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This note investigates the problem of detecting outliers in longitudinal data. It compares well-known methods used in official statistics with proposals from the fields of data mining and machine learning that are based on the distance…

Methodology · Statistics 2025-07-30 Marcello D'Orazio

There is an increasing interest in estimating heterogeneity in causal effects in randomized and observational studies. However, little research has been conducted to understand heterogeneity in an instrumental variables study. In this work,…

Methodology · Statistics 2021-01-20 Michael Johnson , Jiongyi Cao , Hyunseung Kang

Out-of-distribution detection (OOD) deals with anomalous input to neural networks. In the past, specialized methods have been proposed to reject predictions on anomalous input. Similarly, it was shown that feature extraction models in…

Machine Learning · Computer Science 2022-01-25 Jan Diers , Christian Pigorsch

In statistics and machine learning, the traditional meaning of the terms `outlier' and `anomaly' is a case in the dataset that behaves differently from the bulk of the data. This raises suspicion that it may belong to a different…

Methodology · Statistics 2026-04-17 Mia Hubert , Jakob Raymaekers , Peter J. Rousseeuw

Unsupervised learning methods are well established in the area of anomaly detection and achieve state of the art performances on outlier datasets. Outliers play a significant role, since they bear the potential to distort the predictions of…

Machine Learning · Computer Science 2024-07-02 Andreas Lohrer , Daniyal Kazempour , Maximilian Hünemörder , Peer Kröger

We investigate the performance of robust estimates of multivariate location under nonstandard data contamination models such as componentwise outliers (i.e., contamination in each variable is independent from the other variables). This…

Statistics Theory · Mathematics 2009-03-04 Fatemah Alqallaf , Stefan Van Aelst , Victor J. Yohai , Ruben H. Zamar

Multivariable Mendelian randomization estimates the causal effect of multiple exposures on an outcome, typically using summary statistics of genetic variant associations. However, exposures of interest in Mendelian randomization…

Methodology · Statistics 2022-03-17 Jiazheng Zhu , Stephen Burgess , Andrew J. Grant

The presence of outliers is prevalent in machine learning applications and may produce misleading results. In this paper a new method for dealing with outliers and anomal samples is proposed. To overcome the outlier issue, the proposed…

Machine Learning · Computer Science 2016-07-05 Parsa Bagherzadeh , Hadi Sadoghi Yazdi

This paper tackles the challenge of detecting unreliable behavior in regression algorithms, which may arise from intrinsic variability (e.g., aleatoric uncertainty) or modeling errors (e.g., model uncertainty). First, we formally introduce…

Machine Learning · Computer Science 2024-06-12 Andres Altieri , Marco Romanelli , Georg Pichler , Florence Alberge , Pablo Piantanida

A core data-centric learning challenge is the identification of training samples that are detrimental to model performance. Influence functions serve as a prominent tool for this task and offer a robust framework for assessing training data…

Machine Learning · Computer Science 2025-11-04 Anshuman Chhabra , Bo Li , Jian Chen , Prasant Mohapatra , Hongfu Liu

Instrumental variable methods have been widely used to identify causal effects in the presence of unmeasured confounding. A key identification condition known as the exclusion restriction states that the instrument cannot have a direct…

Methodology · Statistics 2022-08-05 Baoluo Sun , Yifan Cui , Eric Tchetgen Tchetgen

Outlying observations can be challenging to handle and adversely affect subsequent analyses, especially in data with increasing dimensional complexity. Although outliers are not always undesired anomalies in the data and may possess…

Methodology · Statistics 2025-09-18 Anthony-Alexander Christidis , Gabriela Cohen-Freue

We consider models for network indexed multivariate data involving a dependence between variables as well as across graph nodes. In the framework of these models, we focus on outliers detection and introduce the concept of edgewise…

Methodology · Statistics 2023-07-24 Christopher Rieser , Anne Ruiz-Gazen , Christine Thomas-Agnan

Deep generative models (DGMs) seem a natural fit for detecting out-of-distribution (OOD) inputs, but such models have been shown to assign higher probabilities or densities to OOD images than images from the training distribution. In this…

Machine Learning · Computer Science 2021-07-20 Lily H. Zhang , Mark Goldstein , Rajesh Ranganath

The impact of AI models on marginalized communities has traditionally been measured by identifying performance differences between specified demographic subgroups. Though this approach aims to center vulnerable groups, it risks obscuring…

Computation and Language · Computer Science 2023-12-05 Vyoma Raman , Eve Fleisig , Dan Klein

We investigate a robust penalized logistic regression algorithm based on a minimum distance criterion. Influential outliers are often associated with the explosion of parameter vector estimates, but in the context of standard logistic…

Methodology · Statistics 2014-02-21 Eric C. Chi , David W. Scott

Alcohol misuse is a key target of public health strategies aimed at reducing cardiovascular risk. The effect of excessive alcohol consumption on blood pressure may vary systematically with individuals' unobserved propensity to engage in…

Methodology · Statistics 2026-03-11 Ashish Patel , Francis J DiTraglia , Stephen Burgess

We study the problem of estimating the means of well-separated mixtures when an adversary may add arbitrary outliers. While strong guarantees are available when the outlier fraction is significantly smaller than the minimum mixing weight,…

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…

Methodology · Statistics 2025-09-01 Monica Billio , Roberto Casarin , Fausto Corradin , Antonio Peruzzi

Real data often contain anomalous cases, also known as outliers. These may spoil the resulting analysis but they may also contain valuable information. In either case, the ability to detect such anomalies is essential. A useful tool for…

Machine Learning · Statistics 2021-01-13 Peter J. Rousseeuw , Mia Hubert
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