English
Related papers

Related papers: An outlier-resistant $\kappa$-generalized approach…

200 papers

In this paper, we investigate the robust models for $\Lambda$-quantiles with partial information regarding the loss distribution, where $\Lambda$-quantiles extend the classical quantiles by replacing the fixed probability level with a…

Mathematical Finance · Quantitative Finance 2025-05-28 Xia Han , Peng Liu

Geometric perception problems are fundamental tasks in robotics and computer vision. In real-world applications, they often encounter the inevitable issue of outliers, preventing traditional algorithms from making correct estimates. In this…

Computer Vision and Pattern Recognition · Computer Science 2024-07-02 Lei Sun

This paper focusses on robust estimation of location and concentration parameters of the von Mises-Fisher distribution in the Bayesian framework. The von Mises-Fisher (or Langevin) distribution has played a central role in directional…

Methodology · Statistics 2025-12-25 Tomoyuki Nakagawa , Yasuhito Tsuruta , Sho Kazari , Kouji Tahata

We define outliers as a set of observations which contradicts the proposed mathematical (statistical) model and we discuss the frequently observed types of the outliers. Further we explore what changes in the model have to be made in order…

Probability · Mathematics 2017-01-25 Lev B. Klebanov , Jaromir Antoch , Andrea Karlova , Ashot V. Kakosyan

Kaniadakis deformed \kappa-mathematics is an area of mathematics that has found relevance in the analysis of complex systems. Specifically, the mathematical framework in the context of a first-order decay \kappa-differential equation is…

Mathematical Physics · Physics 2024-09-27 Rohan Bolle , Ibrahim Jarra , Jeffery A. Secrest

A framework for robust optimization under uncertainty based on the use of the generalized inverse distribution function (GIDF), also called quantile function, is here proposed. Compared to more classical approaches that rely on the usage of…

Optimization and Control · Mathematics 2014-07-18 Domenico Quagliarella , Giovanni Petrone , Gianluca Iaccarino

Causal inference requires evaluating models on balanced distributions between treatment and control groups, while training data often exhibits imbalance due to historical decision-making policies. Most conventional statistical methods…

Machine Learning · Statistics 2025-11-21 Akira Tanimoto

We propose a semiparametric test to evaluate (i) whether different instruments induce subpopulations of compliers with the same observable characteristics on average, and (ii) whether compliers have observable characteristics that are the…

Machine Learning · Statistics 2022-12-13 Rahul Singh , Liyang Sun

A Gaussian measurement error assumption, i.e., an assumption that the data are observed up to Gaussian noise, can bias any parameter estimation in the presence of outliers. A heavy tailed error assumption based on Student's t distribution…

Methodology · Statistics 2018-11-30 Hyungsuk Tak , Justin A. Ellis , Sujit K. Ghosh

In inverse problems, the parameters of a model are estimated based on observations of the model response. The Bayesian approach is powerful for solving such problems; one formulates a prior distribution for the parameter state that is…

Computation · Statistics 2022-06-08 Max Ehre , Rafael Flock , Martin Fußeder , Iason Papaioannou , Daniel Straub

Given a real-valued function $f$ defined over a manifold $M$ embedded in $\mathbb{R}^d$, we are interested in recovering structural information about $f$ from the sole information of its values on a finite sample $P$. Existing methods…

Computational Geometry · Computer Science 2015-04-08 Mickaël Buchet , Frédéric Chazal , Tamal K. Dey , Fengtao Fan , Steve Y. Oudot , Yusu Wang

Learning in the presence of outliers is a fundamental problem in statistics. Until recently, all known efficient unsupervised learning algorithms were very sensitive to outliers in high dimensions. In particular, even for the task of robust…

Data Structures and Algorithms · Computer Science 2019-11-15 Ilias Diakonikolas , Daniel M. Kane

We rediscuss recent derivations of kinetic equations based on the Kaniadakis' entropy concept. Our primary objective here is to derive a kinetical version of the second law of thermodynamycs in such a $\kappa$-framework. To this end, we…

Statistical Mechanics · Physics 2009-11-11 R. Silva

Anomalies and outliers are common in real-world data, and they can arise from many sources, such as sensor faults. Accordingly, anomaly detection is important both for analyzing the anomalies themselves and for cleaning the data for further…

Machine Learning · Statistics 2018-11-13 Haitao Liu , Randy C. Paffenroth , Jian Zou , Chong Zhou

A way to pose the entropic uncertainty principle for trace-preserving super-operators is presented. It is based on the notion of extremal unraveling of a super-operator. For given input state, different effects of each unraveling result in…

Quantum Physics · Physics 2015-05-19 Alexey E. Rastegin

In this paper, we propose a novel approach for outlier detection, called local projections, which is based on concepts of Local Outlier Factor (LOF) (Breunig et al., 2000) and RobPCA (Hubert et al., 2005). By using aspects of both methods,…

We study the problem of robustly estimating the posterior distribution for the setting where observed data can be contaminated with potentially adversarial outliers. We propose Rob-ULA, a robust variant of the Unadjusted Langevin Algorithm…

Machine Learning · Statistics 2019-07-30 Kush Bhatia , Yi-An Ma , Anca D. Dragan , Peter L. Bartlett , Michael I. Jordan

Robustness to outliers is often a desirable property of statistical estimators. Indeed many well known estimators offer very good optimal performance in theory but are unusable in applied contexts because of their sensitivity to outliers.…

Statistics Theory · Mathematics 2016-12-01 Christophe Culan , Claude Adnet

Many inverse problems include nuisance parameters which, while not of direct interest, are required to recover primary parameters. Structure present in these problems allows efficient optimization strategies - a well known example is…

Numerical Analysis · Mathematics 2015-06-05 Aleksandr Y. Aravkin , Tristan van Leeuwen

We consider the robust filtering problem for a state-space model with outliers in correlated measurements. We propose a new robust filtering framework to further improve the robustness of conventional robust filters. Specifically, the…

Applications · Statistics 2020-11-30 Hongwei Wang , Yuanyuan Liu , Wei Zhang , Junyi Zuo