- Heavy Tail Robust Estimation and Inference for Average Treatment Effects
2024/12/11 by Jonathan B. Hill, Hill, Jonathan B., Saraswata Chaudhuri +1 · 2 citations
Mathematics · #62F12 #62F35 #Advanced Causal Inference Techniques #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistical Methods and Inference #Statistical Methods in Clinical Trials #Statistics Theory (math.ST)
- Robustness Auditing for Linear Regression: To Singularity and Beyond
2024/10/10 by Ittai Rubinstein, Rubinstein, Ittai, Samuel B. Hopkins +1 · 4 citations
Mathematics · #62F35 #62J05 #68W99 #Advanced Statistical Methods and Models #F.2.2 #FOS: Computer and information sciences #G.3 #I.2.6 #Machine Learning (cs.LG)
- Adaptive Gaussian Process Regression for Bayesian inverse problems
2024/04/30 by Villani, Paolo, Unger, Jörg, Weiser, Martin · 1 citation
#60G15 #62F15 #62F35 #65N21 #FOS: Mathematics #Numerical Analysis (math.NA)
- Accounting statement analysis at industry level. A gentle introduction to the compositional approach
2023/05/26 by Coenders, Germà, Serrat, Núria Arimany · 1 citation
#62A09 #62F35 #62H25 #62H30 #62J05 #62P05 #Applications (stat.AP) #FOS: Computer and information sciences #FOS: Economics and business #Methodology (stat.ME) #Statistical Finance (q-fin.ST)
- Optimal parameter estimation for linear SPDEs from multiple measurements
2022/11/04 by Altmeyer, Randolf, Tiepner, Anton, Wahl, Martin · 2 citations
#60F05 #60H15 #62F12 #62F35 #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
- New financial ratios based on the compositional data methodology
2022/10/20 by Linares-Mustarós, Salvador, Farreras-Noguer, Maria Àngels, Arimany-Serrat, Núria +1 · 1 citation
#62F35 #62H99 #62P05 #91B99 #Applications (stat.AP) #FOS: Computer and information sciences #FOS: Economics and business #Methodology (stat.ME) #Statistical Finance (q-fin.ST)
- Outlier Robust and Sparse Estimation of Linear Regression Coefficients
2022/08/24 by Sasai, Takeyuki, Fujisawa, Hironori · 1 citation
#62F35 #62J07 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Statistics Theory (math.ST)
- Empirical Optimal Transport between Different Measures Adapts to Lower Complexity
2022/02/21 by Shayan Hundrieser, Hundrieser, Shayan, Thomas Staudt +3 · 5 citations
Biochemistry, Genetics and Molecular Biology · Mathematics · #49Q22 #60B10 #62F35 #62G20 #62G30 #Diffusion and Search Dynamics #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Statistical Methods and Inference #Statistics Theory (math.ST) #primary 62R07 #secondary 62E20
- Robust Trimmed k-means
2021/08/16 by Dorabiala, Olga, Kutz, J. Nathan, Aravkin, Aleksandr · 1 citation
#62F35 #90C26 #FOS: Computer and information sciences #FOS: Mathematics #I.5.3 #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC)
- On Estimating Rank-One Spiked Tensors in the Presence of Heavy Tailed Errors
2021/07/20 by Arnab Auddy, Ming Yuan, Auddy, Arnab +1 · 2 citations
Computer Science · Mathematics · #15A18 #15A69 #62-08 #62F35 #62H25 #FOS: Computer and information sciences #FOS: Mathematics #Information Theory (cs.IT) #Machine Learning (stat.ML) #Matrix Theory and Algorithms #Numerical Analysis (math.NA) #Random Matrices and Applications #Statistics Theory (math.ST) #Tensor decomposition and applications
- Optimal robust mean and location estimation via convex programs with respect to any pseudo-norms
2021/02/01 by Jules Depersin, Guillaume Lecué, Depersin, Jules +1 · 2 citations
Computer Science · Engineering · Mathematics · #62F35 #FOS: Mathematics #G.3.3 #Machine Learning and Algorithms #Sparse and Compressive Sensing Techniques #Statistical Methods and Inference #Statistics Theory (math.ST)
- A Bimodal Weibull Distribution: Properties and Inference
2020/12/02 by Vila, Roberto, Çankaya, Mehmet Niyazi · 1 citation
#62C05 #62F03 #62F35 #62P35 #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)
- A Concentration of Measure and Random Matrix Approach to Large\n Dimensional Robust Statistics
2020/06/17 by Cosme Louart, Romain Couillet, Louart, Cosme +1 · 1 citation
Mathematics · #60B20 #62F35 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Point processes and geometric inequalities #Probability (math.PR) #Random Matrices and Applications #Statistical Methods and Inference
- Doubly robust treatment effect estimation with missing attributes
2019/10/23 by Mayer, Imke, Sverdrup, Erik, Gauss, Tobias +3 · 1 citation
