Related papers: Robust Estimation and Inference for Categorical Da…
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…
There is a great need for robust techniques in data mining and machine learning contexts where many standard techniques such as principal component analysis and linear discriminant analysis are inherently susceptible to outliers.…
We consider the problem of constructing robust nonparametric confidence intervals and tests of hypothesis for the median when the data distribution is unknown and the data may contain a small fraction of contamination. We propose a…
We explore contemporary robust classification algorithms for overcoming class-dependant labelling noise: Forward, Importance Re-weighting and T-revision. The classifiers are trained and evaluated on class-conditional random label noise data…
Conditional estimation given specific covariate values (i.e., local conditional estimation or functional estimation) is ubiquitously useful with applications in engineering, social and natural sciences. Existing data-driven non-parametric…
Randomly censored survival data are frequently encountered in applied sciences including biomedical or reliability applications and clinical trial analyses. Testing the significance of statistical hypotheses is crucial in such analyses to…
In many applications, data is collected in batches, some of which are corrupt or even adversarial. Recent work derived optimal robust algorithms for estimating discrete distributions in this setting. We consider a general framework of…
Over the last decade, the development of deep image classification networks has mostly been driven by the search for the best performance in terms of classification accuracy on standardized benchmarks like ImageNet. More recently, this…
Conventional cluster-robust inference can be invalid when data contain clusters of unignorably large size. We formalize this issue by deriving a necessary and sufficient condition for its validity, and show that this condition is frequently…
Classification models are very sensitive to data uncertainty, and finding robust classifiers that are less sensitive to data uncertainty has raised great interest in the machine learning literature. This paper aims to construct robust…
The Gaussian cluster-weighted model (CWM) is a mixture of regression models with random covariates that allows for flexible clustering of a random vector composed of response variables and covariates. In each mixture component, it adopts a…
For many inference problems in statistics and econometrics, the unknown parameter is identified by a set of moment conditions. A generic method of solving moment conditions is the Generalized Method of Moments (GMM). However, classical GMM…
This paper deals with the problem of outliers in high frequency observation data from diffusion processes. Robust estimation methods are needed because the inclusion of outliers can lead to incorrect statistical inference even in the…
Causal Abstraction (CA) theory provides a principled framework for relating causal models that describe the same system at different levels of granularity while ensuring interventional consistency between them. Recent methods for learning…
We discuss recent work for causal inference and predictive robustness in a unifying way. The key idea relies on a notion of probabilistic invariance or stability: it opens up new insights for formulating causality as a certain risk…
Many learning algorithms require categorical data to be transformed into real vectors before it can be used as input. Often, categorical variables are encoded as one-hot (or dummy) vectors. However, this mode of representation can be…
We study robust estimators of the mean of a probability measure $P$, called robust empirical mean estimators. This elementary construction is then used to revisit a problem of aggregation and a problem of estimator selection, extending…
This paper develops a Bayesian framework for robust causal inference from longitudinal observational data. Many contemporary methods rely on structural assumptions, such as factor models, to adjust for unobserved confounding, but they can…
Matching the performance of conditional Generative Adversarial Networks with little supervision is an important task, especially in venturing into new domains. We design a new training algorithm, which is robust to missing or ambiguous…
This paper addresses the problem of providing robust estimators under a functional logistic regression model. Logistic regression is a popular tool in classification problems with two populations. As in functional linear regression,…