Related papers: Robust Twoblock Simultaneous Dimension Reduction

The principal support vector machines method (Li et al., 2011) is a powerful tool for sufficient dimension reduction that replaces original predictors with their low-dimensional linear combinations without loss of information. However, the…

In this paper, we focus our attention on the high-dimensional double sparse linear regression, that is, a combination of element-wise and group-wise sparsity. To address this problem, we propose an IHT-style (iterative hard thresholding)…

A novel elastic time distance for sparse multivariate functional data is proposed and used to develop a robust distance-based two-layer partition clustering method. With this proposed distance, the new approach not only can detect correct…

The generalized linear model (GLM) plays a key role in regression analyses. In high-dimensional data, the sparse GLM has been used but it is not robust against outliers. Recently, the robust methods have been proposed for the specific…

In observational studies, covariates with substantial missing data are often omitted, despite their strong predictive capabilities. These excluded covariates are generally believed not to simultaneously affect both treatment and outcome,…

Empirical regression discontinuity (RD) studies often include covariates in their specifications to increase the precision of their estimates. In this paper, we propose a novel class of estimators that use such covariate information more…

High-dimensional data subject to heavy-tailed phenomena and heterogeneity are commonly encountered in various scientific fields and bring new challenges to the classical statistical methods. In this paper, we combine the asymmetric square…

We introduce the Strategic Doubly Robust (SDR) estimator, a novel framework that integrates strategic equilibrium modeling with doubly robust estimation for causal inference in strategic environments. SDR addresses endogenous treatment…

We propose a novel and unsupervised representation learning model, i.e., Robust Block-Diagonal Adaptive Locality-constrained Latent Representation (rBDLR). rBDLR is able to recover multi-subspace structures and extract the adaptive…

Reduced rank regression (RRR) is a fundamental tool for modeling multiple responses through low-dimensional latent structures, offering both interpretability and strong predictive performance in high-dimensional settings. Classical RRR…

Sparse linear regression methods such as Lasso require a tuning parameter that depends on the noise variance, which is typically unknown and difficult to estimate in practice. In the presence of heavy-tailed noise or adversarial outliers,…

When outcomes are missing for reasons beyond an investigator's control, there are two different ways to adjust a parameter estimate for covariates that may be related both to the outcome and to missingness. One approach is to model the…

We explore the connection between outlier-robust high-dimensional statistics and non-convex optimization in the presence of sparsity constraints, with a focus on the fundamental tasks of robust sparse mean estimation and robust sparse PCA.…

Adversarially robust learning aims to design algorithms that are robust to small adversarial perturbations on input variables. Beyond the existing studies on the predictive performance to adversarial samples, our goal is to understand…

Dimension reduction is widely regarded as an effective way for decreasing the computation, storage and communication loads of data-driven intelligent systems, leading to a growing demand for statistical methods that allow analysis (e.g.,…

This monograph develops a comprehensive statistical learning framework that is robust to (distributional) perturbations in the data using Distributionally Robust Optimization (DRO) under the Wasserstein metric. Beginning with fundamental…

We propose a sparse regression method based on the non-concave penalized density power divergence loss function which is robust against infinitesimal contamination in very high dimensionality. Present methods of sparse and robust regression…

Distributionally robust optimization (DRO) has become a powerful framework for estimation under uncertainty, offering strong out-of-sample performance and principled regularization. In this paper, we propose a DRO-based method for linear…

Modern high-dimensional methods often adopt the "bet on sparsity" principle, while in supervised multivariate learning statisticians may face "dense" problems with a large number of nonzero coefficients. This paper proposes a novel…

This paper presents an innovative approach to dimensionality reduction and feature extraction in high-dimensional datasets, with a specific application focus on wood surface defect detection. The proposed framework integrates sparse…