Related papers: Robust Function-on-Function Regression
Multivariate linear regression is a fundamental statistical task, but classical estimators such as ordinary least squares are highly sensitive to outliers. These may occur as casewise outliers that affect entire observations, or as outlying…
Quantile Regression (QR) can be used to estimate aleatoric uncertainty in deep neural networks and can generate prediction intervals. Quantifying uncertainty is particularly important in critical applications such as clinical diagnosis,…
Outlier detection is one of the standard exploratory analysis tasks in functional data analysis. We present the R package fdaoutlier which contains implementations of some of the latest techniques for detecting functional outliers. The…
We consider the problem of learning from noisy data in practical settings where the size of data is too large to store on a single machine. More challenging, the data coming from the wild may contain malicious outliers. To address the…
Most of the regularization methods such as the LASSO have one (or more) regularization parameter(s), and to select the value of the regularization parameter is essentially equal to select a model. Thus, to obtain a model suitable for the…
We introduce a new class of non-linear models for functional data based on neural networks. Deep learning has been very successful in non-linear modeling, but there has been little work done in the functional data setting. We propose two…
This paper proposes a new nonlinear approach for additive functional regression with functional response based on kernel methods along with some slight reformulation and implementation of the linear regression and the spectral additive…
Functional data analysis is a growing research field as more and more practical applications involve functional data. In this paper, we focus on the problem of regression and classification with functional predictors: the model suggested…
State estimation of dynamical systems from noisy observations is a fundamental task in many applications. It is commonly addressed using the linear Kalman filter (KF), whose performance can significantly degrade in the presence of outliers…
The problems of outliers detection and robust regression in a high-dimensional setting are fundamental in statistics, and have numerous applications. Following a recent set of works providing methods for simultaneous robust regression and…
In high-dimensional data, many sparse regression methods have been proposed. However, they may not be robust against outliers. Recently, the use of density power weight has been studied for robust parameter estimation and the corresponding…
We present a robust regression estimator for longitudinal data, which is especially suited for functional data that has been observed on sparse or irregular time grids. We show by simulation that the proposed estimators possess good…
In practical data analysis under noisy environment, it is common to first use robust methods to identify outliers, and then to conduct further analysis after removing the outliers. In this paper, we consider statistical inference of the…
Principal component analysis (PCA) is widely used to analyze high-dimensional data, but it is very sensitive to outliers. Robust PCA methods seek fits that are unaffected by the outliers and can therefore be trusted to reveal them. FastHCS…
We propose a general solution to the problem of robust Bayesian inference in complex settings where outliers may be present. In practice, the automation of robust Bayesian analyses is important in the many applications involving large and…
In modern Industry 4.0 applications, a huge amount of data is acquired during manufacturing processes that are often contaminated with anomalous observations in the form of both casewise and cellwise outliers. These can seriously reduce the…
A common challenge faced in practical supervised learning, such as medical image processing and robotic interactions, is that there are plenty of tasks but each task cannot afford to collect enough labeled examples to be learned in…
Functional regression is very crucial in functional data analysis and a linear relationship between scalar response and functional predictor is often assumed. However, the linear assumption may not hold in practice, which makes the methods…
This paper is concerned with the online estimation of a nonlinear dynamic system from a series of noisy measurements. The focus is on cases wherein outliers are present in-between normal noises. We assume that the outliers follow an unknown…
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…