Related papers: Robust Geodesic Regression
The space of all non degenerate bilinear structures on a manifold $M$ carries a one parameter family of pseudo Riemannian metrics. We determine the geodesic equation, covariant derivative, curvature, and we solve the geodesic equation…
Classical least squares estimators are well-known to be robust with respect to moment assumptions concerning the error distribution in a wide variety of finite-dimensional statistical problems; generally only a second moment assumption is…
The Gaussian process (GP) regression can be severely biased when the data are contaminated by outliers. This paper presents a new robust GP regression algorithm that iteratively trims the most extreme data points. While the new algorithm…
In this paper we propose a family of robust estimates for isotonic regression: isotonic M-estimators. We show that their asymptotic distribution is, up to an scalar factor, the same as that of Brunk's classical isotonic estimator. We also…
Whole robustness is a nice property to have for statistical models. It implies that the impact of outliers gradually vanishes as they approach plus or minus infinity. So far, the Bayesian literature provides results that ensure whole…
Spike-and-slab and horseshoe regression are arguably the most popular Bayesian variable selection approaches for linear regression models. However, their performance can deteriorate if outliers and heteroskedasticity are present in the…
Outlier-robust estimation is a fundamental problem and has been extensively investigated by statisticians and practitioners. The last few years have seen a convergence across research fields towards "algorithmic robust statistics", which…
The problem of prediction in functional linear regression is conventionally addressed by reducing dimension via the standard principal component basis. In this paper we show that an alternative basis chosen through weighted least-squares,…
This paper introduces an efficient multi-linear nonparametric (kernel-based) approximation framework for data regression and imputation, and its application to dynamic magnetic-resonance imaging (dMRI). Data features are assumed to reside…
Euclidean representations distort data with intrinsic non-Euclidean structure. While Riemannian representation learning offers a solution by embedding data onto matching manifolds, it typically relies on an encoder to estimate densities on…
We propose practical deep Gaussian process models on Riemannian manifolds, similar in spirit to residual neural networks. With manifold-to-manifold hidden layers and an arbitrary last layer, they can model manifold- and scalar-valued…
This paper deals with tactics for fast computation in least squares regression in high dimensions. These tactics include: (a) the majorization-minimization (MM) principle, (b) smoothing by Moreau envelopes, and (c) the proximal distance…
In many applications, geodesic hierarchical models are adequate for the study of temporal observations. We employ such a model derived for manifold-valued data to Kendall's shape space. In particular, instead of the Sasaki metric, we adapt…
The Bayesian lasso is well-known as a Bayesian alternative for Lasso. Although the advantage of the Bayesian lasso is capable of full probabilistic uncertain quantification for parameters, the corresponding posterior distribution can be…
Riemannian optimization is concerned with problems, where the independent variable lies on a smooth manifold. There is a number of problems from numerical linear algebra that fall into this category, where the manifold is usually specified…
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…
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…
This paper presents a methodology for solving a geometrically robust least squares problem, which arises in various applications where the model is subject to geometric constraints. The problem is formulated as a minimax optimization…
Existing dimensionality reduction methods are adept at revealing hidden underlying manifolds arising from high-dimensional data and thereby producing a low-dimensional representation. However, the smoothness of the manifolds produced by…
Heavy-tailed errors impair the accuracy of the least squares estimate, which can be spoiled by a single grossly outlying observation. As argued in the seminal work of Peter Huber in 1973 [{\it Ann. Statist.} {\bf 1} (1973) 799--821], robust…