Related papers: Robust outlier-adjusted mean-shift estimation of s…
In subjective assessment of image and video quality, observers rate or compare selected stimuli. Before calculating the mean opinion scores (MOS) for these stimuli from the ratings, it is recommended to identify and deal with outliers that…
We present a new framework for the robust estimation of latent time series models which is fairly general and, for example, covers models going from ARMA to state-space models. This approach provides estimators which are (i) consistent and…
We study robust linear regression in high-dimension, when both the dimension $d$ and the number of data points $n$ diverge with a fixed ratio $\alpha=n/d$, and study a data model that includes outliers. We provide exact asymptotics for the…
Impulsed noise outliers are data points that differs significantly from other observations.They are generally removed from the data set through local regression or Kalman filter algorithm.However, these methods, or their generalizations,…
In today's urban landscape, traffic congestion poses a critical challenge, especially during outlier scenarios. These outliers can indicate abrupt traffic peaks, drops, or irregular trends, often arising from factors such as accidents,…
Enhancing the stability of machine learning algorithms under distributional shifts is at the heart of the Out-of-Distribution (OOD) Generalization problem. Derived from causal learning, recent works of invariant learning pursue strict…
We propose a novel angular velocity estimation method to increase the robustness of Simultaneous Localization And Mapping (SLAM) algorithms against gyroscope saturations induced by aggressive motions. Field robotics expose robots to various…
Spatio-temporal disease mapping models are commonly used to estimate the relative risk of a disease over time and across areas. For each area and time point, the disease count is modelled with a Poisson distribution whose mean is the…
Euclidean embedding from noisy observations containing outlier errors is an important and challenging problem in statistics and machine learning. Many existing methods would struggle with outliers due to a lack of detection ability. In this…
Outlier detection is a significant area in data mining. It can be either used to pre-process the data prior to an analysis or post the processing phase (before visualization) depending on the effectiveness of the outlier and its importance.…
Many problems in signal processing require finding sparse solutions to under-determined, or ill-conditioned, linear systems of equations. When dealing with real-world data, the presence of outliers and impulsive noise must also be accounted…
Classical discriminant analysis assumes identically distributed training data, yet in many applications observations are collected over time and the class-conditional distributions drift. This population drift renders stationary classifiers…
Automatic detection of statistical outliers is facilitated through knowledge of the source distribution of regular observations. Since the population distribution is often unknown in practice, one approach is to apply a transformation to…
We derive a robust update rule for the online infinite hidden Markov model (iHMM) for when the streaming data contains outliers and the model is misspecified. Leveraging recent advances in generalised Bayesian inference, we define…
The presence of outliers in financial asset returns is a frequently occuring phenomenon and may lead to unreliable mean-variance optimized portfolios. This fact is due to the unbounded influence that outliers can have on the mean returns…
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…
State-space models (SSMs) provide a flexible framework for modelling time-series data. Consequently, SSMs are ubiquitously applied in areas such as engineering, econometrics and epidemiology. In this paper we provide a fast approach for…
We study the problem of robust subspace recovery (RSR) in the presence of adversarial outliers. That is, we seek a subspace that contains a large portion of a dataset when some fraction of the data points are arbitrarily corrupted. We first…
Outliers are ubiquitous in modern data sets. Distance-based techniques are a popular non-parametric approach to outlier detection as they require no prior assumptions on the data generating distribution and are simple to implement. Scaling…
In this paper, we propose a novel conceptual framework to detect outliers using optimal transport with a concave cost function. Conventional outlier detection approaches typically use a two-stage procedure: first, outliers are detected and…