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Outliers are the points which are different from or inconsistent with the rest of the data. They can be novel, new, abnormal, unusual or noisy information. Outliers are sometimes more interesting than the majority of the data. The main…

Computer Vision and Pattern Recognition · Computer Science 2014-06-20 Singh Vijendra , Pathak Shivani

We propose a method for high dimensional multivariate regression that is robust to random error distributions that are heavy-tailed or contain outliers, while preserving estimation accuracy in normal random error distributions. We extend…

Methodology · Statistics 2025-03-05 Mayu Hiraishi , Kensuke Tanioka , Hiroshi Yadohisa

Many modern datasets are collected automatically and are thus easily contaminated by outliers. This led to a regain of interest in robust estimation, including new notions of robustness such as robustness to adversarial contamination of the…

Statistics Theory · Mathematics 2023-05-05 Pierre Alquier , Mathieu Gerber

We consider the problem of detecting out-of-distribution (OOD) samples in deep reinforcement learning. In a value based reinforcement learning setting, we propose to use uncertainty estimation techniques directly on the agent's value…

Machine Learning · Computer Science 2019-01-09 Andreas Sedlmeier , Thomas Gabor , Thomy Phan , Lenz Belzner , Claudia Linnhoff-Popien

Out-of-distribution (OOD) generalization is a complicated problem due to the idiosyncrasies of possible distribution shifts between training and test domains. Most benchmarks employ diverse datasets to address this issue; however, the…

Machine Learning · Computer Science 2023-12-18 Kaican Li , Yifan Zhang , Lanqing Hong , Zhenguo Li , Nevin L. Zhang

Considered here are robust subgroup-classifier learning and testing in change-plane regressions with heavy-tailed errors, which can identify subgroups as a basis for making optimal recommendations for individualized treatment. A new…

Methodology · Statistics 2024-08-27 Xu Liu , Jian Huang , Yong Zhou , Xiao Zhang

Reinforcement learning algorithms typically assume rewards to be sampled from light-tailed distributions, such as Gaussian or bounded. However, a wide variety of real-world systems generate rewards that follow heavy-tailed distributions. We…

Machine Learning · Computer Science 2021-02-26 Vincent Zhuang , Yanan Sui

We consider the classical estimation problem of an unknown drift parameter within classes of nondegenerate diffusion processes. Using rough path theory (in the sense of T. Lyons), we analyze the Maximum Likelihood Estimator (MLE) with…

Probability · Mathematics 2016-09-29 Joscha Diehl , Peter Friz , Hilmar Mai

In this paper we develop a novel inferential approach based on geometric records for estimating the tail index of heavy-tailed distributions. We construct a maximum likelihood estimator for the Pareto model and establish its strong…

Statistics Theory · Mathematics 2026-04-30 Martín Alcalde , Raúl Gouet , Miguel Lafuente , F. Javier López , Gerardo Sanz

The main approach to inference for multivariate extremes consists in approximating the joint upper tail of the observations by a parametric family arising in the limit for extreme events. The latter may be expressed in terms of…

Methodology · Statistics 2015-06-17 Raphaël Huser , Anthony C. Davison , Marc G. Genton

A particularly challenging problem in AI safety is providing guarantees on the behavior of high-dimensional autonomous systems. Verification approaches centered around reachability analysis fail to scale, and purely statistical approaches…

Artificial Intelligence · Computer Science 2025-03-11 Souradeep Dutta , Michele Caprio , Vivian Lin , Matthew Cleaveland , Kuk Jin Jang , Ivan Ruchkin , Oleg Sokolsky , Insup Lee

Estimating the 3DoF rotation from a single RGB image is an important yet challenging problem. As a popular approach, probabilistic rotation modeling additionally carries prediction uncertainty information, compared to single-prediction…

Computer Vision and Pattern Recognition · Computer Science 2025-02-24 Yingda Yin , Jiangran Lyu , Yang Wang , Haoran Liu , He Wang , Baoquan Chen

Convolutional Neural Networks (ConvNets) have successfully contributed to improve the accuracy of regression-based methods for computer vision tasks such as human pose estimation, landmark localization, and object detection. The network…

Computer Vision and Pattern Recognition · Computer Science 2015-09-23 Vasileios Belagiannis , Christian Rupprecht , Gustavo Carneiro , Nassir Navab

Existing uncertainty modeling approaches try to detect an out-of-distribution point from the in-distribution dataset. We extend this argument to detect finer-grained uncertainty that distinguishes between (a). certain points, (b). uncertain…

Machine Learning · Computer Science 2020-02-12 Rahul Soni , Naresh Shah , Jimmy D. Moore

Deep learning provides a powerful tool for machine perception when the observations resemble the training data. However, real-world robotic systems must react intelligently to their observations even in unexpected circumstances. This…

Machine Learning · Computer Science 2018-12-31 Rowan McAllister , Gregory Kahn , Jeff Clune , Sergey Levine

The robustness of deep neural networks (DNNs) against adversarial example attacks has raised wide attention. For smoothed classifiers, we propose the worst-case adversarial loss over input distributions as a robustness certificate. Compared…

Machine Learning · Computer Science 2021-05-03 Jungang Yang , Liyao Xiang , Ruidong Chen , Yukun Wang , Wei Wang , Xinbing Wang

Many active learning methods belong to the retraining-based approaches, which select one unlabeled instance, add it to the training set with its possible labels, retrain the classification model, and evaluate the criteria that we base our…

Machine Learning · Statistics 2017-03-01 Yazhou Yang , Marco Loog

The application of machine learning in safety-critical systems requires a reliable assessment of uncertainty. However, deep neural networks are known to produce highly overconfident predictions on out-of-distribution (OOD) data. Even if…

Machine Learning · Computer Science 2022-10-19 Alexander Meinke , Julian Bitterwolf , Matthias Hein

Learning against label noise is a vital topic to guarantee a reliable performance for deep neural networks. Recent research usually refers to dynamic noise modeling with model output probabilities and loss values, and then separates clean…

Machine Learning · Statistics 2022-07-13 Yingsong Huang , Bing Bai , Shengwei Zhao , Kun Bai , Fei Wang

Misclassification of binary responses, if ignored, may severely bias the maximum likelihood estimators (MLE) of regression parameters. For such data, a binary regression model incorporating misclassification probabilities is extensively…

Statistics Theory · Mathematics 2020-09-28 Arindam Chatterjee , Tathagata Bandyopadhyay , Sumanta Adhya