Related papers: Robust Regression with Adaptive Contamination in R…
We study the fundamental problems of Gaussian mean estimation and linear regression with Gaussian covariates in the presence of Huber contamination. Our main contribution is the design of the first sample near-optimal and almost linear-time…
As one of the triumphs and milestones of robust statistics, Huber regression plays an important role in robust inference and estimation. It has also been finding a great variety of applications in machine learning. In a parametric setup, it…
We propose a robust Bayesian formulation of random feature (RF) regression that accounts explicitly for prior and likelihood misspecification via Huber-style contamination sets. Starting from the classical equivalence between…
Consider the problem of simultaneous estimation of location and variance matrix under Huber's contaminated Gaussian model. First, we study minimum $f$-divergence estimation at the population level, corresponding to a generative adversarial…
We investigate robust linear regression where data may be contaminated by an oblivious adversary, i.e., an adversary than may know the data distribution but is otherwise oblivious to the realizations of the data samples. This model has been…
Network experiments are powerful tools for studying spillover effects, which avoid endogeneity by randomly assigning treatments to units over networks. However, it is non-trivial to analyze network experiments properly without imposing…
In this paper, we develop connections between two seemingly disparate, but central, models in robust statistics: Huber's epsilon-contamination model and the heavy-tailed noise model. We provide conditions under which this connection…
We study the problem of robust estimation under heterogeneous corruption rates, where each sample may be independently corrupted with a known but non-identical probability. This setting arises naturally in distributed and federated…
In this paper, we study robust covariance estimation under the approximate factor model with observed factors. We propose a novel framework to first estimate the initial joint covariance matrix of the observed data and the factors, and then…
Robust estimation has played an important role in statistical and machine learning. However, its applications to functional linear regression are still under-developed. In this paper, we focus on Huber's loss with a diverging robustness…
Robustness under perturbation and contamination is a prominent issue in statistical learning. We address the robust nonlinear regression based on the so-called interval conditional value-at-risk (In-CVaR), which is introduced to enhance…
Big data can easily be contaminated by outliers or contain variables with heavy-tailed distributions, which makes many conventional methods inadequate. To address this challenge, we propose the adaptive Huber regression for robust…
Data analysis based on information from several sources is common in economic and biomedical studies. This setting is often referred to as the data fusion problem, which differs from traditional missing data problems since no complete data…
We consider the non-parametric regression problem under Huber's $\epsilon$-contamination model, in which an $\epsilon$ fraction of observations are subject to arbitrary adversarial noise. We first show that a simple local binning median…
The presence of data corruption in user-generated streaming data, such as social media, motivates a new fundamental problem that learns reliable regression coefficient when features are not accessible entirely at one time. Until now,…
A robust estimator for a wide family of mixtures of linear regression is presented. Robustness is based on the joint adoption of the Cluster Weighted Model and of an estimator based on trimming and restrictions. The selected model provides…
We study the problem of testing the covariance matrix of a high-dimensional Gaussian in a robust setting, where the input distribution has been corrupted in Huber's contamination model. Specifically, we are given i.i.d. samples from a…
Many biological high-throughput data sets, such as targeted amplicon-based and metagenomic sequencing data, are compositional in nature. A common exploratory data analysis task is to infer statistical associations between the…
The best subset selection (or "best subsets") estimator is a classic tool for sparse regression, and developments in mathematical optimization over the past decade have made it more computationally tractable than ever. Notwithstanding its…
Change point detection is becoming increasingly popular in many application areas. On one hand, most of the theoretically-justified methods are investigated in an ideal setting without model violations, or merely robust against identical…