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This paper considers the practically important case of nonparametrically estimating heterogeneous average treatment effects that vary with a limited number of discrete and continuous covariates in a selection-on-observables framework where…

Econometrics · Economics 2019-08-26 Michael Zimmert , Michael Lechner

Measurement error is a common challenge for causal inference studies using electronic health record (EHR) data, where clinical outcomes and treatments are frequently mismeasured. Researchers often address measurement error by conducting…

Many applications of speech technology require more and more audio data. Automatic assessment of the quality of the collected recordings is important to ensure they meet the requirements of the related applications. However, effective and…

Audio and Speech Processing · Electrical Eng. & Systems 2020-05-19 Qiang Huang , Thomas Hain

Many traditional methods for identifying changepoints can struggle in the presence of outliers, or when the noise is heavy-tailed. Often they will infer additional changepoints in order to fit the outliers. To overcome this problem, data…

Methodology · Statistics 2017-07-12 Paul Fearnhead , Guillem Rigaill

Most of existing outlier detection methods assume that the outlier factors (i.e., outlierness scoring measures) of data entities (e.g., feature values and data objects) are Independent and Identically Distributed (IID). This assumption does…

Machine Learning · Computer Science 2021-03-23 Guansong Pang , Longbing Cao , Ling Chen

Out-of-scope intent detection is of practical importance in task-oriented dialogue systems. Since the distribution of outlier utterances is arbitrary and unknown in the training stage, existing methods commonly rely on strong assumptions on…

Computation and Language · Computer Science 2021-06-18 Li-Ming Zhan , Haowen Liang , Bo Liu , Lu Fan , Xiao-Ming Wu , Albert Y. S. Lam

In a corpus of data, outliers are either errors: mistakes in the data that are counterproductive, or are unique: informative samples that improve model robustness. Identifying outliers can lead to better datasets by (1) removing noise in…

Estimators derived from score functions that are not the likelihood are in wide use in practical and modern applications. Their regularization is often carried by pseudo-posterior estimation, equivalently by adding penalty to the score…

Methodology · Statistics 2020-11-17 Erez Buchweitz , Shlomo Ahal , Oded Papish , Guy Adini

Outliers widely occur in big-data applications and may severely affect statistical estimation and inference. In this paper, a framework of outlier-resistant estimation is introduced to robustify an arbitrarily given loss function. It has a…

Methodology · Statistics 2023-04-20 Yiyuan She , Zhifeng Wang , Jiahui Shen

We study the change detection problem with an unknown post-change distribution. Under this constraint, the unknown change in the distribution of observations may occur in many ways without much structure on the observations, whereas, before…

Signal Processing · Electrical Eng. & Systems 2020-12-11 Deniz Sargun , C. Emre Koksal

This paper studies inference in the high-dimensional linear regression model with outliers. Sparsity constraints are imposed on the vector of coefficients of the covariates. The number of outliers can grow with the sample size while their…

Statistics Theory · Mathematics 2021-02-08 Jad Beyhum

Ordinary least square (OLS) estimation of a linear regression model is well-known to be highly sensitive to outliers. It is common practice to (1) identify and remove outliers by looking at the data and (2) to fit OLS and form confidence…

Methodology · Statistics 2019-08-13 Shuxiao Chen , Jacob Bien

Feature selection places an important role in improving the performance of outlier detection, especially for noisy data. Existing methods usually perform feature selection and outlier scoring separately, which would select feature subsets…

Machine Learning · Computer Science 2020-01-17 Li Cheng , Yijie Wang , Xinwang Liu , Bin Li

A new technique for the detection of outliers in contingency tables is introduced. Outliers thereby are unexpected cell counts with respect to classical loglinear Poisson models. Subsets of cell counts called minimal patterns are defined,…

Computation · Statistics 2012-11-15 Sonja Kuhnt , Fabio Rapallo , André Rehage

We introduce one-sided versions of Huber's contamination model, in which corrupted samples tend to take larger values than uncorrupted ones. Two intertwined problems are addressed: estimation of the mean of uncorrupted samples (minimum…

Statistics Theory · Mathematics 2018-09-25 Alexandra Carpentier , Sylvain Delattre , Etienne Roquain , Nicolas Verzelen

A popular technique for selecting and tuning machine learning estimators is cross-validation. Cross-validation evaluates overall model fit, usually in terms of predictive accuracy. In causal inference, the optimal choice of estimator…

Methodology · Statistics 2021-07-07 Dominik Rothenhäusler

Doubly robust estimators of causal effects are a popular means of estimating causal effects. Such estimators combine an estimate of the conditional mean of the outcome given treatment and confounders (the so-called outcome regression) with…

Methodology · Statistics 2019-01-17 David Benkeser , Weixin Cai , Mark J van der Laan

Classic estimation methods for Hawkes processes rely on the assumption that observed event times are indeed a realisation of a Hawkes process, without considering any potential perturbation of the model. However, in practice, observations…

Methodology · Statistics 2025-08-21 Anna Bonnet , Felix Cheysson , Miguel Martinez Herrera , Maxime Sangnier

This article introduces trimmed estimators for the mean and covariance function of general functional data. The estimators are based on a new measure of outlyingness or data depth that is well defined on any metric space, although this…

Methodology · Statistics 2012-12-03 Daniel Gervini

Score-based statistical models play an important role in modern machine learning, statistics, and signal processing. For hypothesis testing, a score-based hypothesis test is proposed in \cite{wu2022score}. We analyze the performance of this…

Signal Processing · Electrical Eng. & Systems 2024-02-06 Enmao Diao , Taposh Banerjee , Vahid Tarokh
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