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The Minimum Covariance Determinant (MCD) method is a highly robust estimator of multivariate location and scatter, for which a fast algorithm is available. Since estimating the covariance matrix is the cornerstone of many multivariate…

Methodology · Statistics 2021-01-13 Mia Hubert , Michiel Debruyne , Peter J. Rousseeuw

The Minimum Covariance Determinant (MCD) approach robustly estimates the location and scatter matrix using the subset of given size with lowest sample covariance determinant. Its main drawback is that it cannot be applied when the dimension…

Methodology · Statistics 2021-01-13 Kris Boudt , Peter J. Rousseeuw , Steven Vanduffel , Tim Verdonck

The usual Minimum Covariance Determinant (MCD) estimator of a covariance matrix is robust against casewise outliers. These are cases (that is, rows of the data matrix) that behave differently from the majority of cases, raising suspicion…

Methodology · Statistics 2024-07-08 Jakob Raymaekers , Peter J. Rousseeuw

This work introduces the Matrix Minimum Covariance Determinant (MMCD) method, a novel robust location and covariance estimation procedure designed for data that are naturally represented in the form of a matrix. Unlike standard robust…

Methodology · Statistics 2025-03-17 Marcus Mayrhofer , Una Radojičić , Peter Filzmoser

The minimum regularized covariance determinant method (MRCD) is a robust estimator for multivariate location and scatter, which detects outliers by fitting a robust covariance matrix to the data. Its regularization ensures that the…

Machine Learning · Statistics 2024-07-08 Joachim Schreurs , Iwein Vranckx , Mia Hubert , Johan A. K. Suykens , Peter J. Rousseeuw

The minimum covariance determinant (MCD) estimator is ubiquitous in multivariate analysis, the critical step of which is to select a subset of a given size with the lowest sample covariance determinant. The concentration step (C-step) is a…

Methodology · Statistics 2023-05-16 Maoyu Zhang , Yan Song , Wenlin Dai

We introduce and develop a novel approach to outlier detection based on adaptation of random subspace learning. Our proposed method handles both high-dimension low-sample size and traditional low-dimensional high-sample size datasets.…

Machine Learning · Statistics 2015-05-05 Bohan Liu , Ernest Fokoue

In this paper, we revisit the Minimum Enclosing Ball (MEB) problem and its robust version, MEB with outliers, in Euclidean space $\mathbb{R}^d$. Though the problem has been extensively studied before, most of the existing algorithms need at…

Computational Geometry · Computer Science 2020-05-04 Hu Ding

This paper studies the problem of selecting a minimum-size set of input nodes to guarantee stability of a networked system in the presence of uncertainties and time delays. Current approaches to input selection in networked dynamical…

Optimization and Control · Mathematics 2017-12-13 Zhipeng Liu , Yao Long , Andrew Clark , Phillip Lee , Linda Bushnell , Daniel Kirschen , Radha Poovendran

In this paper, we propose the Minimum Regularized Covariance Trace (MRCT) estimator, a novel method for robust covariance estimation and functional outlier detection. The MRCT estimator employs a subset-based approach that prioritizes…

Methodology · Statistics 2024-04-11 Jeremy Oguamalam , Una Radojičić , Peter Filzmoser

In high reliability standards fields such as automotive, avionics or aerospace, the detection of anomalies is crucial. An efficient methodology for automatically detecting multivariate outliers is introduced. It takes advantage of the…

Methodology · Statistics 2018-08-01 Aurore Archimbaud , Klaus Nordhausen , Anne Ruiz-Gazen

The dynamic mode decomposition (DMD) has become a leading tool for data-driven modeling of dynamical systems, providing a regression framework for fitting linear dynamical models to time-series measurement data. We present a simple…

Numerical Analysis · Mathematics 2017-04-11 Travis Askham , J. Nathan Kutz

An outlier-resistance phase retrieval algorithm based on alternating direction method of multipliers (ADMM) is devised in this letter. Instead of the widely used least squares criterion that is only optimal for Gaussian noise environment,…

Information Theory · Computer Science 2017-02-22 Xue Jiang , H. C. So , X. Liu

Stability selection is a widely adopted resampling-based framework for high-dimensional variable selection. This paper seeks to broaden the use of an established stability estimator to evaluate the overall stability of the stability…

Methodology · Statistics 2025-06-04 Mahdi Nouraie , Samuel Muller

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

The subspace method is one of the mainstream system identification method of linear systems, and its basic idea is to estimate the system parameter matrices by projecting them into a subspace related to input and output. However, most of…

Systems and Control · Electrical Eng. & Systems 2022-02-03 Xiangyu Mao , Jianping He , Chengcheng Zhao

In this article, we propose a new algorithm for supervised learning methods, by which one can both capture the non-linearity in data and also find the best subset model. To produce an enhanced subset of the original variables, an ideal…

Applications · Statistics 2017-01-23 Peyman Tavallali , Marianne Razavi , Sean Brady

A novel multi-resolution cluster detection (MCD) method is proposed to identify irregularly shaped clusters in space. Multi-scale test statistic on a single cell is derived based on likelihood ratio statistic for Bernoulli sequence, Poisson…

Methodology · Statistics 2012-05-11 Lingsong Zhang , Zhengyuan Zhu

In this work, we show that for all statistical estimation problems, a natural MMSE instability (discontinuity) condition implies the failure of stable algorithms, serving as a version of OGP for estimation tasks. Using this criterion, we…

Statistics Theory · Mathematics 2026-03-24 Xifan Yu , Ilias Zadik

The presence of outliers can potentially significantly skew the parameters of machine learning models trained via stochastic gradient descent (SGD). In this paper we propose a simple variant of the simple SGD method: in each step, first…

Machine Learning · Statistics 2020-01-13 Vatsal Shah , Xiaoxia Wu , Sujay Sanghavi
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