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.
A new Heckman selection model uses a bivariate contaminated normal distribution for more accurate data analysis.
problem Sample selection biases in econometric data analysis.
method Introduces a Heckman selection model using a bivariate contaminated normal distribution and presents an efficient ECM algorithm for parameter estimation.
result The proposed model outperforms normal and Student's t counterparts in real data analysis and simulation studies.
Many machine learning problems can be characterized by mutual contamination models. In these problems, one observes several random samples from different convex combinations of a set of unknown base distributions. It is of interest to decontaminate mutual contamination models, i.e., to recover the base distributions ei…
This paper studies active learning in the context of robust statistics. Specifically, we propose a variant of the Best Arm Identification problem for \emph{contaminated bandits}, where each arm pull has probability ε of generating a sample from an arbitrary contamination distribution instead of the true und…
A low rank matrix X has been contaminated by uniformly distributed noise, missing values, outliers and corrupt entries. Reconstruction of X from the singular values and singular vectors of the contaminated matrix Y is a key problem in machine learning, computer vision and data science. In this paper we show that common…
Motivated by applications of bandit algorithms in education, we consider a stochastic multi-armed bandit problem with ε-contaminated rewards. We allow an adversary to give arbitrary unbounded contaminated rewards with full knowledge of the past and future. We impose the constraint that for each time t the…
Mixtures of multivariate contaminated shifted asymmetric Laplace distributions are developed for handling asymmetric clusters in the presence of outliers (also referred to as bad points herein). In addition to the parameters of the related non-contaminated mixture, for each (asymmetric) cluster, our model has one param…
Study sample complexity of robust binary hypothesis testing under different contamination models.
problem Analyzing the sample complexity of robust binary hypothesis testing under various contamination models.
method Examined three standard contamination models: ε-additive (Huber), ε-subtractive, and ε-total variation (TV). Provided explicit formulas for least favourable distributions and compared sample complexities across models.
result Sample complexities are highly unstable in the contamination parameter ε and comparable up to constant-factor rescaling of ε across models.
Many machine learning problems can be characterized by mutual contamination models. In these problems, one observes several random samples from different convex combinations of a set of unknown base distributions and the goal is to infer these base distributions. This paper considers the general setting where the base …
Study enhances robustness of In-CVaR based regression models under perturbation and contamination.
problem Enhancing robustness of nonlinear regression models under perturbation and contamination.
method Introduces interval conditional value-at-risk (In-CVaR) and rigorously analyzes its robustness properties under both perturbation and contamination.
result The In-CVaR based estimator is qualitatively robust in terms of the Prokhorov metric if and only if the largest portion of losses is trimmed.
Pileup involves the contamination of the energy distribution arising from the primary collision of interest (leading vertex) by radiation from soft collisions (pileup). We develop a new technique for removing this contamination using machine learning and convolutional neural networks. The network takes as input the ene…
This work is motivated by the problem of image mis-registration in remote sensing and we are interested in determining the resulting loss in the accuracy of pattern classification. A statistical formulation is given where we propose to use data contamination to model and understand the phenomenon of image mis-registrat…
A contamination in a 3-manifold is an object interpolating between the contact structure and the lamination. Contaminations seem to provide a link between 3-dimensional contact geometry and the classical topology of 3-manifolds, as described in a separate paper. In this paper we deal with contaminations carried by bran…