Related papers: A Robust Time Series Model with Outliers and Missi…
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…
Patterns that appear rarely or unusually in the data can be defined as outlier patterns. The basic idea behind detecting outlier patterns is comparison of their relative frequencies with frequent patterns. Their frequencies of appearance…
We study the problem of outlier robust high-dimensional mean estimation under a finite covariance assumption, and more broadly under finite low-degree moment assumptions. We consider a standard stability condition from the recent robust…
Causal inference on time series data is a challenging problem, especially in the presence of unobserved confounders. This work focuses on estimating the causal effect between two time series that are confounded by a third, unobserved time…
This study introduces an outlier-robust model for analyzing hierarchically structured bounded count data within a Bayesian framework, utilizing a logistic regression approach implemented in JAGS. Our model incorporates a t-distributed…
This paper studies the properties of linear regression on centrality measures when network data is sparse and observed with error. We make three contributions in this setting. First, we show that OLS estimators can become inconsistent under…
Forecasting irregular time series presents significant challenges due to two key issues: the vulnerability of models to mean regression, driven by the noisy and complex nature of the data, and the limitations of traditional error-based…
A new technique for the detection of outliers in contingency tables is introduced. Outliers thereby are unexpected cell counts with respect to classical loglinear Poisson models. Subsets of cell counts called minimal patterns are defined,…
Model mis-specification (e.g. the presence of outliers) is commonly encountered in astronomical analyses, often requiring the use of ad hoc algorithms which are sensitive to arbitrary thresholds (e.g. sigma-clipping). For any given dataset,…
Tensor-on-tensor (TOT) regression is an important tool for the analysis of tensor data, aiming to predict a set of response tensors from a corresponding set of predictor tensors. However, standard TOT regression is sensitive to outliers,…
We propose a data-analytic method for detecting cellwise outliers. Given a robust covariance matrix, outlying cells (entries) in a row are found by the cellHandler technique which combines lasso regression with a stepwise application of…
Outlier is the term that indicates in statistics an anomalous observation, aberrant, clearly distant from others collected observations. The outliers are the subject to animated discussions in various contexts with regard to be or not to be…
In this paper, we address the problem of how to robustly train a ConvNet for regression, or deep robust regression. Traditionally, deep regression employs the L2 loss function, known to be sensitive to outliers, i.e. samples that either lie…
This paper considers the problem of inference in a linear regression model with outliers where the number of outliers can grow with sample size but their proportion goes to 0. We apply the square-root lasso estimator penalizing the l1-norm…
In this paper, we consider robust stability analysis of large-scale sparsely interconnected uncertain systems. By modeling the interconnections among the subsystems with integral quadratic constraints, we show that robust stability analysis…
Event stream is an important data format in real life. The events are usually expected to follow some regular patterns over time. However, the patterns could be contaminated by unexpected absences or occurrences of events. In this paper, we…
Gaussian process regression (GPR) model is well-known to be susceptible to outliers. Robust process regression models based on t-process or other heavy-tailed processes have been developed to address the problem. However, due to the nature…
A popular approach within the signal processing and machine learning communities consists in modelling signals as sparse linear combinations of atoms selected from a learned dictionary. While this paradigm has led to numerous empirical…
Consider a regression problem where the learner is given a large collection of $d$-dimensional data points, but can only query a small subset of the real-valued labels. How many queries are needed to obtain a $1+\epsilon$ relative error…
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,…