#62F35 #62G35 #62P10 #93C41 #FOS: Computer and information sciences #Methodology (stat.ME)
- Offline state estimation for hybrid systems via nonsmooth variable projection
2019/05/22 by Zhang, Jize, Pace, Andrew M., Burden, Samuel A. +1 · 1 citation
#49M15 #62F35 #65K10 #FOS: Mathematics #Optimization and Control (math.OC)
- A Unified Framework for Sparse Relaxed Regularized Regression: SR3
2018/07/14 by Peng Zheng, Zheng, Peng, Travis Askham +7 · 8 citations
Engineering · Mathematics · #49M15 #62F35 #65K10 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Microwave Imaging and Scattering Analysis #Numerical methods in inverse problems #Optimization and Control (math.OC) #Sparse and Compressive Sensing Techniques
- Statistical inference in two-sample summary-data Mendelian randomization using robust adjusted profile score
2018/01/29 by Qingyuan Zhao, Jingshu Wang, Zhao, Qingyuan +7 · 3 citations
Biochemistry, Genetics and Molecular Biology · #46N60 #62F35 #65J05 #Applications (stat.AP) #FOS: Computer and information sciences #FOS: Mathematics #Genetic Associations and Epidemiology #Genetic Mapping and Diversity in Plants and Animals #Genetic and phenotypic traits in livestock #Statistics Theory (math.ST)
- Practical Bayesian optimization in the presence of outliers
2017/12/12 by Martinez-Cantin, Ruben, Tee, Kevin, McCourt, Michael · 3 citations
#62F35 #62K25 #90C26 #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML)
- Dimension-free PAC-Bayesian bounds for matrices, vectors, and linear least squares regression
2017/12/07 by Olivier Catoni, Catoni, Olivier, Ilaria Giulini +1 · 4 citations
Engineering · Mathematics · #15B52 #62F35 #62H12 #62H20 #62J05 #62J10 #Advanced Statistical Methods and Models #FOS: Mathematics #Sparse and Compressive Sensing Techniques #Statistical Methods and Inference #Statistics Theory (math.ST)
- Time Series Using Exponential Smoothing Cells
2017/06/09 by Abrami, Avner, Aravkin, Aleksandr Y., Kim, Younghun · 1 citation
#49M15 #62F35 #65K10 #FOS: Computer and information sciences #Machine Learning (stat.ML)
- Semiparametric Optimal Estimation With Nonignorable Nonresponse Data
2016/12/29 by Kosuke Morikawa, Jae Kwang Kim, Morikawa, Kosuke +1 · 4 citations
Mathematics · #62F35 #62G10 #62G20 #Advanced Causal Inference Techniques #FOS: Computer and information sciences #Methodology (stat.ME) #Statistical Methods and Bayesian Inference #Statistical Methods and Inference
- Generalized Kalman Smoothing: Modeling and Algorithms
2016/09/20 by Aleksandr Y. Aravkin, Aravkin, A. Y., James V. Burke +7 · 5 citations
Computer Science · Engineering · Mathematics · #49M15 #62F35 #65K10 #Control Systems and Identification #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Statistical Methods and Inference #Target Tracking and Data Fusion in Sensor Networks
- PAC-Bayesian bounds for the Gram matrix and least squares regression with a random design
2016/03/16 by Catoni, Olivier · 1 citation
#15A52 #62F35 #62H20 #62J05 #62J10 #FOS: Mathematics #Statistics Theory (math.ST)
- Robust and sparse estimators for linear regression models
2015/08/08 by Smucler, Ezequiel, Yohai, Víctor J. · 2 citations
#62F35 #62J05 #62J07 #FOS: Mathematics #Statistics Theory (math.ST)
- Fast implementation of the Tukey depth
2014/09/13 by Liu, Xiaohui · 1 citation
#62F10 #62F35 #62F40 #Computation (stat.CO) #FOS: Computer and information sciences
- A variational approach to stable principal component pursuit
2014/06/04 by Aleksandr Y. Aravkin, Aravkin, Aleksandr, Stephen Becker +5 · 1 citation
Computer Science · Engineering · #47N30 #62F35 #65K10 #81P50 #90C06 #Advanced Measurement and Detection Methods #FOS: Computer and information sciences #FOS: Mathematics #Guidance and Control Systems #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Target Tracking and Data Fusion in Sensor Networks
- Optimization viewpoint on Kalman smoothing, with applications to robust and sparse estimation
2013/03/08 by Aravkin, Aleksandr Y., Burke, James V., Pillonetto, Gianluigi · 2 citations
#62F35 #65K10 #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Optimization and Control (math.OC)
- Sparse/Robust Estimation and Kalman Smoothing with Nonsmooth Log-Concave Densities: Modeling, Computation, and Theory
2013/01/19 by Aravkin, Aleksandr Y., Burke, James V., Pillonetto, Gianluigi · 2 citations
#62F35 #65K10 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Statistics Theory (math.ST)