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Although linear regression models are fundamental tools in statistical science, the estimation results can be sensitive to outliers. While several robust methods have been proposed in frequentist frameworks, statistical inference is not…

Methodology · Statistics 2020-07-15 Shintaro Hashimoto , Shonosuke Sugasawa

This study introduces an outlier-robust model for analyzing hierarchically structured bounded count data within a Bayesian framework, utilizing a logistic regression approach implemented in JAGS. Our model incorporates a t-distributed…

Methodology · Statistics 2026-02-17 Divan A. Burger , Sean van der Merwe , Emmanuel Lesaffre

For the outlier problem in linear regression models, the Student-$t$ linear regression model is one of the common methods for robust modeling and is widely adopted in the literature. However, most of them applies it without careful…

Methodology · Statistics 2025-10-06 Yoshiko Hayashi

Machine learning and data analysis have been used in many robotics fields, especially for modelling. Data are usually the result of sensor measurements and, as such, they might be subjected to noise and outliers. The presence of outliers…

Robotics · Computer Science 2019-08-26 Francesco Cursi , Guang-Zhong Yang

Count data with zero inflation and large outliers are ubiquitous in many scientific applications. However, posterior analysis under a standard statistical model, such as Poisson or negative binomial distribution, is sensitive to such…

Methodology · Statistics 2024-05-09 Yasuyuki Hamura , Kaoru Irie , Shonosuke Sugasawa

Principal component regression uses principal components as regressors. It is particularly useful in prediction settings with high-dimensional covariates. The existing literature treating of Bayesian approaches is relatively sparse. We…

Methodology · Statistics 2020-01-28 Philippe Gagnon , Mylène Bédard , Alain Desgagné

We consider the problem of linear fitting of noisy data in the case of broad (say $\alpha$-stable) distributions of random impacts ("noise"), which can lack even the first moment. This situation, common in statistical physics of small…

Data Analysis, Statistics and Probability · Physics 2015-05-27 Eugene B. Postnikov , Igor M. Sokolov

This paper presents a new approach to a robust Gaussian process (GP) regression. Most existing approaches replace an outlier-prone Gaussian likelihood with a non-Gaussian likelihood induced from a heavy tail distribution, such as the…

Machine Learning · Computer Science 2020-01-15 Chiwoo Park , David J. Borth , Nicholas S. Wilson , Chad N. Hunter , Fritz J. Friedersdorf

Whole robustness is a nice property to have for statistical models. It implies that the impact of outliers gradually vanishes as they approach plus or minus infinity. So far, the Bayesian literature provides results that ensure whole…

Methodology · Statistics 2018-08-14 Alain Desgagné , Philippe Gagnon

A robust estimation framework for binary regression models is studied, aiming to extend traditional approaches like logistic regression models. While previous studies largely focused on logistic models, we explore a broader class of models…

Methodology · Statistics 2025-02-24 Kenichi Hayashi , Shinto Eguchi

Bayesian optimization has recently attracted the attention of the automatic machine learning community for its excellent results in hyperparameter tuning. BO is characterized by the sample efficiency with which it can optimize expensive…

Machine Learning · Computer Science 2017-07-19 Ruben Martinez-Cantin , Michael McCourt , Kevin Tee

Linear regression is ubiquitous in statistical analysis. It is well understood that conflicting sources of information may contaminate the inference when the classical normality of errors is assumed. The contamination caused by the light…

Methodology · Statistics 2019-06-13 Philippe Gagnon , Alain Desgagné , Mylène Bédard

Inference in the presence of outliers is an important field of research as outliers are ubiquitous and may arise across a variety of problems and domains. Bayesian optimization is method that heavily relies on probabilistic inference. This…

Machine Learning · Computer Science 2017-12-14 Ruben Martinez-Cantin , Kevin Tee , Michael McCourt

This work presents a novel and effective method for fitting multidimensional ellipsoids to scattered data in the contamination of noise and outliers. We approach the problem as a Bayesian parameter estimate process and maximize the…

Methodology · Statistics 2024-07-30 Zhao Mingyang , Jia Xiaohong , Ma Lei , Shi Yuke , Jiang Jingen , Li Qizhai , Yan Dong-Ming , Huang Tiejun

Diffusion models have emerged as powerful learned priors for Bayesian inverse problems (BIPs). Diffusion-based solvers rely on a presumed likelihood for the observations in BIPs to guide the generation process. Likelihood misspecification…

Machine Learning · Computer Science 2026-05-12 Yiming Yang , Xiaoyuan Cheng , Yi He , Kaiyu Li , Wenxuan Yuan , Zhuo Sun

Robust Bayesian models are appealing alternatives to standard models, providing protection from data that contains outliers or other departures from the model assumptions. Historically, robust models were mostly developed on a case-by-case…

Machine Learning · Statistics 2016-09-08 Chong Wang , David M. Blei

A Gaussian measurement error assumption, i.e., an assumption that the data are observed up to Gaussian noise, can bias any parameter estimation in the presence of outliers. A heavy tailed error assumption based on Student's t distribution…

Methodology · Statistics 2018-11-30 Hyungsuk Tak , Justin A. Ellis , Sujit K. Ghosh

Many estimation problems in robotics, computer vision, and learning require estimating unknown quantities in the face of outliers. Outliers are typically the result of incorrect data association or feature matching, and it is common to have…

Computer Vision and Pattern Recognition · Computer Science 2021-03-25 Jingnan Shi , Heng Yang , Luca Carlone

Linear regression is common in astronomical analyses. I discuss a Bayesian hierarchical modeling of data with heteroscedastic and possibly correlated measurement errors and intrinsic scatter. The method fully accounts for time evolution.…

Instrumentation and Methods for Astrophysics · Physics 2015-10-12 Mauro Sereno

We consider the problem of robust compressed sensing whose objective is to recover a high-dimensional sparse signal from compressed measurements corrupted by outliers. A new sparse Bayesian learning method is developed for robust compressed…

Machine Learning · Statistics 2016-10-24 Qian Wan , Huiping Duan , Jun Fang , Hongbin Li
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