Related papers: An approach to robust Bayesian regression in astro…

Robust estimation is an important and timely research subject. In this paper, we investigate performance lower bounds on the mean-square-error (MSE) of any estimator for the Bayesian linear model, corrupted by a noise distributed according…

Simulation-based inference (SBI) has become an important tool in cosmology for extracting additional information from observational data using simulations. However, all cosmological simulations are approximations of the actual universe, and…

Change-plane regression identifies subpopulations through an interpretable linear threshold rule, but likelihood-based inference for the hard-threshold boundary is nonregular: objectives are non-smooth, the boundary is weakly identified…

This paper proposes an adaptive penalized weighted mean regression for outlier detection of high-dimensional data. In comparison to existing approaches based on the mean shift model, the proposed estimators demonstrate robustness against…

This paper presents a fast methodology, called ROBOUT, to identify outliers in a response variable conditional on a set of linearly related predictors, retrieved from a large granular dataset. ROBOUT is shown to be effective and…

We present a new Bayesian approach to model-robust linear regression that leads to uncertainty estimates with the same robustness properties as the Huber--White sandwich estimator. The sandwich estimator is known to provide asymptotically…

Anomaly detection is to recognize samples that differ in some respect from the training observations. These samples which do not conform to the distribution of normal data are called outliers or anomalies. In real-world anomaly detection…

Nonlinear estimation in robotics and vision is typically plagued with outliers due to wrong data association, or to incorrect detections from signal processing and machine learning methods. This paper introduces two unifying formulations…

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…

In a standard classification framework a set of trustworthy learning data are employed to build a decision rule, with the final aim of classifying unlabelled units belonging to the test set. Therefore, unreliable labelled observations,…

Linear mixed models (LMMs) are a popular class of methods for analyzing longitudinal and clustered data. However, such models can be sensitive to outliers, and this can lead to biased inference on model parameters and inaccurate prediction…

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…

Polynomial regression is a recurrent problem with a large number of applications. In computer vision it often appears in motion analysis. Whatever the application, standard methods for regression of polynomial models tend to deliver biased…

We have developed a new regression technique, the maximum likelihood (ML)-based method and its variant, the KS-test based method, designed to obtain unbiased regression results from typical astronomical data. A normalizing flow model is…

The development of new phased array systems in radio astronomy, as the low frequency array (LOFAR) and the square kilometre array (SKA), formed of a large number of small and flexible elementary antennas, has led to significant challenges.…

Although Bayesian inference is an immensely popular paradigm among a large segment of scientists including statisticians, most applications consider objective priors and need critical investigations (Efron, 2013, Science). While it has…

We propose two nonlinear Kalman smoothers that rely on Student's t distributions. The T-Robust smoother finds the maximum a posteriori likelihood (MAP) solution for Gaussian process noise and Student's t observation noise, and is extremely…

The paper presents a new statistical method that enables the use of systematic errors in the maximum-likelihood regression of integer-count Poisson data to a parametric model. The method is primarily aimed at the characterization of the…

In high-dimensional data, many sparse regression methods have been proposed. However, they may not be robust against outliers. Recently, the use of density power weight has been studied for robust parameter estimation and the corresponding…

Logistic regression is among the most widely used statistical methods for linear discriminant analysis. In many applications, we only observe possibly mislabeled responses. Fitting a conventional logistic regression can then lead to biased…