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A robust estimator is proposed for the parameters that characterize the linear regression problem. It is based on the notion of shrinkages, often used in Finance and previously studied for outlier detection in multivariate data. A thorough…

Methodology · Statistics 2020-02-07 Elisa Cabana , Rosa E. Lillo , Henry Laniado

This paper applies the minimum message length principle to inference of linear regression models with Student-t errors. A new criterion for variable selection and parameter estimation in Student-t regression is proposed. By exploiting…

Methodology · Statistics 2018-02-21 Chi Kuen Wong , Enes Makalic , Daniel F. Schmidt

Polynomial regression is a recurrent problem with a large number of applications. In computer vision it often appears in motion analysis. Whatever the application, standard methods for regression of polynomial models tend to deliver biased…

Computer Vision and Pattern Recognition · Computer Science 2018-05-24 Juan-Manuel Perez-Rua , Tomas Crivelli , Patrick Bouthemy , Patrick Perez

Outlier detection is an inevitable step to most statistical data analyses. However, the mere detection of an outlying case does not always answer all scientific questions associated with that data point. Outlier detection techniques,…

Methodology · Statistics 2019-12-12 Michiel Debruyne , Sebastiaan Höppner , Sven Serneels , Tim Verdonck

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

Student's $t$ statistic is finding applications today that were never envisaged when it was introduced more than a century ago. Many of these applications rely on properties, for example robustness against heavy tailed sampling…

Methodology · Statistics 2010-01-25 Aurore Delaigle , Peter Hall , Jiashun Jin

This paper considers the robust and efficient implementation of Gaussian process regression with a Student-t observation model. The challenge with the Student-t model is the analytically intractable inference which is why several…

Machine Learning · Statistics 2012-06-28 Pasi Jylänki , Jarno Vanhatalo , Aki Vehtari

We consider the problem of learning from noisy data in practical settings where the size of data is too large to store on a single machine. More challenging, the data coming from the wild may contain malicious outliers. To address the…

Machine Learning · Computer Science 2017-01-03 Jiashi Feng , Huan Xu , Shie Mannor

In this paper, we investigate the impact of outliers on the statistical significance of coefficients in linear regression. We demonstrate, through numerical simulation using R, that a single outlier can cause an otherwise insignificant…

Methodology · Statistics 2025-05-21 Felix Reichel

Tensor-on-tensor (TOT) regression is an important tool for the analysis of tensor data, aiming to predict a set of response tensors from a corresponding set of predictor tensors. However, standard TOT regression is sensitive to outliers,…

Methodology · Statistics 2026-03-30 Mehdi Hirari , Fabio Centofanti , Mia Hubert , Stefan Van Aelst

Estimating the location and scale parameters is common in statistics, using, for instance, the well-known sample mean and standard deviation. However, inference can be contaminated by the presence of outliers if modeling is done with…

Statistics Theory · Mathematics 2015-07-31 Alain Desgagné

Real data often contain anomalous cases, also known as outliers. These may spoil the resulting analysis but they may also contain valuable information. In either case, the ability to detect such anomalies is essential. A useful tool for…

Machine Learning · Statistics 2021-01-13 Peter J. Rousseeuw , Mia Hubert

Regression models with fat-tailed error terms are an increasingly popular choice to obtain more robust inference to the presence of outlying observations. This article focuses on Bayesian inference for the Student-$t$ linear regression…

Methodology · Statistics 2013-11-11 Catalina A. Vallejos , Mark F. J. Steel

When neural networks are employed for high-stakes decision-making, it is desirable that they provide explanations for their prediction in order for us to understand the features that have contributed to the decision. At the same time, it is…

Machine Learning · Computer Science 2022-05-10 Penny Chong , Ngai-Man Cheung , Yuval Elovici , Alexander Binder

This work introduces a novel methodology based on finite mixtures of Student-t distributions to model the errors' distribution in linear regression models. The novelty lies on a particular hierarchical structure for the mixture distribution…

Methodology · Statistics 2017-11-15 Nívea B. da Silva , Marcos O. Prates , Flávio B. Gonçalves

Adversarial examples have appeared as a ubiquitous property of machine learning models where bounded adversarial perturbation could mislead the models to make arbitrarily incorrect predictions. Such examples provide a way to assess the…

Machine Learning · Computer Science 2021-03-02 Zhuolin Yang , Zhaoxi Chen , Tiffany Cai , Xinyun Chen , Bo Li , Yuandong Tian

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…

Methodology · Statistics 2017-07-10 Wang Zhanfeng , Noh Maengseok , Lee Youngjo , Shi Jianqing

This paper presents a fast methodology, called ROBOUT, to identify outliers in a response variable conditional on a set of linearly related predictors, retrieved from a large granular dataset. ROBOUT is shown to be effective and…

Methodology · Statistics 2021-04-27 Matteo Farnè , Angelos Vouldis

Beta regression models are employed to model continuous response variables in the unit interval, like rates, percentages, or proportions. Their applications rise in several areas, such as medicine, environment research, finance, and natural…

Methodology · Statistics 2026-05-15 Yuri S. Maluf , Silvia L. P. Ferrari , Francisco F. Queiroz

In many machine learning tasks, a common approach for dealing with large-scale data is to build a small summary, {\em e.g.,} coreset, that can efficiently represent the original input. However, real-world datasets usually contain outliers…

Machine Learning · Computer Science 2022-01-24 Zixiu Wang , Yiwen Guo , Hu Ding