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For many inference problems in statistics and econometrics, the unknown parameter is identified by a set of moment conditions. A generic method of solving moment conditions is the Generalized Method of Moments (GMM). However, classical GMM…

Machine Learning · Statistics 2021-10-18 Dhruv Rohatgi , Vasilis Syrgkanis

Linear inverse problems are ubiquitous. Often the measurements do not follow a Gaussian distribution. Additionally, a model matrix with a large condition number can complicate the problem further by making it ill-posed. In this case, the…

We propose the first general and scalable framework to design certifiable algorithms for robust geometric perception in the presence of outliers. Our first contribution is to show that estimation using common robust costs, such as truncated…

Computer Vision and Pattern Recognition · Computer Science 2022-05-31 Heng Yang , Luca Carlone

The accuracy of machine learning interatomic potentials suffers from reference data that contains numerical noise. Often originating from unconverged or inconsistent electronic-structure calculations, this noise is challenging to identify.…

Machine Learning · Statistics 2026-02-10 Terry C. W. Lam , Niamh O'Neill , Christoph Schran , Lars L. Schaaf

We study the problem of outlier robust high-dimensional mean estimation under a finite covariance assumption, and more broadly under finite low-degree moment assumptions. We consider a standard stability condition from the recent robust…

Statistics Theory · Mathematics 2021-03-17 Ilias Diakonikolas , Daniel M. Kane , Ankit Pensia

We explore the connection between outlier-robust high-dimensional statistics and non-convex optimization in the presence of sparsity constraints, with a focus on the fundamental tasks of robust sparse mean estimation and robust sparse PCA.…

Machine Learning · Computer Science 2022-11-15 Yu Cheng , Ilias Diakonikolas , Rong Ge , Shivam Gupta , Daniel M. Kane , Mahdi Soltanolkotabi

Model averaging is an alternative to model selection for dealing with model uncertainty, which is widely used and very valuable. However, most of the existing model averaging methods are proposed based on the least squares loss function,…

Methodology · Statistics 2019-10-29 Miaomiao Wang , Guohua Zou

We study the problem of estimating the means of well-separated mixtures when an adversary may add arbitrary outliers. While strong guarantees are available when the outlier fraction is significantly smaller than the minimum mixing weight,…

Outlier detection algorithms typically assign an outlier score to each observation in a dataset, indicating the degree to which an observation is an outlier. However, these scores are often not comparable across algorithms and can be…

Machine Learning · Computer Science 2024-10-31 Philipp Röchner , Henrique O. Marques , Ricardo J. G. B. Campello , Arthur Zimek , Franz Rothlauf

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…

Econometrics · Economics 2024-08-08 Zhan Gao , Hyungsik Roger Moon

In this study, we tackle the challenge of outlier-robust predictive modeling using highly expressive neural networks. Our approach integrates two key components: (1) a transformed trimmed loss (TTL), a computationally efficient variant of…

Methodology · Statistics 2025-05-14 Akifumi Okuno , Shotaro Yagishita

Large outliers break down linear and nonlinear regression models. Robust regression methods allow one to filter out the outliers when building a model. By replacing the traditional least squares criterion with the least trimmed squares…

Optimization and Control · Mathematics 2012-06-07 Gleb Beliakov , Andrei Kelarev , John Yearwood

The presence of outliers (anomalous values) in synthetic aperture radar (SAR) data and the misspecification in statistical image models may result in inaccurate inferences. To avoid such issues, the Rayleigh regression model based on a…

Applications · Statistics 2022-08-02 B. G. Palm , F. M. Bayer , R. Machado , M. I. Pettersson , V. T. Vu , R. J. Cintra

Robustness in terms of outliers is an important topic and has been formally studied for a variety of problems in machine learning and computer vision. Generalized median computation is a special instance of consensus learning and a common…

Machine Learning · Computer Science 2025-03-10 Andreas Nienkötter , Sandro Vega-Pons , Xiaoyi Jiang

We consider outlier-robust and sparse estimation of linear regression coefficients, when the covariates and the noises are contaminated by adversarial outliers and noises are sampled from a heavy-tailed distribution. Our results present…

Statistics Theory · Mathematics 2024-05-27 Takeyuki Sasai , Hironori Fujisawa

This paper evaluates algorithms for classification and outlier detection accuracies in temporal data. We focus on algorithms that train and classify rapidly and can be used for systems that need to incorporate new data regularly. Hence, we…

Machine Learning · Statistics 2018-05-03 Victoria J. Hodge , Jim Austin

Outlier rejection and equivalently inlier set optimization is a key ingredient in numerous applications in computer vision such as filtering point-matches in camera pose estimation or plane and normal estimation in point clouds. Several…

Computer Vision and Pattern Recognition · Computer Science 2021-07-28 Dror Aiger , Simon Lynen , Jan Hosang , Bernhard Zeisl

This paper describes recursive algorithms for state estimation of linear dynamical systems when measurements are noisy with unknown bias and/or outliers. For situations with noisy and biased measurements, algorithms are proposed that…

Systems and Control · Electrical Eng. & Systems 2025-03-11 Krishan Mohan Nagpal

Optimal transport (OT) measures distances between distributions in a way that depends on the geometry of the sample space. In light of recent advances in computational OT, OT distances are widely used as loss functions in machine learning.…

Methodology · Statistics 2021-06-22 Debarghya Mukherjee , Aritra Guha , Justin Solomon , Yuekai Sun , Mikhail Yurochkin

The task of robust linear estimation in the presence of outliers is of particular importance in signal processing, statistics and machine learning. Although the problem has been stated a few decades ago and solved using classical…

Information Theory · Computer Science 2023-07-19 George Papageorgiou , Pantelis Bouboulis , Sergios Theodoridis , Kostantinos Themelis