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Complex simulator-based models are now routinely used to perform inference across the sciences and engineering, but existing inference methods are often unable to account for outliers and other extreme values in data which occur due to…

Machine Learning · Statistics 2026-02-18 Ayush Bharti , Charita Dellaporta , Yuga Hikida , François-Xavier Briol

We propose a general solution to the problem of robust Bayesian inference in complex settings where outliers may be present. In practice, the automation of robust Bayesian analyses is important in the many applications involving large and…

Methodology · Statistics 2022-04-15 Jeremie Houssineau , David J. Nott

We consider the problem of finding the matching map between two sets of $d$ dimensional vectors from noisy observations, where the second set contains outliers. The matching map is then an injection, which can be consistently estimated only…

Statistics Theory · Mathematics 2022-10-28 Tigran Galstyan , Arshak Minasyan , Arnak Dalalyan

This paper is concerned with the online estimation of a nonlinear dynamic system from a series of noisy measurements. The focus is on cases wherein outliers are present in-between normal noises. We assume that the outliers follow an unknown…

Computation · Statistics 2019-05-14 Bin Liu

Out-of-distribution (OOD) detection is an important task in machine learning systems for ensuring their reliability and safety. Deep probabilistic generative models facilitate OOD detection by estimating the likelihood of a data sample.…

Machine Learning · Computer Science 2021-06-16 Jaemoo Choi , Changyeon Yoon , Jeongwoo Bae , Myungjoo Kang

We develop efficient algorithms for estimating low-degree moments of unknown distributions in the presence of adversarial outliers. The guarantees of our algorithms improve in many cases significantly over the best previous ones, obtained…

Data Structures and Algorithms · Computer Science 2017-12-27 Pravesh K. Kothari , David Steurer

Impulsed noise outliers are data points that differs significantly from other observations.They are generally removed from the data set through local regression or Kalman filter algorithm.However, these methods, or their generalizations,…

Methodology · Statistics 2022-08-02 Bertrand Cloez , Bénédicte Fontez , Eliel González García , Isabelle Sanchez

Mean embeddings provide an extremely flexible and powerful tool in machine learning and statistics to represent probability distributions and define a semi-metric (MMD, maximum mean discrepancy; also called N-distance or energy distance),…

Machine Learning · Statistics 2019-05-17 Matthieu Lerasle , Zoltan Szabo , Timothee Mathieu , Guillaume Lecue

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

Outlier detection is an important problem occurring in a wide range of areas. Outliers are the outcome of fraudulent behaviour, mechanical faults, human error, or simply natural deviations. Many data mining applications perform outlier…

Machine Learning · Computer Science 2025-10-28 Juan A. Lara , David Lizcano , Víctor Rampérez , Javier Soriano

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

The combination of the Internet of Things and the Edge Computing gives many opportunities to support innovative applications close to end users. Numerous devices present in both infrastructures can collect data upon which various processing…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-03-02 Kostas Kolomvatsos , Christos Anagnostopoulos

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

We study the design of embeddings into Euclidean space with outliers. Given a metric space $(X,d)$ and an integer $k$, the goal is to embed all but $k$ points in $X$ (called the ``outliers") into $\ell_2$ with the smallest possible…

Data Structures and Algorithms · Computer Science 2023-11-08 Shuchi Chawla , Kristin Sheridan

Many computer vision tasks involve processing large amounts of data contaminated by outliers, which need to be detected and rejected. While outlier detection methods based on robust statistics have existed for decades, only recently have…

Computer Vision and Pattern Recognition · Computer Science 2017-04-14 Chong You , Daniel P. Robinson , René Vidal

In this paper, we consider robust system identification under sparse outliers and random noises. In this problem, system parameters are observed through a Toeplitz matrix. All observations are subject to random noises and a few are…

Information Theory · Computer Science 2013-05-28 Weiyu Xu , Erwei Bai , Myung Cho

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

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

Network (or graph) embedding is the task to map the nodes of a graph to a lower dimensional vector space, such that it preserves the graph properties and facilitates the downstream network mining tasks. Real world networks often come with…

Social and Information Networks · Computer Science 2020-07-21 Sambaran Bandyopadhyay , Saley Vishal Vivek , M. N. Murty

The unsupervised outlier detection (UOD) problem refers to a task to identify inliers given training data which contain outliers as well as inliers, without any labeled information about inliers and outliers. It has been widely recognized…

Machine Learning · Statistics 2024-07-17 Dongha Kim , Jaesung Hwang , Jongjin Lee , Kunwoong Kim , Yongdai Kim