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We study the problem of robust linear regression with response variable corruptions. We consider the oblivious adversary model, where the adversary corrupts a fraction of the responses in complete ignorance of the data. We provide a nearly…

Machine Learning · Computer Science 2019-03-21 Arun Sai Suggala , Kush Bhatia , Pradeep Ravikumar , Prateek Jain

In many applications, data is collected in batches, some of which are corrupt or even adversarial. Recent work derived optimal robust algorithms for estimating discrete distributions in this setting. We consider a general framework of…

Machine Learning · Statistics 2020-02-26 Ayush Jain , Alon Orlitsky

By introducing a weight function into the density power divergence, we develop a new class of robust and smooth estimators for the tail index of Pareto-type distributions, offering improved efficiency in the presence of outliers. These…

Statistics Theory · Mathematics 2025-07-25 Saida Mancer , Abdelhakim Necir , Djamel Meraghni

This work studies the problem of separate random number generation from correlated general sources with side information at the tester under the criterion of statistical distance. Tight one-shot lower and upper performance bounds are…

Information Theory · Computer Science 2016-05-02 Shengtian Yang

We give a general unified method that can be used for $L_1$ {\em closeness testing} of a wide range of univariate structured distribution families. More specifically, we design a sample optimal and computationally efficient algorithm for…

Data Structures and Algorithms · Computer Science 2015-08-25 Ilias Diakonikolas , Daniel M. Kane , Vladimir Nikishkin

In this paper we describe how MAP inference can be used to sample efficiently from Gibbs distributions. Specifically, we provide means for drawing either approximate or unbiased samples from Gibbs' distributions by introducing low…

Machine Learning · Computer Science 2013-10-01 Tamir Hazan , Subhransu Maji , Tommi Jaakkola

Randomness extractors and error correcting codes are fundamental objects in computer science. Recently, there have been several natural generalizations of these objects, in the context and study of tamper resilient cryptography. These are…

Cryptography and Security · Computer Science 2015-05-04 Eshan Chattopadhyay , Vipul Goyal , Xin Li

Samplers are the backbone of the implementations of any randomised algorithm. Unfortunately, obtaining an efficient algorithm to test the correctness of samplers is very hard to find. Recently, in a series of works, testers like…

Data Structures and Algorithms · Computer Science 2023-12-19 Rishiraj Bhattacharyya , Sourav Chakraborty , Yash Pote , Uddalok Sarkar , Sayantan Sen

Robust inference for stochastic dynamical systems is often hampered by sparse sampling and the absence of closed-form likelihoods. We introduce a Monte Carlo path-inference framework that leverages full-path statistics and bridge processes…

Statistical Mechanics · Physics 2025-10-07 Javier Aguilar , Miguel A. Muñoz , Sandro Azaele

Generalized Linear Models are routinely used in data analysis. The classical procedures for estimation are based on Maximum Likelihood and it is well known that the presence of outliers can have a large impact on this estimator. Robust…

Computation · Statistics 2017-10-02 Marina Valdora , Claudio Agostinelli , Victor J. Yohai

This paper proposes minimum distance inference for a structural parameter of interest, which is robust to the lack of identification of other structural nuisance parameters. Some choices of the weighting matrix lead to asymptotic…

Econometrics · Economics 2023-10-10 Joan Alegre , Juan Carlos Escanciano

Many modern datasets are collected automatically and are thus easily contaminated by outliers. This led to a regain of interest in robust estimation, including new notions of robustness such as robustness to adversarial contamination of the…

Statistics Theory · Mathematics 2023-05-05 Pierre Alquier , Mathieu Gerber

Probabilistic models often use neural networks to control their predictive uncertainty. However, when making out-of-distribution (OOD)} predictions, the often-uncontrollable extrapolation properties of neural networks yield poor uncertainty…

Machine Learning · Computer Science 2022-01-19 Pierre Segonne , Yevgen Zainchkovskyy , Søren Hauberg

We consider the problem of uniform sampling of points on an algebraic variety. Specifically, we develop a randomized algorithm that, given a small set of multivariate polynomials over a sufficiently large finite field, produces a common…

Data Structures and Algorithms · Computer Science 2009-02-10 Mahdi Cheraghchi , Amin Shokrollahi

We introduce a framework for the control of discrete-time switched stochastic systems with uncertain distributions. In particular, we consider stochastic dynamics with additive noise whose distribution lies in an ambiguity set of…

Systems and Control · Electrical Eng. & Systems 2024-05-21 Ibon Gracia , Dimitris Boskos , Morteza Lahijanian , Luca Laurenti , Manuel Mazo

Robust statistics traditionally focuses on outliers, or perturbations in total variation distance. However, a dataset could be corrupted in many other ways, such as systematic measurement errors and missing covariates. We generalize the…

Statistics Theory · Mathematics 2020-12-15 Banghua Zhu , Jiantao Jiao , Jacob Steinhardt

We give a sharp lower bound on the capacity of a real stable polynomial, depending only on the value of its gradient at $x = 1$. This result implies a sharp improvement to a similar inequality proved by Linial-Samorodnitsky-Wigderson in…

Combinatorics · Mathematics 2022-09-23 Leonid Gurvits , Jonathan Leake

Out-of-distribution (OOD) detection is an important task in machine learning systems for ensuring their reliability and safety. Deep probabilistic generative models facilitate OOD detection by estimating the likelihood of a data sample.…

Machine Learning · Computer Science 2021-06-16 Jaemoo Choi , Changyeon Yoon , Jeongwoo Bae , Myungjoo Kang

Generative models at times produce "invalid" outputs, such as images with generation artifacts and unnatural sounds. Validity-constrained distribution learning attempts to address this problem by requiring that the learned distribution have…

Machine Learning · Computer Science 2024-10-22 Nick Rittler , Kamalika Chaudhuri

We use the generating function approach to derive simple expressions for the factorial moments of the distance distribution over Reed-Solomon codes. We obtain better upper bounds for the error term of a counting formula given by Li and Wan,…

Information Theory · Computer Science 2022-05-06 Zhicheng Gao , Jiyou Li