Related papers: Robust Nonparametric Regression under Poisoning At…
Dynamical systems can confront one of two extreme types of disturbances: persistent zero-mean independent noise, and sparse nonzero-mean adversarial attacks, depending on the specific scenario being modeled. While mean-based estimators like…
This paper establishes bounds on the performance of empirical risk minimization for large-dimensional linear regression. We generalize existing results by allowing the data to be dependent and heavy-tailed. The analysis covers both the…
This paper addresses the robust estimation of linear regression models in the presence of potentially endogenous outliers. Through Monte Carlo simulations, we demonstrate that existing $L_1$-regularized estimation methods, including the…
We consider the problem of finding an approximate solution to $\ell_1$ regression while only observing a small number of labels. Given an $n \times d$ unlabeled data matrix $X$, we must choose a small set of $m \ll n$ rows to observe the…
This paper studies convergence of empirical risks in reproducing kernel Hilbert spaces (RKHS). A conventional assumption in the existing research is that empirical training data do not contain any noise but this may not be satisfied in some…
Machine learning models are vulnerable to adversarial attacks that can often cause misclassification by introducing small but well designed perturbations. In this paper, we explore, in the setting of classical composite hypothesis testing,…
We consider a class of semiparametric regression models which are one-parameter extensions of the Cox [J. Roy. Statist. Soc. Ser. B 34 (1972) 187-220] model for right-censored univariate failure times. These models assume that the hazard…
Neural networks lack adversarial robustness, i.e., they are vulnerable to adversarial examples that through small perturbations to inputs cause incorrect predictions. Further, trust is undermined when models give miscalibrated predictions,…
State-of-the-art classical neural networks are observed to be vulnerable to small crafted adversarial perturbations. A more severe vulnerability has been noted for quantum machine learning (QML) models classifying Haar-random pure states.…
Despite linear regression being the most popular statistical modelling technique, in real-life we often need to deal with situations where the true relationship between the response and the covariates is nonlinear in parameters. In such…
We present a framework for performing efficient regression in general metric spaces. Roughly speaking, our regressor predicts the value at a new point by computing a Lipschitz extension --- the smoothest function consistent with the…
Semi- and non-parametric mixture of regressions are a very useful flexible class of mixture of regressions in which some or all of the parameters are non-parametric functions of the covariates. These models are, however, based on the…
In this article, we investigate the robust optimal design problem for the prediction of response when the fitted regression models are only approximately specified, and observations might be missing completely at random. The intuitive idea…
We are motivated by problems that arise in a number of applications such as Online Marketing and Explosives detection, where the observations are usually modeled using Poisson statistics. We model each observation as a Poisson random…
We study a minimax risk of estimating inverse functions on a plane, while keeping an estimator is also invertible. Learning invertibility from data and exploiting an invertible estimator are used in many domains, such as statistics,…
Linear regression with normally distributed errors - including particular cases such as ANOVA, Student's t-test or location-scale inference - is a widely used statistical procedure. In this case the ordinary least squares estimator…
It is often of interest to estimate regression functions non-parametrically. Penalized regression (PR) is one statistically-effective, well-studied solution to this problem. Unfortunately, in many cases, finding exact solutions to PR…
With the ubiquitous availability of unstructured data, growing attention is paid as how to adjust for selection bias in such non-probability samples. The majority of the robust estimators proposed by prior literature are either fully or…
Good robust estimators can be tuned to combine a high breakdown point and a specified asymptotic efficiency at a central model. This happens in regression with MM- and tau-estimators among others. However, the finite-sample efficiency of…
We give a general result concerning the rates of convergence of penalized empirical risk minimizers (PERM) in the regression model. Then, we consider the problem of agnostic learning of the regression, and give in this context an oracle…