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This paper is concerned with Bayesian inferential methods for data from controlled branching processes that account for model robustness through the use of disparities. Under regularity conditions, we establish that estimators built on…

Methodology · Statistics 2018-02-19 M. González , C. Minuesa , I. del Puerto , A. N. Vidyashankar

Ensemble techniques are powerful approaches that combine several weak learners to build a stronger one. As a meta-learning framework, ensemble techniques can easily be applied to many machine learning methods. Inspired by ensemble…

Machine Learning · Computer Science 2018-10-29 Hamideh Hajiabadi , Reza Monsefi , Hadi Sadoghi Yazdi

This paper concerns the robust regression model when the number of predictors and the number of observations grow in a similar rate. Theory for M-estimators in this regime has been recently developed by several authors [El Karoui et al.,…

Statistics Theory · Mathematics 2016-04-06 Daniel Nevo , Ya'acov Ritov

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

Traditional techniques for calculating outstanding claim liabilities such as the chain ladder are notoriously at risk of being distorted by outliers in past claims data. Unfortunately, the literature in robust methods of reserving is scant,…

Methodology · Statistics 2023-09-04 Benjamin Avanzi , Mark Lavender , Greg Taylor , Bernard Wong

This paper studies the design of mechanisms that are robust to misspecification. We introduce a novel notion of robustness that connects a variety of disparate approaches and study its implications in a wide class of mechanism design…

Theoretical Economics · Economics 2021-08-31 Giuseppe Lopomo , Luca Rigotti , Chris Shannon

In high-dimensional multivariate regression problems, enforcing low rank in the coefficient matrix offers effective dimension reduction, which greatly facilitates parameter estimation and model interpretation. However, commonly-used…

Statistics Theory · Mathematics 2017-07-18 Yiyuan She , Kun Chen

We introduce a methodology for robust Bayesian estimation with robust divergence (e.g., density power divergence or {\gamma}-divergence), indexed by a single tuning parameter. It is well known that the posterior density induced by robust…

Methodology · Statistics 2022-07-04 Shouto Yonekura , Shonosuke Sugasawa

We investigate the topics of sensitivity and robustness in feedforward and convolutional neural networks. Combining energy landscape techniques developed in computational chemistry with tools drawn from formal methods, we produce empirical…

Machine Learning · Statistics 2018-12-06 Timothy E. Wang , Yiming Gu , Dhagash Mehta , Xiaojun Zhao , Edgar A. Bernal

Many scientific and engineering problems require accurate models of dynamical systems with rare and extreme events. Such problems present a challenging task for data-driven modelling, with many naive machine learning methods failing to…

Machine Learning · Computer Science 2021-12-03 Samuel Rudy , Themistoklis Sapsis

We study the problem of assessing the robustness of counterfactual explanations for deep learning models. We focus on $\textit{plausible model shifts}$ altering model parameters and propose a novel framework to reason about the robustness…

Machine Learning · Computer Science 2024-07-11 Luca Marzari , Francesco Leofante , Ferdinando Cicalese , Alessandro Farinelli

Despite the enormous success of machine learning models in various applications, most of these models lack resilience to (even small) perturbations in their input data. Hence, new methods to robustify machine learning models seem very…

Machine Learning · Computer Science 2020-10-30 Fariborz Salehi , Babak Hassibi

Recently, adversarial deception becomes one of the most considerable threats to deep neural networks. However, compared to extensive research in new designs of various adversarial attacks and defenses, the neural networks' intrinsic…

Machine Learning · Computer Science 2019-05-13 Fuxun Yu , Zhuwei Qin , Chenchen Liu , Liang Zhao , Yanzhi Wang , Xiang Chen

Misclassification of binary responses, if ignored, may severely bias the maximum likelihood estimators (MLE) of regression parameters. For such data, a binary regression model incorporating misclassification probabilities is extensively…

Statistics Theory · Mathematics 2020-09-28 Arindam Chatterjee , Tathagata Bandyopadhyay , Sumanta Adhya

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

Outlier detection algorithms typically assign an outlier score to each observation in a dataset, indicating the degree to which an observation is an outlier. However, these scores are often not comparable across algorithms and can be…

Machine Learning · Computer Science 2024-10-31 Philipp Röchner , Henrique O. Marques , Ricardo J. G. B. Campello , Arthur Zimek , Franz Rothlauf

The presence of outlying observations may adversely affect statistical testing procedures that result in unstable test statistics and unreliable inferences depending on the distortion in parameter estimates. In spite of the fact that the…

Methodology · Statistics 2021-04-19 Beste Hamiye Beyaztas , Soutir Bandyopadhyay , Abhijit Mandal

Scalar-on-function logistic regression, where the response is a binary outcome and the predictor consists of random curves, has become a general framework to explore a linear relationship between the binary outcome and functional predictor.…

Methodology · Statistics 2022-04-07 Muge Mutis , Ufuk Beyaztas , Gulhayat Golbasi Simsek , Han Lin Shang

Despite the high performance achieved by deep neural networks on various tasks, extensive studies have demonstrated that small tweaks in the input could fail the model predictions. This issue of deep neural networks has led to a number of…

Machine Learning · Computer Science 2022-02-22 Ming-Chang Chiu , Xuezhe Ma

Data-driven models, especially deep learning classifiers often demonstrate great success on clean datasets. Yet, they remain vulnerable to common data distortions such as adversarial and common corruption perturbations. These perturbations…