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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…

The Seemingly Unrelated Regressions (SUR) model is a wide used estimation procedure in econometrics, insurance and finance, where very often, the regression model contains more than one equation. Unknown parameters, regression coefficients…

The classical hinge-loss support vector machines (SVMs) model is sensitive to outlier observations due to the unboundedness of its loss function. To circumvent this issue, recent studies have focused on non-convex loss functions, such as…

Extreme activation outliers in Large Language Models (LLMs) critically degrade quantization performance, hindering efficient on-device deployment. While channel-wise operations and adaptive gradient scaling are recognized causes, practical…

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…

Tensor-on-tensor (TOT) regression is an important tool for the analysis of tensor data, aiming to predict a set of response tensors from a corresponding set of predictor tensors. However, standard TOT regression is sensitive to outliers,…

Contrastive learning methods enforce label distance relationships in feature space to improve representation capability for regression models. However, these methods highly depend on label information to correctly recover ordinal…

We study a robust online convex optimization framework, where an adversary can introduce outliers by corrupting loss functions in an arbitrary number of rounds k, unknown to the learner. Our focus is on a novel setting allowing unbounded…

The goal of image ordinal estimation is to estimate the ordinal label of a given image with a convolutional neural network. Existing methods are mainly based on ordinal regression and particularly focus on modeling the ordinal mapping from…

We derive a convex optimization problem for the task of segmenting sequential data, which explicitly treats presence of outliers. We describe two algorithms for solving this problem, one exact and one a top-down novel approach, and we…

In this paper, we present new optimization models for Support Vector Machine (SVM), with the aim of separating data points in two or more classes. The classification task is handled by means of nonlinear classifiers induced by kernel…

Robust model fitting is a core algorithm in a large number of computer vision applications. Solving this problem efficiently for datasets highly contaminated with outliers is, however, still challenging due to the underlying computational…

Many state-of-the-art machine learning models such as deep neural networks have recently shown to be vulnerable to adversarial perturbations, especially in classification tasks. Motivated by adversarial machine learning, in this paper we…

We propose a data-analytic method for detecting cellwise outliers. Given a robust covariance matrix, outlying cells (entries) in a row are found by the cellHandler technique which combines lasso regression with a stepwise application of…

Outlier detection refers to the identification of rare items that are deviant from the general data distribution. Existing approaches suffer from high computational complexity, low predictive capability, and limited interpretability. As a…

We consider the minimization of submodular functions subject to ordering constraints. We show that this optimization problem can be cast as a convex optimization problem on a space of uni-dimensional measures, with ordering constraints…

In different fields of applications including, but not limited to, behavioral, environmental, medical sciences and econometrics, the use of panel data regression models has become increasingly popular as a general framework for making…

We study the robustness properties of $\ell_1$ norm minimization for the classical linear regression problem with a given design matrix and contamination restricted to the dependent variable. We perform a fine error analysis of the $\ell_1$…

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…

We study the problem of off-policy evaluation (OPE) in Reinforcement Learning (RL), where the aim is to estimate the performance of a new policy given historical data that may have been generated by a different policy, or policies. In…