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Regression neural networks (NNs) are most commonly trained by minimizing the mean squared prediction error, which is highly sensitive to outliers and data contamination. Existing robust training methods for regression NNs are often limited…
Species distribution modeling (SDM) plays a crucial role in investigating habitat suitability and addressing various ecological issues. While likelihood analysis is commonly used to draw ecological conclusions, it has been observed that its…
This paper considers the problem of robust hypothesis testing under non-identically distributed data. We propose Wald-type tests for both simple and composite hypothesis for independent but non-homogeneous observations based on the robust…
This study considers the problem of testing for a parameter change in the presence of outliers. For this, we propose a robust test using the objective function of minimum density power divergence estimator (MDPDE) by Basu et al.…
Challenges with data in the big-data era include (i) the dimension $p$ is often larger than the sample size $n$ (ii) outliers or contaminated points are frequently hidden and more difficult to detect. Challenge (i) renders most conventional…
The generalised linear model (GLM) is a very important tool for analysing real data in biology, sociology, agriculture, engineering and many other application domain where the relationship between the response and explanatory variables may…
In testing of hypothesis the robustness of the tests is an important concern. Generally, the maximum likelihood based tests are most efficient under standard regularity conditions, but they are highly non-robust even under small deviations…
We propose a minimum distance estimation approach for quantile panel data models where unit effects may be correlated with covariates. This computationally efficient method involves two stages: first, computing quantile regression within…
This work develops robust diffusion recursive least squares algorithms to mitigate the performance degradation often experienced in networks of agents in the presence of impulsive noise. The first algorithm minimizes an exponentially…
We consider the problem of learning the interaction strength between the nodes of a network based on dependent binary observations residing on these nodes, generated from a Markov Random Field (MRF). Since these observations can possibly be…
Estimation of sensitivity matrices in electrical transmission systems allows grid operators to evaluate in real-time how changes in power injections reflect into changes in power flows. In this paper, we propose a robust low-rank…
Assuming an exponential power distribution is one way to deal with outliers in regression and clustering, which can increase the robustness of the analysis. Gaussian distribution is a special case of an exponential distribution. And an…
Machine learning and data analysis have been used in many robotics fields, especially for modelling. Data are usually the result of sensor measurements and, as such, they might be subjected to noise and outliers. The presence of outliers…
Renewable energy is essential for energy security and global warming mitigation. However, power generation from renewable energy sources is uncertain due to volatile weather conditions and complex equipment operations. To improve…
This paper proposes an adaptive penalized weighted mean regression for outlier detection of high-dimensional data. In comparison to existing approaches based on the mean shift model, the proposed estimators demonstrate robustness against…
This paper presents robust inference methods for general linear hypotheses in linear panel data models with latent group structure in the coefficients. We employ a selective conditional inference approach, deriving the conditional…
In high-dimensional multivariate regression problems, enforcing low rank in the coefficient matrix offers effective dimension reduction, which greatly facilitates parameter estimation and model interpretation. However, commonly-used…
We provide a comprehensive examination of the predictive performance of panel forecasting methods based on individual, pooling, fixed effects, and empirical Bayes estimation, and propose optimal weights for forecast combination schemes. We…
Robust density estimation refers to the consistent estimation of the density function even when the data is contaminated by outliers. We find that existing forest density estimation at a certain point is inherently resistant to the outliers…
Missing data is pervasive in econometric applications, and rarely is it plausible that the data are missing (completely) at random. This paper proposes a methodology for studying the robustness of results drawn from incomplete datasets.…