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In data analysis, contamination caused by outliers is inevitable, and robust statistical methods are strongly demanded. In this paper, our concern is to develop a new approach for robust data analysis based on scoring rules. The scoring…

Statistics Theory · Mathematics 2013-11-22 Takafumi Kanamori , Hironori Fujisawa

State-space models (SSMs) are a popular tool for modeling animal abundances. Inference difficulties for simple linear SSMs are well known, particularly in relation to simultaneous estimation of process and observation variances. Several…

Populations and Evolution · Quantitative Biology 2019-09-20 Leo Polansky , Ken B. Newman , Lara Mitchell

We consider state estimation for networked systems where measurements from sensor nodes are contaminated by outliers. A new hierarchical measurement model is formulated for outlier detection by integrating the outlier-free measurement model…

Applications · Statistics 2022-11-08 Hongwei Wang , Hongbin Li , Wei Zhang , Junyi Zuo , Heping Wang , Jun Fang

We adaptively estimate both changepoints and local outlier processes in a Bayesian dynamic linear model with global-local shrinkage priors in a novel model we call Adaptive Bayesian Changepoints with Outliers (ABCO). We utilize a…

Methodology · Statistics 2024-03-15 Haoxuan Wu , Toryn L. J. Schafer , David S. Matteson

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

Radar sensors are emerging as solutions for perceiving surroundings and estimating ego-motion in extreme weather conditions. Unfortunately, radar measurements are noisy and suffer from mutual interference, which degrades the performance of…

Robotics · Computer Science 2023-03-06 Hyungtae Lim , Kawon Han , Gunhee Shin , Giseop Kim , Songcheol Hong , Hyun Myung

There are several methods for obtaining very robust estimates of regression parameters that asymptotically resist 50% of outliers in the data. Differences in the behaviour of these algorithms depend on the distance between the regression…

Methodology · Statistics 2014-05-21 Marco Riani , Anthony C. Atkinson , Domenico Perrotta

The curse of outlier measurements in estimation problems is a well known issue in a variety of fields. Therefore, outlier removal procedures, which enables the identification of spurious measurements within a set, have been developed for…

Information Theory · Computer Science 2017-08-02 Marco Compagnoni , Alessia Pini , Antonio Canclini , Paolo Bestagini , Fabio Antonacci , Stefano Tubaro , Augusto Sarti

Reliable and precise absolute positioning is necessary in the realm of Connected Automated Vehicles (CAV). Global Navigation Satellite Systems (GNSS) provides the foundation for absolute positioning. Recently enhanced Precise Point…

Systems and Control · Electrical Eng. & Systems 2024-12-09 Wang Hu , Jean-Bernard Uwineza , Jay A. Farrell

The validity of estimation and smoothing parameter selection for the wide class of generalized additive models for location, scale and shape (GAMLSS) relies on the correct specification of a likelihood function. Deviations from such…

Methodology · Statistics 2019-11-14 William H. Aeberhard , Eva Cantoni , Giampiero Marra , Rosalba Radice

This paper describes recursive algorithms for state estimation of linear dynamical systems when measurements are noisy with unknown bias and/or outliers. For situations with noisy and biased measurements, algorithms are proposed that…

Systems and Control · Electrical Eng. & Systems 2025-03-11 Krishan Mohan Nagpal

Nonparametric regression models offer a way to understand and quantify relationships between variables without having to identify an appropriate family of possible regression functions. Although many estimation methods for these models have…

Methodology · Statistics 2023-04-07 Matias Salibian-Barrera

State-space models (SSMs) are a highly expressive model class for learning patterns in time series data and for system identification. Deterministic versions of SSMs (e.g. LSTMs) proved extremely successful in modeling complex time series…

For many inference problems in statistics and econometrics, the unknown parameter is identified by a set of moment conditions. A generic method of solving moment conditions is the Generalized Method of Moments (GMM). However, classical GMM…

Machine Learning · Statistics 2021-10-18 Dhruv Rohatgi , Vasilis Syrgkanis

An outlier-resistance phase retrieval algorithm based on alternating direction method of multipliers (ADMM) is devised in this letter. Instead of the widely used least squares criterion that is only optimal for Gaussian noise environment,…

Information Theory · Computer Science 2017-02-22 Xue Jiang , H. C. So , X. Liu

This paper proposes a robust classification model, based on support vector machine (SVM), which simultaneously deals with outliers detection and feature selection. The classifier is built considering the ramp loss margin error and it…

Optimization and Control · Mathematics 2024-03-13 Marta Baldomero-Naranjo , Luisa I. Martínez-Merino , Antonio M. Rodríguez-Chía

Several algorithms have been proposed for discovering patterns from trajectories of moving objects, but only a few have concentrated on outlier detection. Existing approaches, in general, discover spatial outliers, and do not provide any…

Artificial Intelligence · Computer Science 2013-03-22 Vitor Cunha Fontes , Vania Bogorny

Advances in sensor technology have enabled the collection of large-scale datasets. Such datasets can be extremely noisy and often contain a significant amount of outliers that result from sensor malfunction or human operation faults. In…

Machine Learning · Computer Science 2018-08-28 Yu-Hsuan Kuo , Zhenhui Li , Daniel Kifer

Optimal transport (OT) is known to be sensitive against outliers because of its marginal constraints. Outlier robust OT variants have been proposed based on the definition that outliers are samples which are expensive to move. In this…

Machine Learning · Statistics 2022-06-27 Kilian Fatras

In recent years, there have been significant improvements in various forms of image outlier detection. However, outlier detection performance under adversarial settings lags far behind that in standard settings. This is due to the lack of…