相关论文: Robust Modifications of U-statistics and Applicati…

We study the problem of high-dimensional linear regression in a robust model where an $\epsilon$-fraction of the samples can be adversarially corrupted. We focus on the fundamental setting where the covariates of the uncorrupted samples are…

This paper considers the problem of robustly estimating a structured covariance matrix with an elliptical underlying distribution with known mean. In applications where the covariance matrix naturally possesses a certain structure, taking…

The problem of estimating the covariance matrix $\Sigma$ of a $p$-variate distribution based on its $n$ observations arises in many data analysis contexts. While for $n>p$, the classical sample covariance matrix $\hat{\Sigma}_n$ is a good…

We study the problem of computationally efficient robust estimation of the covariance/scatter matrix of elliptical distributions -- that is, affine transformations of spherically symmetric distributions -- under the strong contamination…

In the theory of quantum dynamical filtering, one of the biggest issues is that the underlying system dynamics represented by a quantum stochastic differential equation must be known exactly in order that the corresponding filter provides…

In the paper, we consider the problem of robust approximation of transfer Koopman and Perron-Frobenius (P-F) operators from noisy time series data. In most applications, the time-series data obtained from simulation or experiment is…

Due to the increasing recording capability, functional data analysis has become an important research topic. For functional data the study of outlier detection and/or the development of robust statistical procedures has started recently.…

Robust test statistics for the two-way MANOVA based on the minimum covariance determinant (MCD) estimator are proposed as alternatives to the classical Wilks' Lambda test statistics which are well known to be very sensitive to outliers as…

Given finite i.i.d.~samples in a Hilbert space with zero mean and trace-class covariance operator $\Sigma$, the problem of recovering the spectral projectors of $\Sigma$ naturally arises in many applications. In this paper, we consider the…

Many engineering systems are subject to spatially distributed uncertainty, i.e. uncertainty that can be modeled as a random field. Altering the mean or covariance of this uncertainty will in general change the statistical distribution of…

In this work, we consider the problem of bounding the values of a covariance function corresponding to a continuous-time stationary stochastic process or signal. Specifically, for two signals whose covariance functions agree on a finite…

We consider the problem of estimating the mean of a random vector based on $N$ independent, identically distributed observations. We prove the existence of an estimator that has a near-optimal error in all directions in which the variance…

In observational causal inference, domain knowledge often leaves multiple covariate adjustments plausible, yet which sets satisfy ignorability is untestable. Different adjustment sets can yield conflicting estimates of the average treatment…

Analysis of random censored life-time data along with some related stochastic covariables is of great importance in many applied sciences like medical research, population studies and planning etc. The parametric estimation technique…

This paper deals with the problem of outliers in high frequency observation data from diffusion processes. Robust estimation methods are needed because the inclusion of outliers can lead to incorrect statistical inference even in the…

Robust estimators of large covariance matrices are considered, comprising regularized (linear shrinkage) modifications of Maronna's classical M-estimators. These estimators provide robustness to outliers, while simultaneously being…

Shrinkage estimators of covariance are an important tool in modern applied and theoretical statistics. They play a key role in regularized estimation problems, such as ridge regression (aka Tykhonov regularization), regularized discriminant…

G-computation has become a widely used robust method for estimating unconditional (marginal) treatment effects with covariate adjustment in the analysis of randomized clinical trials. Statistical inference in this context typically relies…

Descriptive statistics for parametric models are currently highly sensative to departures, gross errors, and/or random errors. Here, leveraging the structures of parametric distributions and their central moment kernel distributions, a…

In clinical trials, there is potential to improve precision and reduce the required sample size by appropriately adjusting for baseline variables in the statistical analysis. This is called covariate adjustment. Despite recommendations by…