Related papers: Robust estimation with Lasso when outputs are adve…
Recent work have demonstrated that robustness (to "corruption") can be at odds with generalization. Adversarial training, for instance, aims to reduce the problematic susceptibility of modern neural networks to small data perturbations.…
We study the problem of robust mean estimation and introduce a novel Hamming distance-based measure of distribution shift for coordinate-level corruptions. We show that this measure yields adversary models that capture more realistic…
The aim of this paper is to present a new estimation procedure that can be applied in many statistical frameworks including density and regression and which leads to both robust and optimal (or nearly optimal) estimators. In density…
When a series of (related) linear models has to be estimated it is often appropriate to combine the different data-sets to construct more efficient estimators. We use $\ell_1$-penalized estimators like the Lasso or the Adaptive Lasso which…
The notion of developing statistical methods in machine learning which are robust to adversarial perturbations in the underlying data has been the subject of increasing interest in recent years. A common feature of this work is that the…
This paper contributes to the literature on treatment effects estimation with machine learning inspired methods by studying the performance of different estimators based on the Lasso. Building on recent work in the field of high-dimensional…
This article introduces a new estimator of average treatment effects under unobserved confounding in modern data-rich environments featuring large numbers of units and outcomes. The proposed estimator is doubly robust, combining outcome…
We consider unregularized robust M-estimators for linear models under Gaussian design and heavy-tailed noise, in the proportional asymptotics regime where the sample size n and the number of features p are both increasing such that $p/n \to…
We introduce a methodology for robust Bayesian estimation with robust divergence (e.g., density power divergence or {\gamma}-divergence), indexed by a single tuning parameter. It is well known that the posterior density induced by robust…
We consider the question of Gaussian mean testing, a fundamental task in high-dimensional distribution testing and signal processing, subject to adversarial corruptions of the samples. We focus on the relative power of different…
We study functional regression with random subgaussian design and real-valued response. The focus is on the problems in which the regression function can be well approximated by a functional linear model with the slope function being…
The Lasso has become a benchmark data analysis procedure, and numerous variants have been proposed in the literature. Although the Lasso formulations are stated so that overall prediction error is optimized, no full control over the…
This paper studies robust nonparametric regression, in which an adversarial attacker can modify the values of up to $q$ samples from a training dataset of size $N$. Our initial solution is an M-estimator based on Huber loss minimization.…
Adversarially robust training has been shown to reduce the susceptibility of learned models to targeted input data perturbations. However, it has also been observed that such adversarially robust models suffer a degradation in accuracy when…
Dynamical systems can confront one of two extreme types of disturbances: persistent zero-mean independent noise, and sparse nonzero-mean adversarial attacks, depending on the specific scenario being modeled. While mean-based estimators like…
Adversarial training, which is to enhance robustness against adversarial attacks, has received much attention because it is easy to generate human-imperceptible perturbations of data to deceive a given deep neural network. In this paper, we…
We consider the conditional treatment effect for competing risks data in observational studies. While it is described as a constant difference between the hazard functions given the covariates, we do not assume specific functional forms for…
Despite the significant advances in deep learning over the past decade, a major challenge that limits the wide-spread adoption of deep learning has been their fragility to adversarial attacks. This sensitivity to making erroneous…
Modern machine learning and deep learning models are shown to be vulnerable when testing data are slightly perturbed. Existing theoretical studies of adversarial training algorithms mostly focus on either adversarial training losses or…
This paper proposes an adaptive penalized weighted mean regression for outlier detection of high-dimensional data. In comparison to existing approaches based on the mean shift model, the proposed estimators demonstrate robustness against…