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Principal component regression uses principal components as regressors. It is particularly useful in prediction settings with high-dimensional covariates. The existing literature treating of Bayesian approaches is relatively sparse. We…

We consider the problem of learning support vector machines robust to uncertainty. It has been established in the literature that typical loss functions, including the hinge loss, are sensible to data perturbations and outliers, thus…

Time series data occurs widely, and outlier detection is a fundamental problem in data mining, which has numerous applications. Existing autoencoder-based approaches deliver state-of-the-art performance on challenging real-world data but…

We put forward a simple new randomized missing data (RMD) approach to robust filtering of state-space models, motivated by the idea that the inclusion of only a small fraction of available highly precise measurements can still extract most…

M-estmators including the Welsch and Cauchy have been widely adopted for robustness against outliers, but they also down-weigh the uncontaminated data. To address this issue, we devise a framework to generate a class of nonconvex functions…

Robust statistics traditionally focuses on outliers, or perturbations in total variation distance. However, a dataset could be corrupted in many other ways, such as systematic measurement errors and missing covariates. We generalize the…

Detecting a small number of outliers from a set of data observations is always challenging. This problem is more difficult in the setting of multiple network samples, where computing the anomalous degree of a network sample is generally not…

State estimation or filtering serves as a fundamental task to enable intelligent decision-making in applications such as autonomous vehicles, robotics, healthcare monitoring, smart grids, intelligent transportation, and predictive…

Despite tremendous progress in outlier detection research in recent years, the majority of existing methods are designed only to detect unconditional outliers that correspond to unusual data patterns expressed in the joint space of all data…

In this paper, we address the problem of how to robustly train a ConvNet for regression, or deep robust regression. Traditionally, deep regression employs the L2 loss function, known to be sensitive to outliers, i.e. samples that either lie…

Outlier detection is a well-researched and crucial problem in machine learning. However, there is little research on string data outlier detection, as most literature focuses on outlier detection of numerical data. A robust string data…

This paper considers various models of support vector machines with ramp loss, these being an efficient and robust tool in supervised classification for the detection of outliers. The exact solution approaches for the resulting optimization…

The task of outlier detection is to find small groups of data objects that are exceptional when compared with rest large amount of data. Detection of such outliers is important for many applications such as fraud detection and customer…

Outlier detection and concept drift detection represent two challenges in data analysis. Most studies address these issues separately. However, joint detection mechanisms in regression remain underexplored, where the continuous nature of…

We study robust linear regression in high-dimension, when both the dimension $d$ and the number of data points $n$ diverge with a fixed ratio $\alpha=n/d$, and study a data model that includes outliers. We provide exact asymptotics for the…

The association between a continuous and an ordinal variable is commonly modeled through the polyserial correlation model. However, this model, which is based on a partially-latent normality assumption, may be misspecified in practice, due…

Outlier detection is a major topic in robust statistics due to the high practical significance of anomalous observations. Many existing methods are, however, either parametric or cease to perform well when the data is far from linearly…

Learning from data in the presence of outliers is a fundamental problem in statistics. Until recently, no computationally efficient algorithms were known to compute the mean of a high dimensional distribution under natural assumptions in…

In high-dimensional statistics, the Lasso is a cornerstone method for simultaneous variable selection and parameter estimation. However, its reliance on the squared loss function renders it highly sensitive to outliers and heavy-tailed…

Gaussian process regression (GPR) model is well-known to be susceptible to outliers. Robust process regression models based on t-process or other heavy-tailed processes have been developed to address the problem. However, due to the nature…