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In this paper, we introduce a robust nonparametric density estimator combining the popular Kernel Density Estimation method and the Median-of-Means principle (MoM-KDE). This estimator is shown to achieve robustness to any kind of anomalous…

统计理论 · 数学 2020-07-01 Pierre Humbert , Batiste Le Bars , Ludovic Minvielle , Nicolas Vayatis

We obtain estimation error rates for estimators obtained by aggregation of regularized median-of-means tests, following a construction of Le Cam. The results hold with exponentially large probability -- as in the gaussian framework with…

统计理论 · 数学 2017-07-19 Lecué Guillaume , Lerasle Matthieu

ML-estimation based on mixtures of Normal distributions is a widely used tool for cluster analysis. However, a single outlier can make the parameter estimation of at least one of the mixture components break down. Among others, the…

统计理论 · 数学 2007-06-13 Christian Hennig

Missing data is pervasive in econometric applications, and rarely is it plausible that the data are missing (completely) at random. This paper proposes a methodology for studying the robustness of results drawn from incomplete datasets.…

计量经济学 · 经济学 2025-12-29 Daniel Ober-Reynolds

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…

统计理论 · 数学 2023-05-05 Pierre Alquier , Mathieu Gerber

Robustness in terms of outliers is an important topic and has been formally studied for a variety of problems in machine learning and computer vision. Generalized median computation is a special instance of consensus learning and a common…

机器学习 · 计算机科学 2025-03-10 Andreas Nienkötter , Sandro Vega-Pons , Xiaoyi Jiang

Robust estimators, like the median of a point set, are important for data analysis in the presence of outliers. We study robust estimators for locationally uncertain points with discrete distributions. That is, each point in a data set has…

离散数学 · 计算机科学 2018-03-14 Kevin Buchin , Jeff M. Phillips , Pingfan Tang

Clustering stands as one of the most prominent challenges in unsupervised machine learning. Among centroid-based methods, the classic $k$-means algorithm, based on Lloyd's heuristic, is widely used. Nonetheless, it is a well-known fact that…

机器学习 · 统计学 2025-01-30 Supratik Basu , Jyotishka Ray Choudhury , Debolina Paul , Swagatam Das

This article introduces trimmed estimators for the mean and covariance function of general functional data. The estimators are based on a new measure of outlyingness or data depth that is well defined on any metric space, although this…

统计方法学 · 统计学 2012-12-03 Daniel Gervini

We study the problem of robustly estimating the mean of a $d$-dimensional distribution given $N$ examples, where most coordinates of every example may be missing and $\varepsilon N$ examples may be arbitrarily corrupted. Assuming each…

数据结构与算法 · 计算机科学 2021-05-04 Lunjia Hu , Omer Reingold

The concept of statistical depth extends the notions of the median and quantiles to other statistical models. These procedures aim to formalize the idea of identifying deeply embedded fits to a model that are less influenced by…

统计理论 · 数学 2026-05-11 Jorge G. Adrover , Marcelo Ruiz

Machine learning and data analysis have been used in many robotics fields, especially for modelling. Data are usually the result of sensor measurements and, as such, they might be subjected to noise and outliers. The presence of outliers…

机器人学 · 计算机科学 2019-08-26 Francesco Cursi , Guang-Zhong Yang

The Median-of-Means (MoM) is a robust estimator widely used in machine learning that is known to be (minimax) optimal in scenarios where samples are i.i.d. In more grave scenarios, samples are contaminated by an adversary that can inspect…

机器学习 · 统计学 2025-10-10 Xabier de Juan , Santiago Mazuelas

Recent advances in center-based clustering continue to improve upon the drawbacks of Lloyd's celebrated $k$-means algorithm over $60$ years after its introduction. Various methods seek to address poor local minima, sensitivity to outliers,…

机器学习 · 统计学 2021-10-28 Debolina Paul , Saptarshi Chakraborty , Swagatam Das , Jason Xu

We propose a robust and scalable procedure for general optimization and inference problems on manifolds leveraging the classical idea of `median-of-means' estimation. This is motivated by ubiquitous examples and applications in modern data…

统计方法学 · 统计学 2020-06-16 Lizhen Lin , Drew Lazar , Bayan Sarpabayeva , David B. Dunson

In this paper, we propose a class of high breakdown point estimators for the linear regression model when the response variable contains censored observations. These estimators are robust against high-leverage outliers and they generalize…

统计理论 · 数学 2008-12-18 Matías Salibian-Barrera , Víctor J. Yohai

We formalize notions of robustness for composite estimators via the notion of a breakdown point. A composite estimator successively applies two (or more) estimators: on data decomposed into disjoint parts, it applies the first estimator on…

机器学习 · 计算机科学 2016-09-06 Pingfan Tang , Jeff M. Phillips

Many estimation problems in robotics, computer vision, and learning require estimating unknown quantities in the face of outliers. Outliers are typically the result of incorrect data association or feature matching, and it is common to have…

计算机视觉与模式识别 · 计算机科学 2021-03-25 Jingnan Shi , Heng Yang , Luca Carlone

Robust estimation of a mean vector, a topic regarded as obsolete in the traditional robust statistics community, has recently surged in machine learning literature in the last decade. The latest focus is on the sub-Gaussian performance and…

机器学习 · 统计学 2022-02-22 Yijun Zuo

The goal of compressed sensing is to estimate a high dimensional vector from an underdetermined system of noisy linear equations. In analogy to classical compressed sensing, here we assume a generative model as a prior, that is, we assume…

机器学习 · 统计学 2021-06-24 Ajil Jalal , Liu Liu , Alexandros G. Dimakis , Constantine Caramanis