相关论文: Divergence-based robust inference under proportion…

The most popular hypothesis testing procedure, the likelihood ratio test, is known to be highly non-robust in many real situations. Basu et al. (2013a) provided an alternative robust procedure of hypothesis testing based on the density…

This paper is concerned with Bayesian inferential methods for data from controlled branching processes that account for model robustness through the use of disparities. Under regularity conditions, we establish that estimators built on…

This paper considers inference in a linear instrumental variable regression model with many potentially weak instruments, in the presence of heterogeneous treatment effects. I first show that existing test procedures, including those that…

The semi-parametric Cox proportional hazards regression model has been widely used for many years in several applied sciences. However, a fully parametric proportional hazards model, if appropriately assumed, can often lead to more…

Reliable inference for spatial regression remains challenging because it requires the correct specification of the spatial dependence structure, the mean trend, and the error distribution. Existing parametric testing methods rely on…

We define a general V-fold cross-validation type method based on robust tests, which is an extension of the hold-out defined by Birg{\'e} [7, Section 9]. We give some theoretical results showing that, under some weak assumptions on the…

While the traditional viewpoint in machine learning and statistics assumes training and testing samples come from the same population, practice belies this fiction. One strategy -- coming from robust statistics and optimization -- is thus…

The inflated beta regression model is widely used for modeling continuous proportions with values at the boundaries. Maximum likelihood estimation for these models is well-known for its sensitivity to outliers, which can severely distort…

While robust divergence such as density power divergence and $\gamma$-divergence is helpful for robust statistical inference in the presence of outliers, the tuning parameter that controls the degree of robustness is chosen in a…

We are interested in the problem of robust parametric estimation of a density from $n$ i.i.d. observations. By using a practice-oriented procedure based on robust tests, we build an estimator for which we establish non-asymptotic risk…

In reliability and life testing when the exponentially distributed components are put in series, it is generally assumed that the lifetimes of the components are independently distributed, which leads to some errors if they are not actually…

P-hacking poses challenges to traditional hypothesis testing. In this paper, we propose a robust method for the one-sample significance test that can protect against p-hacking from sample manipulation. Precisely, assuming a sequential…

Simulator-based models are models for which the likelihood is intractable but simulation of synthetic data is possible. They are often used to describe complex real-world phenomena, and as such can often be misspecified in practice.…

We introduce estimation and test procedures through divergence optimization for discrete or continuous parametric models. This approach is based on a new dual representation for divergences. We treat point estimation and tests for simple…

Model selection is a cornerstone of statistical inference, where information criteria are widely employed to balance model fit and complexity. However, classical likelihood-based criteria are often highly sensitive to contamination,…

Disagreement between two classifiers regarding the class membership of an observation in pattern recognition can be indicative of an anomaly and its nuance. As in general classifiers base their decision on class aposteriori probabilities,…

We introduce a methodology for robust Bayesian estimation with robust divergence (e.g., density power divergence or {\gamma}-divergence), indexed by a single tuning parameter. It is well known that the posterior density induced by robust…

We propose and investigate probabilistic guarantees for the adversarial robustness of classification algorithms. While traditional formal verification approaches for robustness are intractable and sampling-based approaches do not provide…

Hypothesis testing for small-sample scenarios is a practically important problem. In this paper, we investigate the robust hypothesis testing problem in a data-driven manner, where we seek the worst-case detector over distributional…

We propose a robust risk measurement approach that minimizes the expectation of overestimation plus underestimation costs. We consider uncertainty by taking the supremum over a collection of probability measures, relating our approach to…