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Machine learning algorithms in high-dimensional settings are highly susceptible to the influence of even a small fraction of structured outliers, making robust optimization techniques essential. In particular, within the…

Machine Learning · Computer Science 2025-04-25 Changyu Gao , Andrew Lowy , Xingyu Zhou , Stephen J. Wright

A common assumption in machine learning is that samples are independently and identically distributed (i.i.d). However, the contributions of different samples are not identical in training. Some samples are difficult to learn and some…

Machine Learning · Computer Science 2021-11-23 Ou Wu , Weiyao Zhu , Yingjun Deng , Haixiang Zhang , Qinghu Hou

In real-world recommender systems and search engines, optimizing ranking decisions to present a ranked list of relevant items is critical. Off-policy evaluation (OPE) for ranking policies is thus gaining a growing interest because it…

Machine Learning · Statistics 2022-02-04 Haruka Kiyohara , Yuta Saito , Tatsuya Matsuhiro , Yusuke Narita , Nobuyuki Shimizu , Yasuo Yamamoto

As the issue of robustness in AI systems becomes vital, statistical learning techniques that are reliable even in presence of partly contaminated data have to be developed. Preference data, in the form of (complete) rankings in the simplest…

Machine Learning · Computer Science 2023-03-24 Morgane Goibert , Clément Calauzènes , Ekhine Irurozki , Stéphan Clémençon

Pairwise ranking systems based on Maximum Likelihood Estimation (MLE), such as the Bradley-Terry model, are widely used to aggregate preferences from pairwise comparisons. However, their robustness under strategic data manipulation remains…

Machine Learning · Computer Science 2026-04-21 Junyi Yao , Zihao Zheng , Jiayu Long

The problem of identifying the most discriminating features when performing supervised learning has been extensively investigated. In particular, several methods for variable selection in model-based classification have been proposed.…

Applications · Statistics 2020-12-16 Andrea Cappozzo , Francesca Greselin , Thomas Brendan Murphy

The robust estimator presented in this paper processes each structure independently. The scales of the structures are estimated adaptively and no threshold is involved in spite of different objective functions. The user has to specify only…

Computer Vision and Pattern Recognition · Computer Science 2017-04-21 Xiang Yang , Peter Meer

We propose and investigate probabilistic guarantees for the adversarial robustness of classification algorithms. While traditional formal verification approaches for robustness are intractable and sampling-based approaches do not provide…

Machine Learning · Computer Science 2025-11-11 Peter Blohm , Patrick Indri , Thomas Gärtner , Sagar Malhotra

Stochastic dominance is an important concept in probability theory, econometrics and social choice theory for robustly modeling agents' preferences between random outcomes. While many works have been dedicated to the univariate case, little…

Machine Learning · Statistics 2024-06-11 Gabriel Rioux , Apoorva Nitsure , Mattia Rigotti , Kristjan Greenewald , Youssef Mroueh

In data analysis, contamination caused by outliers is inevitable, and robust statistical methods are strongly demanded. In this paper, our concern is to develop a new approach for robust data analysis based on scoring rules. The scoring…

Statistics Theory · Mathematics 2013-11-22 Takafumi Kanamori , Hironori Fujisawa

An important -- but very demanding -- property in collective decision-making is strategyproofness, which requires that voters cannot benefit from submitting insincere preferences. Gibbard (1977) has shown that only rather unattractive rules…

Computer Science and Game Theory · Computer Science 2024-12-17 Felix Brandt , Patrick Lederer

In this paper, we study voting rules on the interval domain, where the alternatives are arranged according to an externally given strict total order and voters report intervals of this order to indicate the alternatives they support. For…

Theoretical Economics · Economics 2025-09-08 Patrick Lederer

It remains an open question how to determine the winner of an election when voter preferences are incomplete or uncertain. One option is to assume some probability space over the voting profile and select the Most Probable Winner (MPW) --…

Computer Science and Game Theory · Computer Science 2023-04-27 Haoyue Ping , Julia Stoyanovich

We consider the parameter estimation problem of a probabilistic generative model prescribed using a natural exponential family of distributions. For this problem, the typical maximum likelihood estimator usually overfits under limited…

Machine Learning · Statistics 2020-10-13 Viet Anh Nguyen , Xuhui Zhang , Jose Blanchet , Angelos Georghiou

Polychoric correlation is often an important building block in the analysis of rating data, particularly for structural equation models. However, the commonly employed maximum likelihood (ML) estimator is highly susceptible to…

Methodology · Statistics 2026-03-11 Max Welz , Patrick Mair , Andreas Alfons

Contamination can severely distort an estimator unless the estimation procedure is suitably robust. This is a well-known issue and has been addressed in Robust Statistics, however, the relation of contamination and distorted variable…

Statistics Theory · Mathematics 2022-07-15 Tino Werner

When applying a statistical method in practice it often occurs that some observations deviate from the usual assumptions. However, many classical methods are sensitive to outliers. The goal of robust statistics is to develop methods that…

Methodology · Statistics 2008-08-06 Mia Hubert , Peter J. Rousseeuw , Stefan Van Aelst

The exact maximum likelihood estimate (MLE) provides a test statistic for the unit root test that is more powerful \citep[p. 577]{Fuller96} than the usual least squares approach. In this paper a new derivation is given for the asymptotic…

Statistics Theory · Mathematics 2016-11-04 Ying Zhang , H. Yu , A. I. McLeod

We consider optimal decision-making problems in an uncertain environment. In particular, we consider the case in which the distribution of the input is unknown, yet there is abundant historical data drawn from the distribution. In this…

Optimization and Control · Mathematics 2014-10-03 Zizhuo Wang , Peter Glynn , Yinyu Ye

Probabilistic modelling of power systems operation and planning processes depends on data-driven methods, which require sufficiently large datasets. When historical data lacks this, it is desired to model the underlying data generation…

Machine Learning · Statistics 2024-09-26 Kutay Bölat , Simon H. Tindemans , Peter Palensky
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