Related papers: Outlier-Robust Nonlinear Moving Horizon Estimation…

In this paper, we study joint state and parameter estimation for general nonlinear systems with uncertain parameters and persistent process and measurement noise. In particular, we are interested in stability properties of the resulting…

Data assimilation is the process to fuse information from priors, observations of nature, and numerical models, in order to obtain best estimates of the parameters or state of a physical system of interest. Presence of large errors in some…

This study deals with the problem of outliers in ordinal response model, which is a regression on ordered categorical data as the response variable. ``Outlier" means that the combination of ordered categorical data and its covariates is…

We propose a general approach to handle data contaminations that might disrupt the performance of feature selection and estimation procedures for high-dimensional linear models. Specifically, we consider the co-occurrence of mean-shift and…

Real-world network applications must cope with failing nodes, malicious attacks, or, somehow, nodes facing corrupted data --- classified as outliers. One enabling application is the geographic localization of the network nodes. However,…

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…

Learning in the presence of outliers is a fundamental problem in statistics. Until recently, all known efficient unsupervised learning algorithms were very sensitive to outliers in high dimensions. In particular, even for the task of robust…

Marginal maximum likelihood estimation (MMLE) in item response theory (IRT) is highly sensitive to aberrant responses, such as careless answering and random guessing, which can reduce estimation accuracy. To address this issue, this study…

We study the problem of outlier robust high-dimensional mean estimation under a finite covariance assumption, and more broadly under finite low-degree moment assumptions. We consider a standard stability condition from the recent robust…

This paper investigates the state estimation problem for linear systems subject to Gaussian noise, where the model parameters are unknown. By formulating and solving an optimization problem that incorporates both offline and online system…

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…

This paper proposes an algorithm that combines Fast Moving Horizon Parameter Estimation and Model Predictive Control subject to an observability constraint designed to ensure a lower bound on the performance of the parameter estimator.…

In this work, we introduce a sample- and data-based moving horizon estimation framework for linear systems. We perform state estimation in a sample-based fashion in the sense that we assume to have only few, irregular output measurements…

Random vector functional link (RVFL), a variant of single-layer feedforward neural network (SLFN), has garnered significant attention due to its lower computational cost and robustness to overfitting. Despite its advantages, the RVFL…

We present optimality results for robust Kalman filtering where robustness is understood in a distributional sense, i.e.; we enlarge the distribution assumptions made in the ideal model by suitable neighborhoods. This allows for outliers…

Ego-localization is a crucial task for autonomous vehicles. On the one hand, it needs to be very accurate, and on the other hand, very robust to provide reliable pose (position and orientation) information, even in challenging environments.…

Learning-based outlier (mismatched correspondence) rejection for robust 3D registration generally formulates the outlier removal as an inlier/outlier classification problem. The core for this to be successful is to learn the discriminative…

The problem of robust mean estimation in high dimensions is studied, in which a certain fraction (less than half) of the datapoints can be arbitrarily corrupted. Motivated by compressive sensing, the robust mean estimation problem is…

We propose a hybrid meta-learning framework for forecasting and anomaly detection in nonlinear dynamical systems characterized by nonstationary and stochastic behavior. The approach integrates a physics-inspired simulator that captures…

In this paper, an outlier elimination algorithm for ellipse/ellipsoid fitting is proposed. This two-stage algorithm employs a proximity-based outlier detection algorithm (using the graph Laplacian), followed by a model-based outlier…