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The conventional approach to data-driven inversion framework is based on Gaussian statistics that presents serious difficulties, especially in the presence of outliers in the measurements. In this work, we present maximum likelihood…

We present a possible extension of the random-matrix theory, which is widely used to describe spectral fluctuations of chaotic systems. By considering the Kaniadakis non-Gaussian statistics, characterized by the index {\kappa}…

Chaotic Dynamics · Physics 2012-04-24 A. Y. Abul-Magd , M. Abdel-Mageed

Based on the $\kappa$-deformed functions ($\kappa$-exponential and $\kappa$-logarithm) and associated multiplication operation ($\kappa$-product) introduced by Kaniadakis (Phys. Rev. E \textbf{66} (2002) 056125), we present another…

Statistical Mechanics · Physics 2015-06-25 T. Wada , H. Suyari

Outliers widely occur in big-data applications and may severely affect statistical estimation and inference. In this paper, a framework of outlier-resistant estimation is introduced to robustify an arbitrarily given loss function. It has a…

Methodology · Statistics 2023-04-20 Yiyuan She , Zhifeng Wang , Jiahui Shen

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

The Heisenberg position-momentum uncertainty relation is a cornerstone of quantum mechanics. However, its standard formulation is not fully consistent with special relativity. While partial understanding has been achieved in the…

Quantum Physics · Physics 2026-04-16 Giuseppe Gaetano Luciano , Jaume Gin\' e , Daniel Chemisana

Principal component analysis (PCA) is a fundamental tool for analyzing multivariate data. Here the focus is on dimension reduction to the principal subspace, characterized by its projection matrix. The classical principal subspace can be…

Methodology · Statistics 2026-05-29 Fabio Centofanti , Mia Hubert , Peter J. Rousseeuw

Empirical evidence shows stock returns are often heavy-tailed rather than normally distributed. The $\kappa$-generalised distribution, originated in the context of statistical physics by Kaniadakis, is characterised by the…

Statistical Finance · Quantitative Finance 2024-05-17 Samuel Forbes

Many estimation problems in robotics, computer vision, and learning require estimating unknown quantities in the face of outliers. Outliers are typically the result of incorrect data association or feature matching, and it is common to have…

Computer Vision and Pattern Recognition · Computer Science 2021-03-25 Jingnan Shi , Heng Yang , Luca Carlone

Ordinal response model is a popular and commonly used regression for ordered categorical data in a wide range of fields such as medicine and social sciences. However, it is empirically known that the existence of ``outliers'', combinations…

Methodology · Statistics 2023-05-15 Tomotaka Momozaki , Tomoyuki Nakagawa

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 robustly fitting a model to data that includes outliers by formulating a percentile optimization problem. This problem is non-smooth and non-convex, hence hard to solve. We derive properties that the minimizers of…

Signal Processing · Electrical Eng. & Systems 2024-05-16 João Domingos , João Xavier

We develop a new robust geographically weighted regression method in the presence of outliers. We embed the standard geographically weighted regression in robust objective function based on $\gamma$-divergence. A novel feature of the…

Methodology · Statistics 2021-10-15 Shonosuke Sugasawa , Daisuke Murakami

We propose a novel numerical method for solving inverse problems subject to impulsive noises which possibly contain a large number of outliers. The approach is of Bayesian type, and it exploits a heavy-tailed t distribution for data noise…

Numerical Analysis · Mathematics 2015-05-30 Bangti Jin

Principal component analysis (PCA) is widely used for dimensionality reduction, with well-documented merits in various applications involving high-dimensional data, including computer vision, preference measurement, and bioinformatics. In…

Machine Learning · Statistics 2013-10-01 Gonzalo Mateos , Georgios B. Giannakis

State estimation of dynamical systems from noisy observations is a fundamental task in many applications. It is commonly addressed using the linear Kalman filter (KF), whose performance can significantly degrade in the presence of outliers…

Signal Processing · Electrical Eng. & Systems 2024-08-27 Shunit Truzman , Guy Revach , Nir Shlezinger , Itzik Klein

In many real-world applications, data come with corruptions, large errors or outliers. One popular approach is to use L1-norm function. However, the robustness of L1-norm function is not well understood so far. In this paper, we present a…

Computer Vision and Pattern Recognition · Computer Science 2017-05-30 Chris Ding , Bo Jiang

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

The kappa-deformed statistics has been studied in many papers. It is naturally important question for us to ask what should the kappa parameter stand for and under what physical situation should the kappa-deformed statistics be suitable for…

Statistical Mechanics · Physics 2015-08-10 Lina Guo , Jiulin Du

Spatial perception is the backbone of many robotics applications, and spans a broad range of research problems, including localization and mapping, point cloud alignment, and relative pose estimation from camera images. Robust spatial…

Machine Learning · Statistics 2019-07-31 Vasileios Tzoumas , Pasquale Antonante , Luca Carlone
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