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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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179359538717 · Jun 202019922001200920172026
48 results for Robustness Analysis

New robust discriminant analysis for non-Gaussian data.

problem Classical discriminant analysis struggles with non-Gaussian distributions and contaminated datasets.
method Each data point follows its own ES distribution with arbitrary scale, leading to robust classification.
result Maximum-likelihood estimation and classification are simple, fast, and robust.

This paper uses robust optimization to analyze supply chain resilience.

problem Supply chain resilience analysis of multi-modal logistics networks.
method Robust optimization with budget-of-uncertainty.
result Interactive effects of network size, disruption scale, and degree on resilience.

A new robust and flexible classification method for non-Gaussian data.

problem Robustness to scale changes and non-Gaussian distributions in classical discriminant analysis.
method FEMDA uses arbitrary Elliptically Symmetrical distributions and scale parameters for each data point.
result FEMDA is robust to scale changes and outperforms other methods.

Enhances survival analysis predictions with a robust learning approach.

problem Improving robustness and accuracy in survival analysis predictions.
method Integrates Distributionally Robust Learning (DRL) into Cox regression using Wasserstein distance-based ambiguity set.
result Demonstrates superior performance in prediction accuracy and robustness compared to traditional methods.

A new framework for robustness analysis of deep neural networks using PAC-model learning.

problem Analyzing local robustness of deep neural networks.
method Black-box model learning with scenario optimisation to abstract DNN behaviour via an affine model with PAC guarantee.
result DeepPAC outperforms state-of-the-art statistical methods in practical robustness analysis.

Robust learning method combines kernel smoothing and robust optimization.

problem Certifying robustness against distribution shifts in machine learning models.
method Adapting integral operator using supremal convolution for robustness, leveraging optimal transport.
result The method provides theoretical guarantees for certified robustness and competitive performance.

New method reduces sample complexity for robust reinforcement learning.

problem Finite sample analysis in robust reinforcement learning.
method Stochastic approximation framework with controlled bias, using MLMC techniques and geometric truncation.
result Order-optimal sample complexity of ildeO(ε2) ilde{\mathcal{O}}(ε^{-2}) for robust policy evaluation.

Dictionary learning and component analysis models are fundamental for learning compact representations that are relevant to a given task (feature extraction, dimensionality reduction, denoising, etc.). The model complexity is encoded by means of specific structure, such as sparsity, low-rankness, or nonnegativity. Unfo…

2018-01-18abs ↗pdf ↗

Robust principal component analysis (RPCA) can recover low-rank matrices when they are corrupted by sparse noises. In practice, many matrices are, however, of high-rank and hence cannot be recovered by RPCA. We propose a novel method called robust kernel principal component analysis (RKPCA) to decompose a partially cor…

2018-02-28abs ↗pdf ↗

Real data often contain anomalous cases, also known as outliers. These may spoil the resulting analysis but they may also contain valuable information. In either case, the ability to detect such anomalies is essential. A useful tool for this purpose is robust statistics, which aims to detect the outliers by first fitti…

2017-07-31abs ↗pdf ↗

Regularizes ML algorithms for robust multivariate analysis against distribution shifts.

problem Ensuring robustness of multivariate analysis algorithms against distribution shifts.
method Integrates a causal regularisation term into the loss function of multivariate analysis algorithms.
result Demonstrates improved out-of-distribution generalisation with reduced-rank regression and partial least squares.

RieCUR improves Robust PCA by combining Riemannian optimization and CUR decompositions.

problem Robust Principal Component Analysis (PCA) to recover low-rank and sparse matrices from their sum.
method Riemannian CUR (RieCUR) algorithm that combines Riemannian optimization and robust CUR decompositions.
result RieCUR achieves state-of-the-art performance in Robust PCA with improved robustness to outliers and comparable computational complexity.

Unified framework for robust discriminant analysis overcomes Gaussian assumptions.

problem Challenges in linear and quadratic discriminant analysis with non-Gaussian or contaminated data.
method FEMDA framework considers arbitrary Elliptically Symmetrical (ES) distributions with flexible scale parameters.
result Maximum-likelihood parameter estimation and classification are robust and efficient.

