相关论文: Robustness to outliers in location-scale parameter…

Bayesian methods have proven themselves to be successful across a wide range of scientific problems and have many well-documented advantages over competing methods. However, these methods run into difficulties for two major and prevalent…

Patterns that appear rarely or unusually in the data can be defined as outlier patterns. The basic idea behind detecting outlier patterns is comparison of their relative frequencies with frequent patterns. Their frequencies of appearance…

We study objective Bayesian inference for linear regression models with residual errors distributed according to the class of two-piece scale mixtures of normal distributions. These models allow for capturing departures from the usual…

A robust estimation framework for binary regression models is studied, aiming to extend traditional approaches like logistic regression models. While previous studies largely focused on logistic models, we explore a broader class of models…

We propose a residual randomization procedure designed for robust Lasso-based inference in the high-dimensional setting. Compared to earlier work that focuses on sub-Gaussian errors, the proposed procedure is designed to work robustly in…

Inference in the presence of outliers is an important field of research as outliers are ubiquitous and may arise across a variety of problems and domains. Bayesian optimization is method that heavily relies on probabilistic inference. This…

Assuming an exponential power distribution is one way to deal with outliers in regression and clustering, which can increase the robustness of the analysis. Gaussian distribution is a special case of an exponential distribution. And an…

Modern machine learning applications should be able to address the intrinsic challenges arising over inference on massive real-world datasets, including scalability and robustness to outliers. Despite the multiple benefits of Bayesian…

We identify a new phenomenon in neural network optimization which arises from the interaction of depth and a particular heavy-tailed structure in natural data. Our result offers intuitive explanations for several previously reported…

In this paper, we introduce reduced-bias estimators for the estimation of the tail index of a Pareto-type distribution. This is achieved through the use of a regularised weighted least squares with an exponential regression model for…

State-space models are pivotal for dynamic system analysis but often struggle with outlier data that deviates from Gaussian distributions, frequently exhibiting skewness and heavy tails. This paper introduces a robust extension utilizing…

Heavy-tailed distributions naturally occur in many real life problems. Unfortunately, it is typically not possible to compute inference in closed-form in graphical models which involve such heavy-tailed distributions. In this work, we…

Measurement outliers are unavoidable when solving real-world robot state estimation problems. A large family of robust loss functions (RLFs) exists to mitigate the effects of outliers, including newly developed adaptive methods that do not…

Heavy-tailed distributions are widely used in robust mixture modelling due to possessing thick tails. As a computationally tractable subclass of the stable distributions, sub-Gaussian $\alpha$-stable distribution received much interest in…

We provide a general and rigorous proof for the strong consistency of maximum likelihood estimators of the cumulative distribution function of the mixing distribution and structural parameter under finite mixtures of location-scale…

Sharp conditions for the presence of spectral outliers are well understood for Wigner random matrices with iid entries. In the setting of inhomogeneous symmetric random matrices (i.e., matrices with a non-trivial variance profile), the…

Beta regression models are employed to model continuous response variables in the unit interval, like rates, percentages, or proportions. Their applications rise in several areas, such as medicine, environment research, finance, and natural…

In many machine learning tasks, a common approach for dealing with large-scale data is to build a small summary, {\em e.g.,} coreset, that can efficiently represent the original input. However, real-world datasets usually contain outliers…

In disease mapping, the relative risk of a disease is commonly estimated across different areas within a region of interest. The number of cases in an area is often assumed to follow a Poisson distribution whose mean is decomposed as the…

We consider the problem of estimating the state transition matrix of a linear time-invariant (LTI) system, given access to multiple independent trajectories sampled from the system. Several recent papers have conducted a non-asymptotic…