Related papers: Robust Geodesic Regression
We develop a new robust geographically weighted regression method in the presence of outliers. We embed the standard geographically weighted regression in robust objective function based on $\gamma$-divergence. A novel feature of the…
Geodesic regression has been proposed for fitting the geodesic curve. However, it cannot automatically choose the dimensionality of data. In this paper, we develop a Bayesian geodesic regression model on Riemannian manifolds (BGRM) model.…
As observed by Auderset et al. (2005) and Wiesel (2012), viewing covariance matrices as elements of a Riemannian manifold and using the concept of geodesic convexity provide useful tools for studying M-estimators of multivariate scatter. In…
Generalized Linear Models are routinely used in data analysis. The classical procedures for estimation are based on Maximum Likelihood and it is well known that the presence of outliers can have a large impact on this estimator. Robust…
Many modern datasets are collected automatically and are thus easily contaminated by outliers. This led to a regain of interest in robust estimation, including new notions of robustness such as robustness to adversarial contamination of the…
We mainly study the M-estimation method for the high-dimensional linear regression model, and discuss the properties of M-estimator when the penalty term is the local linear approximation. In fact, M-estimation method is a framework, which…
High-dimensional data subject to heavy-tailed phenomena and heterogeneity are commonly encountered in various scientific fields and bring new challenges to the classical statistical methods. In this paper, we combine the asymmetric square…
This paper addresses the robust estimation of linear regression models in the presence of potentially endogenous outliers. Through Monte Carlo simulations, we demonstrate that existing $L_1$-regularized estimation methods, including the…
The panel data regression models have gained increasing attention in different areas of research including but not limited to econometrics, environmental sciences, epidemiology, behavioral and social sciences. However, the presence of…
The theory of geodesic regression aims to find a geodesic curve which is an optimal fit to a given set of data. In this article we restrict ourselves to the Riemannian manifold of positive definite operators (matrices) on a Hilbert space of…
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…
Latent variable models are powerful tools for learning low-dimensional manifolds from high-dimensional data. However, when dealing with constrained data such as unit-norm vectors or symmetric positive-definite matrices, existing approaches…
The paper studies a geometrically robust least-squares problem that extends classical and norm-based robust formulations. Rather than minimizing residual error for fixed or perturbed data, we interpret least-squares as enforcing approximate…
Gaussian process regression in its most simplified form assumes normal homoscedastic noise and utilizes analytically tractable mean and covariance functions of predictive posterior distribution using Gaussian conditioning. Its…
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…
We consider semi-supervised regression when the predictor variables are drawn from an unknown manifold. A simple two step approach to this problem is to: (i) estimate the manifold geodesic distance between any pair of points using both the…
Many phenomena are naturally characterized by measuring continuous transformations such as shape changes in medicine or articulated systems in robotics. Modeling the variability in such datasets requires performing statistics on Lie groups,…
We introduce a robust and fully adaptive method for pointwise estimation in heteroscedastic regression. We allow for noise and design distributions that are unknown and fulfill very weak assumptions only. In particular, we do not impose…
Under a partially linear models we study a family of robust estimates for the regression parameter and the regression function when some of the predictor variables take values on a Riemannian manifold. We obtain the consistency and the…
Manifolds discovered by machine learning models provide a compact representation of the underlying data. Geodesics on these manifolds define locally length-minimising curves and provide a notion of distance, which are key for reduced-order…