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The problem of robust mean estimation in high dimensions is studied, in which a certain fraction (less than half) of the datapoints can be arbitrarily corrupted. Motivated by compressive sensing, the robust mean estimation problem is…

Applications · Statistics 2022-12-08 Aditya Deshmukh , Jing Liu , Venugopal V. Veeravalli

Many estimation problems in robotics, computer vision, and learning require estimating unknown quantities in the face of outliers. Outliers are typically the result of incorrect data association or feature matching, and it is common to have…

Computer Vision and Pattern Recognition · Computer Science 2021-03-25 Jingnan Shi , Heng Yang , Luca Carlone

We propose a novel approach to Bayesian analysis that is provably robust to outliers in the data and often has computational advantages over standard methods. Our technique is based on splitting the data into non-overlapping subgroups,…

Statistics Theory · Mathematics 2016-06-03 Stanislav Minsker , Sanvesh Srivastava , Lizhen Lin , David B. Dunson

We study the problem of robustly estimating the mean of a $d$-dimensional distribution given $N$ examples, where most coordinates of every example may be missing and $\varepsilon N$ examples may be arbitrarily corrupted. Assuming each…

Data Structures and Algorithms · Computer Science 2021-05-04 Lunjia Hu , Omer Reingold

Given a dataset an outlier can be defined as an observation that it is unlikely to follow the statistical properties of the majority of the data. Computation of the location estimate of is fundamental in data analysis, and it is well known…

Statistics Theory · Mathematics 2015-11-16 G. Zioutas , C. Chatzinakos , T. D. Nguyen , L. Pitsoulis

The topic of robustness is experiencing a resurgence of interest in the statistical and machine learning communities. In particular, robust algorithms making use of the so-called median of means estimator were shown to satisfy strong…

Statistics Theory · Mathematics 2024-10-14 Stanislav Minsker , Shunan Yao

Informed down-sampling (IDS) is known to improve performance in symbolic regression when combined with various selection strategies, especially tournament selection. However, recent work found that IDS's gains are not consistent across all…

Neural and Evolutionary Computing · Computer Science 2026-01-28 Alina Geiger , Martin Briesch , Dominik Sobania , Franz Rothlauf

We study the classic $k$-means/median clustering, which are fundamental problems in unsupervised learning, in the setting where data are partitioned across multiple sites, and where we are allowed to discard a small portion of the data by…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-10-12 Jiecao Chen , Erfan Sadeqi Azer , Qin Zhang

Out-of-distribution (OOD) detection plays a crucial role in ensuring the robustness and reliability of machine learning systems deployed in real-world applications. Recent approaches have explored the use of unlabeled data, showing…

Machine Learning · Computer Science 2025-10-09 Momin Abbas , Ali Falahati , Hossein Goli , Mohammad Mohammadi Amiri

In recent years, there have been significant improvements in various forms of image outlier detection. However, outlier detection performance under adversarial settings lags far behind that in standard settings. This is due to the lack of…

We present a Distributionally Robust Optimization (DRO) approach to estimate a robustified regression plane in a linear regression setting, when the observed samples are potentially contaminated with adversarially corrupted outliers. Our…

Machine Learning · Statistics 2018-05-14 Ruidi Chen , Ioannis Ch. Paschalidis

In contrast to the empirical mean, the Median-of-Means (MoM) is an estimator of the mean $\theta$ of a square integrable r.v. $Z$, around which accurate nonasymptotic confidence bounds can be built, even when $Z$ does not exhibit a…

Machine Learning · Statistics 2021-02-09 Pierre Laforgue , Guillaume Staerman , Stephan Clémençon

Robust density estimation refers to the consistent estimation of the density function even when the data is contaminated by outliers. We find that existing forest density estimation at a certain point is inherently resistant to the outliers…

Machine Learning · Statistics 2025-01-28 Hongwei Wen , Annika Betken , Tao Huang

Mean embeddings provide an extremely flexible and powerful tool in machine learning and statistics to represent probability distributions and define a semi-metric (MMD, maximum mean discrepancy; also called N-distance or energy distance),…

Machine Learning · Statistics 2019-05-17 Matthieu Lerasle , Zoltan Szabo , Timothee Mathieu , Guillaume Lecue

Normalizing flows are prominent deep generative models that provide tractable probability distributions and efficient density estimation. However, they are well known to fail while detecting Out-of-Distribution (OOD) inputs as they directly…

Machine Learning · Computer Science 2021-11-17 Nishant Kumar , Pia Hanfeld , Michael Hecht , Michael Bussmann , Stefan Gumhold , Nico Hoffmann

Unsupervised learning methods are well established in the area of anomaly detection and achieve state of the art performances on outlier datasets. Outliers play a significant role, since they bear the potential to distort the predictions of…

Machine Learning · Computer Science 2024-07-02 Andreas Lohrer , Daniyal Kazempour , Maximilian Hünemörder , Peer Kröger

We introduce new estimators for robust machine learning based on median-of-means (MOM) estimators of the mean of real valued random variables. These estimators achieve optimal rates of convergence under minimal assumptions on the dataset.…

Statistics Theory · Mathematics 2017-12-04 Guillaume Lecué , Matthieu Lerasle

Ordinal response model is a popular and commonly used regression for ordered categorical data in a wide range of fields such as medicine and social sciences. However, it is empirically known that the existence of ``outliers'', combinations…

Methodology · Statistics 2023-05-15 Tomotaka Momozaki , Tomoyuki Nakagawa

We study the problem of outlier robust high-dimensional mean estimation under a finite covariance assumption, and more broadly under finite low-degree moment assumptions. We consider a standard stability condition from the recent robust…

Statistics Theory · Mathematics 2021-03-17 Ilias Diakonikolas , Daniel M. Kane , Ankit Pensia

We study the problem of Robust Outlier Arm Identification (ROAI), where the goal is to identify arms whose expected rewards deviate substantially from the majority, by adaptively sampling from their reward distributions. We compute the…

Machine Learning · Statistics 2020-09-22 Yinglun Zhu , Sumeet Katariya , Robert Nowak
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