-norm principal component analysis (L1-PCA) as a typical robust alternative of the conventional PCA has enjoyed great popularity over the past years. In this work, we…

Optimization and Control · Mathematics 2022-10-27 Taoli Zheng , Peng Wang , Anthony Man-Cho So

Many machine learning tasks involve subpopulation shift where the testing data distribution is a subpopulation of the training distribution. For such settings, a line of recent work has proposed the use of a variant of empirical risk…

Machine Learning · Computer Science 2021-06-14 Runtian Zhai , Chen Dan , J. Zico Kolter , Pradeep Ravikumar

The accuracy of machine learning interatomic potentials suffers from reference data that contains numerical noise. Often originating from unconverged or inconsistent electronic-structure calculations, this noise is challenging to identify.…

Machine Learning · Statistics 2026-02-10 Terry C. W. Lam , Niamh O'Neill , Christoph Schran , Lars L. Schaaf

Explaining outliers occurrence and mechanism of their occurrence can be extremely important in a variety of domains. Malfunctions, frauds, threats, in addition to being correctly identified, oftentimes need a valid explanation in order to…

Regularization plays a key role in a variety of optimization formulations of inverse problems. A recurring theme in regularization approaches is the selection of regularization parameters, and their effect on the solution and on the optimal…

Optimization and Control · Mathematics 2018-08-23 Aleksandr Y. Aravkin , James V. Burke , Michael P. Friedlander

The association between a continuous and an ordinal variable is commonly modeled through the polyserial correlation model. However, this model, which is based on a partially-latent normality assumption, may be misspecified in practice, due…

Methodology · Statistics 2026-02-11 Max Welz

Outlier detection is an important data mining tool that becomes particularly challenging when dealing with nominal data. First and foremost, flagging observations as outlying requires a well-defined notion of nominal outlyingness. This…

Methodology · Statistics 2025-09-19 Efthymios Costa , Ioanna Papatsouma

Outlier detection is one of the most important processes taken to create good, reliable data in machine learning. The most methods of outlier detection leverage an auxiliary reconstruction task by assuming that outliers are more difficult…

Computer Vision and Pattern Recognition · Computer Science 2022-11-23 Ning Huyan , Dou Quan , Xiangrong Zhang , Xuefeng Liang , Jocelyn Chanussot , Licheng Jiao

The combination of the Internet of Things and the Edge Computing gives many opportunities to support innovative applications close to end users. Numerous devices present in both infrastructures can collect data upon which various processing…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-03-02 Kostas Kolomvatsos , Christos Anagnostopoulos

An outlier is an event or observation that is defined as an unusual activity, intrusion, or a suspicious data point that lies at an irregular distance from a population. The definition of an outlier event, however, is subjective and depends…

Machine Learning · Computer Science 2021-12-02 Md Nazmul Kabir Sikder , Feras A. Batarseh

Robust estimation is primarily concerned with providing reliable parameter estimates in the presence of outliers. Numerous robust loss functions have been proposed in regression and classification, along with various computing algorithms.…

Methodology · Statistics 2024-02-26 Zhu Wang

Principal Component Analysis (PCA) finds a linear mapping and maximizes the variance of the data which makes PCA sensitive to outliers and may cause wrong eigendirection. In this paper, we propose techniques to solve this problem; we use…

Artificial Intelligence · Computer Science 2012-07-03 Peratham Wiriyathammabhum , Boonserm Kijsirikul

Quadratic and Linear Discriminant Analysis (QDA/LDA) are the most often applied classification rules under normality. In QDA, a separate covariance matrix is estimated for each group. If there are more variables than observations in the…

Methodology · Statistics 2016-12-26 Stéphanie Aerts , Ines Wilms