Related papers: Modeling Data Containing Outliers using ARIMA Addi…

In this paper, we discuss a family of robust, high-dimensional regression models for quantile and composite quantile regression, both with and without an adaptive lasso penalty for variable selection. We reformulate these quantile…

Outliers arise in networks due to different reasons such as fraudulent behavior of malicious users or default in measurement instruments and can significantly impair network analyses. In addition, real-life networks are likely to be…

With predictive models becoming prevalent, companies are expanding the types of data they gather. As a result, the collected datasets consist not only of simple numerical features but also more complex objects such as time series, images,…

Bai (2010) and Bai et al. (2012) proposed robust mixture regression method based on the M regression estimation. However, the M-estimators are robust against the outliers in response variables, but they are not robust against the outliers…

Regularization is a popular technique in machine learning for model estimation and avoiding overfitting. Prior studies have found that modern ordered regularization can be more effective in handling highly correlated, high-dimensional data…

Epidemiologic and medical studies often rely on evaluators to obtain measurements of exposures or outcomes for study participants, and valid estimates of associations depends on the quality of data. Even though statistical methods have been…

Fitting autoregressive moving average (ARMA) time series models requires model identification before parameter estimation. Model identification involves determining the order of the autoregressive and moving average components which is…

Linear mixed models (LMMs) are a popular class of methods for analyzing longitudinal and clustered data. However, such models can be sensitive to outliers, and this can lead to biased inference on model parameters and inaccurate prediction…

Principal component analysis (PCA) is a classical feature extraction method, but it may be adversely affected by outliers, resulting in inaccurate learning of the projection matrix. This paper proposes a robust method to estimate both the…

Additive models belong to the class of structured nonparametric regression models that do not suffer from the curse of dimensionality. Finding the additive components that are nonzero when the true model is assumed to be sparse is an…

Missing data is a common problem in clinical data collection, which causes difficulty in the statistical analysis of such data. In this article, we consider the problem under a framework of a semiparametric partially linear model when…

Deep unsupervised anomaly detection has seen improvements in a supervised binary classification paradigm in which auxiliary external data is included in the training set as anomalous data in a process referred to as outlier exposure, which…

Out-of-distribution (OOD) detection is essential for deploying machine learning models in open-world and safety-critical scenarios, where test inputs may deviate from the training distribution and overconfident predictions on unknown…

Many applications in different domains produce large amount of time series data. Making accurate forecasting is critical for many decision makers. Various time series forecasting methods exist which use linear and nonlinear models…

Among the most important models for long-range dependent time series is the class of ARFIMA$(p,d,q)$ (Autoregressive Fractionally Integrated Moving Average) models. Estimating the long-range dependence parameter $d$ in ARFIMA models is a…

Dynamic model averaging (DMA) combines the forecasts of a large number of dynamic linear models (DLMs) to predict the future value of a time series. The performance of DMA critically depends on the appropriate choice of two forgetting…

Functional data analysis can be seriously impaired by abnormal observations, which can be classified as either magnitude or shape outliers based on their way of deviating from the bulk of data. Identifying magnitude outliers is relatively…

In recent years, the usage of ensemble learning in applications has grown significantly due to increasing computational power allowing the training of large ensembles in reasonable time frames. Many applications, e.g., malware detection,…

Support Vector Machines have been successfully used for one-class classification (OCSVM, SVDD) when trained on clean data, but they work much worse on dirty data: outliers present in the training data tend to become support vectors, and are…

This paper proposes an approach for anomalous sound detection that incorporates outlier exposure and inlier modeling within a unified framework by multitask learning. While outlier exposure-based methods can extract features efficiently, it…