Related papers: A residual for outlier identification in zero adju…
In many applications, when building linear regression models, it is important to account for the presence of outliers, i.e., corrupted input data points. Such problems can be formulated as mixed-integer optimization problems involving cubic…
Robust estimators of large covariance matrices are considered, comprising regularized (linear shrinkage) modifications of Maronna's classical M-estimators. These estimators provide robustness to outliers, while simultaneously being…
Model checking plays an important role in linear regression as model misspecification seriously affects the validity and efficiency of regression analysis. In practice, model checking is often performed by subjectively evaluating the plot…
Time series data are often corrupted by outliers or other kinds of anomalies. Identifying the anomalous points can be a goal on its own (anomaly detection), or a means to improving performance of other time series tasks (e.g. forecasting).…
Outlier detection is an essential capability in safety-critical applications of supervised visual recognition. Most of the existing methods deliver best results by encouraging standard closed-set models to produce low-confidence predictions…
This paper illustrates the use of selected robust estimators of covariance or correlation in the identification of anomalous laboratory results in inter-laboratory data. It is shown that robust estimators can substantially reduce the impact…
Out-of-distribution (OOD) detection aims to detect test samples that do not fall into any training in-distribution (ID) classes. Prior efforts focus on regularizing models with ID data only, largely underperforming counterparts that utilize…
Outlier detection aims to identify unusual data instances that deviate from expected patterns. The outlier detection is particularly challenging when outliers are context dependent and when they are defined by unusual combinations of…
This paper introduces a new class of robust estimates for ARMA models. They are M-estimates, but the residuals are computed so the effect of one outlier is limited to the period where it occurs. These estimates are closely related to those…
Regression is the workhorse of statistics, and is often faced with real data that contain outliers. When these are casewise outliers, that is, cases that are entirely wrong or belong to a different population, the issue can be remedied by…
Observations in data which are significantly different from its neighbouring points but cannot be classified as noise are known as anomalies or outliers. These anomalies are a cause of concern and a timely warning about their presence could…
Outlier detection and novelty detection are two important topics for anomaly detection. Suppose the majority of a dataset are drawn from a certain distribution, outlier detection and novelty detection both aim to detect data samples that do…
Ordinary least square (OLS) estimation of a linear regression model is well-known to be highly sensitive to outliers. It is common practice to (1) identify and remove outliers by looking at the data and (2) to fit OLS and form confidence…
Additive regression models have a long history in multivariate nonparametric regression. They provide a model in which each regression function depends only on a single explanatory variable allowing to obtain estimators at the optimal…
We introduce and develop a novel approach to outlier detection based on adaptation of random subspace learning. Our proposed method handles both high-dimension low-sample size and traditional low-dimensional high-sample size datasets.…
Out-of-distribution detection (OOD) deals with anomalous input to neural networks. In the past, specialized methods have been proposed to reject predictions on anomalous input. Similarly, it was shown that feature extraction models in…
Nonparametric methods are widely applicable to statistical inference problems, since they rely on a few modeling assumptions. In this context, the fresh look advocated here permeates benefits from variable selection and compressive…
The presence of outliers is prevalent in machine learning applications and may produce misleading results. In this paper a new method for dealing with outliers and anomal samples is proposed. To overcome the outlier issue, the proposed…
Anomalies and outliers are common in real-world data, and they can arise from many sources, such as sensor faults. Accordingly, anomaly detection is important both for analyzing the anomalies themselves and for cleaning the data for further…
In this paper we introduce the zero-adjusted Birnbaum-Saunders regression model. This new model generalizes at least seven Birnbaum-Saunders regression models. The idea of this modeling is mixing a degenerate distribution at zero with a…