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Related papers: Robust Estimation and Generative Adversarial Nets

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Robust scatter estimation is a fundamental task in statistics. The recent discovery on the connection between robust estimation and generative adversarial nets (GANs) by Gao et al. (2018) suggests that it is possible to compute depth-like…

Machine Learning · Computer Science 2019-03-06 Chao Gao , Yuan Yao , Weizhi Zhu

In statistical inference, we commonly assume that samples are independent and identically distributed from a probability distribution included in a pre-specified statistical model. However, such an assumption is often violated in practice.…

Machine Learning · Statistics 2024-10-29 Takafumi Kanamori , Kodai Yokoyama , Takayuki Kawashima

This paper studies robust regression in the settings of Huber's $\epsilon$-contamination models. We consider estimators that are maximizers of multivariate regression depth functions. These estimators are shown to achieve minimax rates in…

Statistics Theory · Mathematics 2017-02-16 Chao Gao

Recent developments on deep learning established some theoretical properties of deep neural networks estimators. However, most of the existing works on this topic are restricted to bounded loss functions or (sub)-Gaussian or bounded input.…

Machine Learning · Statistics 2024-05-09 William Kengne , Modou Wade

Consider the problem of simultaneous estimation of location and variance matrix under Huber's contaminated Gaussian model. First, we study minimum $f$-divergence estimation at the population level, corresponding to a generative adversarial…

Statistics Theory · Mathematics 2022-08-09 Ziyue Wang , Zhiqiang Tan

Many modern datasets are collected automatically and are thus easily contaminated by outliers. This led to a regain of interest in robust estimation, including new notions of robustness such as robustness to adversarial contamination of the…

Statistics Theory · Mathematics 2023-05-05 Pierre Alquier , Mathieu Gerber

Robust estimation has played an important role in statistical and machine learning. However, its applications to functional linear regression are still under-developed. In this paper, we focus on Huber's loss with a diverging robustness…

Statistics Theory · Mathematics 2024-09-18 Ling Peng , Xiaohui Liu , Heng Lian

We provide a general framework for designing Generative Adversarial Networks (GANs) to solve high dimensional robust statistics problems, which aim at estimating unknown parameter of the true distribution given adversarially corrupted…

Machine Learning · Computer Science 2022-02-04 Banghua Zhu , Jiantao Jiao , Michael I. Jordan

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.…

Machine Learning · Statistics 2018-04-23 Adarsh Prasad , Arun Sai Suggala , Sivaraman Balakrishnan , Pradeep Ravikumar

As the most fundamental problem in statistics, robust location estimation has many prominent solutions, such as the trimmed mean, Winsorized mean, Hodges Lehmann estimator, Huber M estimator, and median of means. Recent studies suggest that…

Statistics Theory · Mathematics 2024-09-12 Li Tuobang

Robust estimators, like the median of a point set, are important for data analysis in the presence of outliers. We study robust estimators for locationally uncertain points with discrete distributions. That is, each point in a data set has…

Discrete Mathematics · Computer Science 2018-03-14 Kevin Buchin , Jeff M. Phillips , Pingfan Tang

Generative adversarial networks (GANs) are powerful generative models, but usually suffer from instability and generalization problem which may lead to poor generations. Most existing works focus on stabilizing the training of the…

Machine Learning · Computer Science 2020-04-29 Shufei Zhang , Zhuang Qian , Kaizhu Huang , Jimin Xiao , Yuan He

In this paper, we develop connections between two seemingly disparate, but central, models in robust statistics: Huber's epsilon-contamination model and the heavy-tailed noise model. We provide conditions under which this connection…

Machine Learning · Statistics 2019-07-03 Adarsh Prasad , Sivaraman Balakrishnan , Pradeep Ravikumar

Robust estimation is an important problem in statistics which aims at providing a reasonable estimator when the data-generating distribution lies within an appropriately defined ball around an uncontaminated distribution. Although minimax…

Statistics Theory · Mathematics 2021-01-21 Zheng Liu , Po-Ling Loh

Learning in the presence of outliers is a fundamental problem in statistics. Until recently, all known efficient unsupervised learning algorithms were very sensitive to outliers in high dimensions. In particular, even for the task of robust…

Data Structures and Algorithms · Computer Science 2019-11-15 Ilias Diakonikolas , Daniel M. Kane

Generative adversarial networks are a novel method for statistical inference that have achieved much empirical success; however, the factors contributing to this success remain ill-understood. In this work, we attempt to analyze generative…

Machine Learning · Computer Science 2018-09-13 Shuang Liu , Kamalika Chaudhuri

We investigate robust nonparametric regression in the presence of heavy-tailed noise, where the hypothesis class may contain unbounded functions and robustness is ensured via a robust loss function $\ell_\sigma$. Using Huber regression as a…

Machine Learning · Computer Science 2025-10-14 Yunlong Feng , Qiang Wu

As one of the triumphs and milestones of robust statistics, Huber regression plays an important role in robust inference and estimation. It has also been finding a great variety of applications in machine learning. In a parametric setup, it…

Statistics Theory · Mathematics 2020-09-29 Yunlong Feng , Qiang Wu

We study how well generative adversarial networks (GAN) learn probability distributions from finite samples by analyzing the convergence rates of these models. Our analysis is based on a new oracle inequality that decomposes the estimation…

Machine Learning · Computer Science 2022-05-26 Yunfei Yang

Real-world network applications must cope with failing nodes, malicious attacks, or, somehow, nodes facing corrupted data --- classified as outliers. One enabling application is the geographic localization of the network nodes. However,…

Optimization and Control · Mathematics 2016-10-31 Cláudia Soares , João Gomes
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