Paper analyzes robust matrix completion with efficient nonconvex method and leave-one-out analysis.

problem Robust matrix completion with sparse noise.
method Alternates between projected gradient step for low-rank and thresholding step for sparse noise.
result Achieves linear convergence for general thresholding functions.

Develops robust methods for infinite-dimensional stochastic processes.

problem Measuring covariations in stochastic evolution equations in infinite dimensions.
method Asymptotic theory for jump robust measurement of covariations.
result Identifies scaling limits for realized covariations.

Unified framework for output analysis using Monte Carlo sampling.

problem Accurately assess the quality of estimated values in predictive models.
method Unified output analysis framework through Monte Carlo sampling, leveraging fast iterative bootstrap sampling and higher-order influence functions.
result Clear advantage in building more robust confidence intervals with higher coverage probability.

Study shows robust method for estimating density ratios even with heavy contamination.

problem Estimating density ratios in the presence of heavy contamination.
method Weighted density ratio estimation (DRE) with doubly strong robustness.
result Weighted DRE achieves sparse consistency under heavy contamination.

Paper improves neural network robustness analysis for safety-critical systems.

problem Uncertainty in neural network outputs for safety-critical systems.
method Unified propagation and partition approaches to provide tighter bounds.
result Proposed algorithms give tighter bounds than existing methods for the same computation time.

Batch normalization shifts models to rely more on non-robust features.

problem Understanding the impact of batch normalization on deep neural networks.
method Empirical analysis and a framework for disentangling robustness and usefulness.
result Batch normalization increases reliance on non-robust features, decreasing adversarial robustness.

We study the problem of robust mean estimation and introduce a novel Hamming distance-based measure of distribution shift for coordinate-level corruptions. We show that this measure yields adversary models that capture more realistic corruptions than those used in prior works, and present an information-theoretic analy…

2020-02-10abs ↗pdf ↗

Unified analysis of removal-based feature attributions robustness.

problem Robustness of removal-based feature attributions is not well understood.
method Theoretical analysis and upper bounds derivation for removal-based feature attributions under input and model perturbations.
result Upper bounds for the difference between intact and perturbed attributions derived under various perturbation settings.

New method improves PCA robustness using Wasserstein distances.

problem Uncertainty in probability distribution affects PCA robustness.
method Distributionally robust optimization with Wasserstein distances.
result Explicit reformulation leads to efficient smoothing algorithm.

Paper improves robustness of GNNs against adversarial attacks.

problem Understanding robust generalization of GNNs in adversarial settings.
method Develops a sensitivity-aware PAC-Bayesian framework for MPGNNs.
result Derives tighter robust generalization bounds for MPGNNs.

Mixup improves model robustness and generalization by convexly combining examples.

problem Improving model robustness and generalization.
method Using Mixup augmentation in training, which involves convex combinations of pairs of examples and their labels.
result Mixup training helps models exhibit robustness to adversarial attacks and reduces overfitting.

Robust PCA methods are typically batch algorithms which requires loading all observations into memory before processing. This makes them inefficient to process big data. In this paper, we develop an efficient online robust principal component methods, namely online moving window robust principal component analysis (OMW…

2017-02-19abs ↗pdf ↗

This paper solves tensor robust principal component analysis via scaled gradient descent.

problem Extracting useful information from tensor data robust to corruptions and ill-conditioning.
method Directly recovers low-rank tensor factors via scaled gradient descent with adaptive thresholding.
result The proposed algorithm converges linearly to the true low-rank tensor at a constant rate independent of the condition number.

Principal Component Analysis (PCA) has wide applications in machine learning, text mining and computer vision. Classical PCA based on a Gaussian noise model is fragile to noise of large magnitude. Laplace noise assumption based PCA methods cannot deal with dense noise effectively. In this paper, we propose Cauchy Princ…

2014-12-19abs ↗pdf ↗