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Classical semiparametric inference with missing outcome data is not robust to contamination of the observed data and a single observation can have arbitrarily large influence on estimation of a parameter of interest. This sensitivity is…

Methodology · Statistics 2021-03-02 Eva Cantoni , Xavier de Luna

The special relativistic generalization of isotropic regularized kappa distributions is derived and compared to that of the original Olbertian (or standard) kappa distributions. It is demonstrated that for the latter the kappa parameter is…

High Energy Astrophysical Phenomena · Physics 2025-05-19 Linh Han Than , Klaus Scherer , Horst Fichtner

Observations in space plasmas reveal particle velocity distributions out of thermal equilibrium, with anisotropies (e.g., parallel drifts or/and different temperatures, $T_\parallel$ - parallel and $T_\perp$ - perpendicular, with respect to…

Solar and Stellar Astrophysics · Physics 2020-12-02 Klaus Scherer , Edin Husidic , Marian Lazar , Horst Fichtner

We consider the problem of principal component analysis (PCA) in the presence of outliers. Given a matrix $A$ ($d \times n$) and parameters $k, m$, the goal is to remove a set of at most $m$ columns of $A$ (known as outliers), so as to…

Data Structures and Algorithms · Computer Science 2018-05-14 Aditya Bhaskara , Srivatsan Kumar

The challenge of efficiently identifying anomalies in data sequences is an important statistical problem that now arises in many applications. Whilst there has been substantial work aimed at making statistical analyses robust to outliers,…

Machine Learning · Statistics 2019-04-12 Alexander T. M. Fisch , Idris A. Eckley , Paul Fearnhead

State-space models (SSMs) provide a flexible framework for modelling time series data, but their reliance on Gaussian error assumptions makes them highly sensitive to outliers. We propose a robust estimation method, ROAMS, that mitigates…

Methodology · Statistics 2025-11-20 Rajan Shankar , Ines Wilms , Jakob Raymaekers , Garth Tarr

Robust training of machine learning models in the presence of outliers has garnered attention across various domains. The use of robust losses is a popular approach and is known to mitigate the impact of outliers. We bring to light two…

Machine Learning · Computer Science 2025-01-03 Rajat Talak , Charis Georgiou , Jingnan Shi , Luca Carlone

In this article, we propose a novel method for sampling potential functions based on noisy observation data of a finite number of observables in quantum canonical ensembles, which leads to the accurate sampling of a wide class of test…

Numerical Analysis · Mathematics 2020-04-08 Ziheng Chen , Zhennan Zhou

We revisit the problem of estimating the mean of a high-dimensional distribution in the presence of an $\varepsilon$-fraction of adversarial outliers. When $\varepsilon$ is at most some sufficiently small constant, previous works can…

Data Structures and Algorithms · Computer Science 2024-11-22 Hongjie Chen , Deepak Narayanan Sridharan , David Steurer

Principal component analysis (PCA) is a widely used method for data processing, such as for dimension reduction and visualization. Standard PCA is known to be sensitive to outliers, and thus, various robust PCA methods have been proposed.…

Machine Learning · Statistics 2020-08-11 Keishi Sando , Hideitsu Hino

The true- and eccentric-anomaly parametrizations of the Kepler motion are generalized to quasiperiodic orbits by considering perturbations of the radial part of kinetic energy as a series in the negative powers of the orbital radius. A…

General Relativity and Quantum Cosmology · Physics 2007-05-23 László Á. Gergely , Zoltán I. Perjés , Mátyás Vasúth

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

Generalized Linear Models are routinely used in data analysis. The classical procedures for estimation are based on Maximum Likelihood and it is well known that the presence of outliers can have a large impact on this estimator. Robust…

Computation · Statistics 2017-10-02 Marina Valdora , Claudio Agostinelli , Victor J. Yohai

The development of new phased array systems in radio astronomy, as the low frequency array (LOFAR) and the square kilometre array (SKA), formed of a large number of small and flexible elementary antennas, has led to significant challenges.…

Principal component analysis (PCA) is a classical and widely used method for dimensionality reduction, with applications in data compression, computer vision, pattern recognition, and signal processing. However, PCA is designed for…

Methodology · Statistics 2025-10-01 Wenhui Wu , Changchun Shang , Jianhua Zhao , Xuan Ma , Yue Wang

In epidemic modeling, outliers can distort parameter estimation and ultimately lead to misguided public health decisions. Although there are existing robust methods that can mitigate this distortion, the ability to simultaneously detect…

Methodology · Statistics 2025-07-15 Haoming Shi , Shan Yu , Eric C. Chi

In this work, we developed a nonlinear System Identification (SID) method that we called Entropic Regression. Our method adopts an information-theoretic measure for the data-driven discovery of the underlying dynamics. Our method shows…

Signal Processing · Electrical Eng. & Systems 2020-01-29 Abd AlRahman R. AlMomani , Jie Sun , Erik Bollt

E.T. Jaynes, originator of the maximum entropy interpretation of statistical mechanics, emphasized that there is an inevitable trade-off between the conflicting requirements of robustness and accuracy for any inferencing algorithm. This is…

Information Theory · Computer Science 2014-04-24 Kenric P. Nelson , Brian J. Scannell , Herbert Landau

We study the out-of-sample properties of robust empirical optimization problems with smooth $\phi$-divergence penalties and smooth concave objective functions, and develop a theory for data-driven calibration of the non-negative "robustness…

Machine Learning · Statistics 2020-05-20 Jun-Ya Gotoh , Michael Jong Kim , Andrew E. B. Lim

We introduce a methodology for robust Bayesian estimation with robust divergence (e.g., density power divergence or {\gamma}-divergence), indexed by a single tuning parameter. It is well known that the posterior density induced by robust…

Methodology · Statistics 2022-07-04 Shouto Yonekura , Shonosuke Sugasawa