Related papers: The R\'enyi Outlier Test

Numerous entropy-type characteristics (functionals) generalizing R\'enyi entropy are widely used in mathematical statistics, physics, information theory, and signal processing for characterizing uncertainty in probability distributions and…

Sigma clipping is commonly used in astronomy for outlier rejection, but the number of standard deviations beyond which one should clip data from a sample ultimately depends on the size of the sample. Chauvenet rejection is one of the…

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…

The paper considers the problem of out-of-sample risk estimation under the high dimensional settings where standard techniques such as $K$-fold cross validation suffer from large biases. Motivated by the low bias of the leave-one-out cross…

The Kepler mission has provided high-accurate photometric data in a long time span for more than two hundred thousands stars, looking for planetary transits. Among the detected candidates, the planetary nature of around 15% has been…

This paper proposes a new Bayesian approach for analysing moment condition models in the situation where the data may be contaminated by outliers. The approach builds upon the foundations developed by Schennach (2005) who proposed the…

One possibility of defining a quantum R\'enyi $\alpha$-divergence of two quantum states is to optimize the classical R\'enyi $\alpha$-divergence of their post-measurement probability distributions over all possible measurements (measured…

Outlier detection plays an essential role in many data-driven applications to identify isolated instances that are different from the majority. While many statistical learning and data mining techniques have been used for developing more…

Outlier detection is an important problem occurring in a wide range of areas. Outliers are the outcome of fraudulent behaviour, mechanical faults, human error, or simply natural deviations. Many data mining applications perform outlier…

When applying a statistical method in practice it often occurs that some observations deviate from the usual assumptions. However, many classical methods are sensitive to outliers. The goal of robust statistics is to develop methods that…

Outlier detection is a critical task in data mining, aimed at identifying objects that significantly deviate from the norm. Semi-supervised methods improve detection performance by leveraging partially labeled data but typically overlook…

Patterns that appear rarely or unusually in the data can be defined as outlier patterns. The basic idea behind detecting outlier patterns is comparison of their relative frequencies with frequent patterns. Their frequencies of appearance…

Anomalies in economic and financial data -- often linked to rare yet impactful events -- are of theoretical interest, but can also severely distort inference. Although outlier-robust methodologies can be used, many researchers prefer…

Classical discriminant analysis (DA) is based on the mean and empirical covariance matrix of each class, both of which are sensitive to outliers in the data. In the past the focus was on casewise outliers, that is, datapoints that lie far…

Recent advances in technology have brought major breakthroughs in data collection, enabling a large amount of data to be gathered over time and thus generating time series. Mining this data has become an important task for researchers and…

Outlier detection aims to find samples that behave differently from the majority of the data. Semi-supervised detection methods can utilize the supervision of partial labels, thus reducing false positive rates. However, most of the current…

The singular value decomposition is widely used to approximate data matrices with lower rank matrices. Feng and He [Ann. Appl. Stat. 3 (2009) 1634-1654] developed tests on dimensionality of the mean structure of a data matrix based on the…

Given pairwise comparisons between multiple items, how to rank them so that the ranking matches the observations? This problem, known as rank aggregation, has found many applications in sports, recommendation systems, and other web…

The human intelligence lies in the algorithm, the nature of algorithm lies in the classification, and the classification is equal to outlier detection. A lot of algorithms have been proposed to detect outliers, meanwhile a lot of…

Learning-based outlier (mismatched correspondence) rejection for robust 3D registration generally formulates the outlier removal as an inlier/outlier classification problem. The core for this to be successful is to learn the discriminative…