Related papers: RobPy: a Python Package for Robust Statistical Met…
Performing inference in statistical models with an intractable likelihood is challenging, therefore, most likelihood-free inference (LFI) methods encounter accuracy and efficiency limitations. In this paper, we present the implementation of…
While the traditional viewpoint in machine learning and statistics assumes training and testing samples come from the same population, practice belies this fiction. One strategy -- coming from robust statistics and optimization -- is thus…
Python is a particularly appealing language to carry out data analysis, owing in part to its user-friendly character as well as its access to well maintained and powerful libraries like NumPy and SciPy. Still, for the purpose of analyzing…
Behavioral studies using personal digital devices typically produce rich longitudinal datasets of mixed data types. These data provide information about the behavior of users of these devices in real-time and in the users' natural…
CurvPy is an open-source Python library for automated curve fitting and regression analysis, aiming to make advanced statistical and machine learning techniques more accessible. This paper explores the mathematical foundations and…
Determining the best partition for a dataset can be a challenging task because of 1) the lack of a priori information within an unsupervised learning framework; and 2) the absence of a unique clustering validation approach to evaluate…
A popular approach for comparing gene expression levels between (replicated) conditions of RNA sequencing data relies on counting reads that map to features of interest. Within such count-based methods, many flexible and advanced…
We propose a robust variable selection procedure using a divergence based M-estimator combined with a penalty function. It produces robust estimates of the regression parameters and simultaneously selects the important explanatory…
We present in this paper a new tool for outliers detection in the context of multiple regression models. This graphical tool is based on recursive estimation of the parameters. Simulations were carried out to illustrate the performance of…
In this article, we introduce a new variable selection technique through trimming for finite mixture of regression models. Compared to the traditional variable selection techniques, the new method is robust and not sensitive to outliers.…
Outlier detection is a fundamental task in data mining and has many applications including detecting errors in databases. While there has been extensive prior work on methods for outlier detection, modern datasets often have sizes that are…
State estimation or filtering serves as a fundamental task to enable intelligent decision-making in applications such as autonomous vehicles, robotics, healthcare monitoring, smart grids, intelligent transportation, and predictive…
We provide an overview of results relating to estimation and weak-instrument-robust inference in instrumental variables regression. Methods are implemented in the ivmodels software package for Python, which we use to illustrate results.
Robust estimation is much more challenging in high dimensions than it is in one dimension: Most techniques either lead to intractable optimization problems or estimators that can tolerate only a tiny fraction of errors. Recent work in…
Model mis-specification (e.g. the presence of outliers) is commonly encountered in astronomical analyses, often requiring the use of ad hoc algorithms which are sensitive to arbitrary thresholds (e.g. sigma-clipping). For any given dataset,…
This paper illustrates the use of selected robust estimators of covariance or correlation in the identification of anomalous laboratory results in inter-laboratory data. It is shown that robust estimators can substantially reduce the impact…
A major challenge when trying to detect fraud is that the fraudulent activities form a minority class which make up a very small proportion of the data set. In most data sets, fraud occurs in typically less than 0.5% of the cases. Detecting…
In this paper, we present resolvent4py, a parallel Python package for the analysis, model reduction and control of large-scale linear systems with millions or billions of degrees of freedom. This package provides the user with a friendly…
Systematic variation is a common issue in metabolomics data analysis. Therefore, different scaling and normalization techniques are used to preprocess the data for metabolomics data analysis. Although several scaling methods are available…
Users of program analyses expect that results change predictably in response to changes in their programs, but many analyses fail to provide such robustness. This paper introduces a theoretical framework that provides a unified language to…