English
Related papers

Related papers: On Robust Mean Estimation under Coordinate-level C…

200 papers

The paper algorithmizes the problem of regime change point identification for data measured in a system exhibiting impulsive behaviors. This is a fundamental challenge for annotation of measurement data relevant, e.g., for designing…

Neural Networks are sensitive to various corruptions that usually occur in real-world applications such as blurs, noises, low-lighting conditions, etc. To estimate the robustness of neural networks to these common corruptions, we generally…

Machine Learning · Computer Science 2021-05-27 Alfred Laugros , Alice Caplier , Matthieu Ospici

We study the problem of high-dimensional robust mean estimation in an online setting. Specifically, we consider a scenario where $n$ sensors are measuring some common, ongoing phenomenon. At each time step $t=1,2,\ldots,T$, the $i^{th}$…

Machine Learning · Computer Science 2023-10-26 Daniel M. Kane , Ilias Diakonikolas , Hanshen Xiao , Sihan Liu

This paper presents a class of new algorithms for distributed statistical estimation that exploit divide-and-conquer approach. We show that one of the key benefits of the divide-and-conquer strategy is robustness, an important…

Statistics Theory · Mathematics 2018-08-29 Stanislav Minsker , Nate Strawn

Structured statistical estimation problems are often solved by Conditional Gradient (CG) type methods to avoid the computationally expensive projection operation. However, the existing CG type methods are not robust to data corruption. To…

Machine Learning · Computer Science 2020-07-08 Jiacheng Zhuo , Liu Liu , Constantine Caramanis

We study the problem of estimating the mean of a distribution in high dimensions when either the samples are adversarially corrupted or the distribution is heavy-tailed. Recent developments in robust statistics have established efficient…

Data Structures and Algorithms · Computer Science 2021-01-20 Samuel B. Hopkins , Jerry Li , Fred Zhang

Robust estimation of location is a fundamental problem in statistics, particularly in scenarios where data contamination by outliers or model misspecification is a concern. In univariate settings, methods such as the sample median and…

Statistics Theory · Mathematics 2025-05-07 Alejandro Cholaquidis , Ricardo Fraiman , Leonardo Moreno , Gonzalo Perera

We consider the problem of constructing robust nonparametric confidence intervals and tests of hypothesis for the median when the data distribution is unknown and the data may contain a small fraction of contamination. We propose a…

Statistics Theory · Mathematics 2007-06-13 Victor J. Yohai , Ruben H. Zamar

We argue that the vulnerability of model parameters is of crucial value to the study of model robustness and generalization but little research has been devoted to understanding this matter. In this work, we propose an indicator to measure…

Machine Learning · Computer Science 2020-12-11 Xu Sun , Zhiyuan Zhang , Xuancheng Ren , Ruixuan Luo , Liangyou Li

The robustness of risk measures to changes in underlying loss distributions (distributional uncertainty) is of crucial importance in making well-informed decisions. In this paper, we quantify, for the class of distortion risk measures with…

Risk Management · Quantitative Finance 2023-03-14 Carole Bernard , Silvana M. Pesenti , Steven Vanduffel

We study the problem of high-dimensional robust mean estimation in the presence of a constant fraction of adversarial outliers. A recent line of work has provided sophisticated polynomial-time algorithms for this problem with…

Machine Learning · Computer Science 2020-05-05 Yu Cheng , Ilias Diakonikolas , Rong Ge , Mahdi Soltanolkotabi

In this paper, we introduce a robust transfer regression method designed to handle corrupted labels in target data, under the scenarios that the corruption affects a substantial portion of the labels and the locations of these corruptions…

Methodology · Statistics 2025-02-25 Sheng Pan

This paper considers the problem of supervised learning with linear methods when both features and labels can be corrupted, either in the form of heavy tailed data and/or corrupted rows. We introduce a combination of coordinate gradient…

Machine Learning · Statistics 2022-02-01 Stéphane Gaïffas , Ibrahim Merad

In this paper, we consider the problem of identifying a linear map from measurements which are subject to intermittent and arbitarily large errors. This is a fundamental problem in many estimation-related applications such as fault…

Systems and Control · Computer Science 2016-08-09 Laurent Bako , Henrik Ohlsson

We consider the problem of mean estimation assuming only finite variance. We study a new class of mean estimators constructed by integrating over random noise applied to a soft-truncated empirical mean estimator. For appropriate choices of…

Statistics Theory · Mathematics 2019-06-26 Matthew J. Holland

We consider the problem of robust state estimation in the presence of integrity attacks. There are $m$ sensors monitoring a dynamical process. Subject to the integrity attacks, $p$ out of $m$ measurements can be arbitrarily manipulated. The…

Information Theory · Computer Science 2016-01-19 Duo Han , Yilin Mo , Lihua Xie

We propose a new approach for the problem of relative depth estimation from a single image. Instead of directly regressing over depth scores, we formulate the problem as estimation of a probability distribution over depth and aim to learn…

Computer Vision and Pattern Recognition · Computer Science 2020-10-15 Alican Mertan , Yusuf Huseyin Sahin , Damien Jade Duff , Gozde Unal

The performance of computer vision models are susceptible to unexpected changes in input images caused by sensor errors or extreme imaging environments, known as common corruptions (e.g. noise, blur, illumination changes). These corruptions…

Computer Vision and Pattern Recognition · Computer Science 2024-09-17 Shunxin Wang , Raymond Veldhuis , Christoph Brune , Nicola Strisciuglio

We study the robust mean estimation problem in high dimensions, where $\alpha <0.5$ fraction of the data points can be arbitrarily corrupted. Motivated by compressive sensing, we formulate the robust mean estimation problem as the…

Machine Learning · Statistics 2020-08-24 Jing Liu , Aditya Deshmukh , Venugopal V. Veeravalli

Robust estimation under Huber's $\epsilon$-contamination model has become an important topic in statistics and theoretical computer science. Statistically optimal procedures such as Tukey's median and other estimators based on depth…

Machine Learning · Statistics 2019-02-27 Chao Gao , Jiyi Liu , Yuan Yao , Weizhi Zhu