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Parameter estimation of mixture regression model using the expectation maximization (EM) algorithm is highly sensitive to outliers. Here we propose a fast and efficient robust mixture regression algorithm, called Component-wise Adaptive…

Methodology · Statistics 2021-04-20 Wennan Chang , Xinyu Zhou , Yong Zang , Chi Zhang , Sha Cao

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

This study deals with the problem of outliers in ordinal response model, which is a regression on ordered categorical data as the response variable. ``Outlier" means that the combination of ordered categorical data and its covariates is…

Methodology · Statistics 2022-12-29 Tomotaka Momozaki , Tomoyuki Nakagawa

Outlier detection aims to identify unusual data instances that deviate from expected patterns. The outlier detection is particularly challenging when outliers are context dependent and when they are defined by unusual combinations of…

Artificial Intelligence · Computer Science 2015-05-18 Charmgil Hong , Milos Hauskrecht

The best subset selection (or "best subsets") estimator is a classic tool for sparse regression, and developments in mathematical optimization over the past decade have made it more computationally tractable than ever. Notwithstanding its…

Methodology · Statistics 2022-01-11 Ryan Thompson

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…

Machine Learning · Statistics 2022-12-19 Luca Carlone

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

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 propose an inlier-based outlier detection method capable of both identifying the outliers and explaining why they are outliers, by identifying the outlier-specific features. Specifically, we employ an inlier-based outlier detection…

Machine Learning · Statistics 2017-02-22 Makoto Yamada , Song Liu , Samuel Kaski

We propose a general approach to handle data contaminations that might disrupt the performance of feature selection and estimation procedures for high-dimensional linear models. Specifically, we consider the co-occurrence of mean-shift and…

Methodology · Statistics 2021-06-23 Luca Insolia , Francesca Chiaromonte , Runze Li , Marco Riani

An outlier is an observation or a data point that is far from rest of the data points in a given dataset or we can be said that an outlier is away from the center of mass of observations. Presence of outliers can skew statistical measures…

Machine Learning · Computer Science 2021-06-17 Amulya Agarwal , Nitin Gupta

The Residual Congruent Subset (RCS) is a new method for finding outliers in the linear regression setting. Like many other outlier detection procedures, RCS searches for a subset which minimizes a criterion. The difference is that the new…

Methodology · Statistics 2014-02-18 Kaveh Vakili , Eric Schmitt

A popular approach for comparing gene expression levels between (replicated) conditions of RNA sequencing data relies on counting reads that map to features of interest. Within such count-based methods, many flexible and advanced…

Quantitative Methods · Quantitative Biology 2014-03-17 Xiaobei Zhou , Helen Lindsay , Mark D. Robinson

There are several methods for obtaining very robust estimates of regression parameters that asymptotically resist 50% of outliers in the data. Differences in the behaviour of these algorithms depend on the distance between the regression…

Methodology · Statistics 2014-05-21 Marco Riani , Anthony C. Atkinson , Domenico Perrotta

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

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 work describes an outlier detection procedure (named "OutlierTree") loosely based on the GritBot software developed by RuleQuest research, which works by evaluating and following supervised decision tree splits on variables, in whose…

Machine Learning · Statistics 2020-01-06 David Cortes

We investigate a robust penalized logistic regression algorithm based on a minimum distance criterion. Influential outliers are often associated with the explosion of parameter vector estimates, but in the context of standard logistic…

Methodology · Statistics 2014-02-21 Eric C. Chi , David W. Scott

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

Most of the regularization methods such as the LASSO have one (or more) regularization parameter(s), and to select the value of the regularization parameter is essentially equal to select a model. Thus, to obtain a model suitable for the…

Methodology · Statistics 2025-11-07 Sumito Kurata , Kei Hirose