相关论文: Robust machine learning by median-of-means : theor…
State estimation or filtering serves as a fundamental task to enable intelligent decision-making in applications such as autonomous vehicles, robotics, healthcare monitoring, smart grids, intelligent transportation, and predictive…
A weighted likelihood technique for robust estimation of a multivariate Wrapped Normal distribution for data points scattered on a p-dimensional torus is proposed. The occurrence of outliers in the sample at hand can badly compromise…
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…
We present an effective framework for improving the breakdown point of robust regression algorithms. Robust regression has attracted widespread attention due to the ubiquity of outliers, which significantly affect the estimation results.…
Standard machine learning is unable to accommodate inputs which do not belong to the training distribution. The resulting models often give rise to confident incorrect predictions which may lead to devastating consequences. This problem is…
There has been a surge of interest in developing robust estimators for models with heavy-tailed and bounded variance data in statistics and machine learning, while few works impose unbounded variance. This paper proposes two type of robust…
The paper algorithmizes the problem of regime change point identification for data measured in a system exhibiting impulsive behaviors. This is a fundamental challenge for annotation of measurement data relevant, e.g., for designing…
We study robust linear regression in high-dimension, when both the dimension $d$ and the number of data points $n$ diverge with a fixed ratio $\alpha=n/d$, and study a data model that includes outliers. We provide exact asymptotics for the…
In this paper, we propose the Minimum Regularized Covariance Trace (MRCT) estimator, a novel method for robust covariance estimation and functional outlier detection. The MRCT estimator employs a subset-based approach that prioritizes…
Health data are often not symmetric to be adequately modeled through the usual normal distributions; most of them exhibit skewed patterns. They can indeed be modeled better through the larger family of skew-normal distributions covering…
In data analysis, contamination caused by outliers is inevitable, and robust statistical methods are strongly demanded. In this paper, our concern is to develop a new approach for robust data analysis based on scoring rules. The scoring…
The combination of the Internet of Things and the Edge Computing gives many opportunities to support innovative applications close to end users. Numerous devices present in both infrastructures can collect data upon which various processing…
The loss function is crucial to machine learning, especially in supervised learning frameworks. It is a fundamental component that controls the behavior and general efficacy of learning algorithms. However, despite their widespread use,…
In a linear regression model with random design, we consider a family of candidate models from which we want to select a `good' model for prediction out-of-sample. We fit the models using block shrinkage estimators, and we focus on the…
In recent years, kernel density estimation has been exploited by computer scientists to model machine learning problems. The kernel density estimation based approaches are of interest due to the low time complexity of either O(n) or…
Linear mixed models (LMMs) are a popular class of methods for analyzing longitudinal and clustered data. However, such models can be sensitive to outliers, and this can lead to biased inference on model parameters and inaccurate prediction…
In recent years, the usage of ensemble learning in applications has grown significantly due to increasing computational power allowing the training of large ensembles in reasonable time frames. Many applications, e.g., malware detection,…
A robust estimator is proposed for the parameters that characterize the linear regression problem. It is based on the notion of shrinkages, often used in Finance and previously studied for outlier detection in multivariate data. A thorough…
Robust change-point detection for large-scale data streams has many real-world applications in industrial quality control, signal detection, biosurveillance. Unfortunately, it is highly non-trivial to develop efficient schemes due to three…
Representation learning has been widely studied in the context of meta-learning, enabling rapid learning of new tasks through shared representations. Recent works such as MAML have explored using fine-tuning-based metrics, which measure the…