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

This paper is based on our personal notes for the short course we gave on January 5, 2017 at Institut Henri Poincar\'e, after an invitation of the SFdS. Our purpose is to give an overview of the method of $\rho$-estimation and of the…

Data on rates, percentages or proportions arise frequently in many different applied disciplines like medical biology, health care, psychology and several others. In this paper, we develop a robust inference procedure for the beta…

Safety evaluation of self-driving technologies has been extensively studied. One recent approach uses Monte Carlo based evaluation to estimate the occurrence probabilities of safety-critical events as safety measures. These Monte Carlo…

We present a new framework to address the non-convex robust hypothesis testing problem, wherein the goal is to seek the optimal detector that minimizes the maximum of worst-case type-I and type-II risk functions. The distributional…

This paper studies hypothesis testing and parameter estimation in the context of the divide and conquer algorithm. In a unified likelihood based framework, we propose new test statistics and point estimators obtained by aggregating various…

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…

Multi-arm bandit experimental designs are increasingly being adopted over standard randomized trials due to their potential to improve outcomes for study participants, enable faster identification of the best-performing options, and/or…

In this note, I define error exponents and strong converse exponents for the tasks of distinguishability distillation and dilution. These are counterparts to the one-shot distillable distinguishability and the one-shot distinguishability…

We consider a class of semiparametric regression models which are one-parameter extensions of the Cox [J. Roy. Statist. Soc. Ser. B 34 (1972) 187-220] model for right-censored univariate failure times. These models assume that the hazard…

In safety-critical deep learning applications, robustness measures the ability of neural models that handle imperceptible perturbations in input data, which may lead to potential safety hazards. Existing pre-deployment robustness assessment…

Usually, methods evaluating system reliability require engineers to quantify the reliability of each of the system components. For series and parallel systems, there are some options to handle the estimation of each component's reliability.…

In this paper, by proposing two new kinds of distributional uncertainty sets, we explore robustness of distortion risk measures against distributional uncertainty. To be precise, we first consider a distributional uncertainty set which is…

Complex simulator-based models are now routinely used to perform inference across the sciences and engineering, but existing inference methods are often unable to account for outliers and other extreme values in data which occur due to…

This paper illustrates the use of selected robust estimators of covariance or correlation in the identification of anomalous laboratory results in inter-laboratory data. It is shown that robust estimators can substantially reduce the impact…

Preserving the robustness of the procedure has, at the present time, become almost a default requirement for statistical data analysis. Since efficiency at the model and robustness under misspecification of the model are often in conflict,…

We develop an averaging approach to robust risk measurement under payoff uncertainty. Instead of taking a worst-case value over an uncertainty neighborhood, we weight nearby payoffs more heavily under a chosen metric and average the…

This paper provides an overview of current approaches for solving inverse problems in imaging using variational methods and machine learning. A special focus lies on point estimators and their robustness against adversarial perturbations.…

We discuss the use of likelihood asymptotics for inference on risk measures in univariate extreme value problems, focusing on estimation of high quantiles and similar summaries of risk for uncertainty quantification. We study whether…

Reliability inference based on parametric distributions is an important problem in electrical and mechanical engineering. Most existing methods rely on approximations or bootstrap procedures, which may not perform satisfactorily when data…

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…