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The paper addresses state estimation for linear discrete-time systems with binary (threshold) measurements. A Moving Horizon Estimation (MHE) approach is followed and different estimators, characterized by two different choices of the cost…

Systems and Control · Computer Science 2018-04-05 Giorgio Battistelli , Luigi Chisci , Stefano Gherardini

Quantiles and expectiles are determined by different loss functions: asymmetric least absolute deviation for quantiles and asymmetric squared loss for expectiles. This distinction ensures that quantile regression methods are robust to…

Methodology · Statistics 2025-10-08 Abdellah Atanane , Abdallah Mkhadri , Karim Oualkacha

Functional linear regression is a widely used approach to model functional responses with respect to functional inputs. However, classical functional linear regression models can be severely affected by outliers. We therefore introduce a…

Methodology · Statistics 2019-09-02 Harjit Hullait , David S. Leslie , Nicos G. Pavlidis , Steve King

We study a robust online convex optimization framework, where an adversary can introduce outliers by corrupting loss functions in an arbitrary number of rounds k, unknown to the learner. Our focus is on a novel setting allowing unbounded…

Machine Learning · Computer Science 2024-08-13 Adarsh Barik , Anand Krishna , Vincent Y. F. Tan

Functional logistic regression is a popular model to capture a linear relationship between binary response and functional predictor variables. However, many methods used for parameter estimation in functional logistic regression are…

Methodology · Statistics 2025-10-15 Berkay Akturk , Ufuk Beyaztas , Han Lin Shang

Parameter estimation of mixture regression model using the expectation maximization (EM) algorithm is highly sensitive to outliers. Here we propose a fast and efficient robust mixture regression algorithm, called Component-wise Adaptive…

Methodology · Statistics 2021-04-20 Wennan Chang , Xinyu Zhou , Yong Zang , Chi Zhang , Sha Cao

This paper fortifies the recently introduced hierarchical-optimization recursive least squares (HO-RLS) against outliers which contaminate infrequently linear-regression models. Outliers are modeled as nuisance variables and are estimated…

Machine Learning · Computer Science 2019-10-15 Konstantinos Slavakis , Sinjini Banerjee

Spatial perception is the backbone of many robotics applications, and spans a broad range of research problems, including localization and mapping, point cloud alignment, and relative pose estimation from camera images. Robust spatial…

Machine Learning · Statistics 2019-07-31 Vasileios Tzoumas , Pasquale Antonante , Luca Carlone

We propose a moving horizon estimation scheme to estimate the states and the unknown constant parameters of general nonlinear uncertain discrete-time systems. The proposed framework and analysis explicitly do not involve the a priori…

Systems and Control · Electrical Eng. & Systems 2025-12-22 Julian D. Schiller , Matthias A. Müller

Robust M-estimation uses loss functions, such as least absolute deviation (LAD), quantile loss and Huber's loss, to construct its objective function, in order to for example eschew the impact of outliers, whereas the difficulty in analysing…

Econometrics · Economics 2023-01-18 Chaohua Dong , Jiti Gao , Yundong Tu , Bin Peng

We present an adaptive regularization scheme for optimizing composite energy functionals arising in image analysis problems. The scheme automatically trades off data fidelity and regularization depending on the current data fit during the…

Computer Vision and Pattern Recognition · Computer Science 2017-05-10 Byung-Woo Hong , Ja-Keoung Koo , Martin Burger , Stefano Soatto

In this paper, a new nonlinear identification framework is proposed to address the issue of off-line computation of moving-horizon observer estimate. The proposed structure merges the advantages of nonlinear approximators with the efficient…

Systems and Control · Computer Science 2016-11-17 Mazen Alamir

State estimation of dynamical systems from noisy observations is a fundamental task in many applications. It is commonly addressed using the linear Kalman filter (KF), whose performance can significantly degrade in the presence of outliers…

Signal Processing · Electrical Eng. & Systems 2024-08-27 Shunit Truzman , Guy Revach , Nir Shlezinger , Itzik Klein

We study the robustness properties of $\ell_1$ norm minimization for the classical linear regression problem with a given design matrix and contamination restricted to the dependent variable. We perform a fine error analysis of the $\ell_1$…

Optimization and Control · Mathematics 2014-02-26 Salvador Flores , Luis M. Briceno-Arias

In linear regression, the least squares (LS) estimator has certain optimality properties if the errors are normally distributed. This assumption is often violated in practice, partly caused by data outliers. Robust estimators can cope with…

Methodology · Statistics 2020-07-01 Sukru Acitas , Peter Filzmoser , Birdal Senoglu

Most multivariate outlier detection procedures ignore the spatial dependency of observations, which is present in many real data sets from various application areas. This paper introduces a new outlier detection method that accounts for a…

Methodology · Statistics 2024-01-25 Patricia Puchhammer , Peter Filzmoser

Semi-functional linear regression models postulate a linear relationship between a scalar response and a functional covariate, and also include a non-parametric component involving a univariate explanatory variable. It is of practical…

Methodology · Statistics 2023-08-08 Graciela Boente , Matias Salibian-Barrera , Pablo Vena

Coping with outliers contaminating dynamical processes is of major importance in various applications because mismatches from nominal models are not uncommon in practice. In this context, the present paper develops novel fixed-lag and…

Systems and Control · Computer Science 2018-11-29 Shahrokh Farahmand , Georgios B. Giannakis , Daniele Angelosante

Many problems in robotics, such as estimating the state from noisy sensor data or aligning two point clouds, can be posed and solved as least-squares problems. Unfortunately, vanilla nonminimal solvers for least-squares problems are…

Robotics · Computer Science 2024-07-31 Kyungmin Jung , Thomas Hitchcox , James Richard Forbes

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…