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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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126251377502 · Jun 202019922001200920172026
48 results for corruption estimation

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 ↗

New method tackles adversarial sign-corrupted isotonic regression, estimating monotonic signals under heavy dependence.

problem Estimating monotonic signals when responses are sign-corrupted and adversarially designed to violate monotonicity.
method Developed ASCIFIT, a three-step estimation procedure using PAVA with pre- and post-processing corrections.
result Theoretical guarantees of sharp high probability upper bounds and minimax lower bounds for ASCIFIT.

Binary classification improves with a small fraction of corrupted labels.

problem Binary classification with corrupted labels.
method Established corruption as a form of regularization and computed upper bounds on estimation error.
result Corruption is beneficial only up to a small fraction of the total sample, scaling with the square root of the sample size.

This study tackles adversarial corruption in model-based reinforcement learning.

problem Adversarial corruption in model-based reinforcement learning.
method Maximum likelihood estimation (MLE) approach for learning transition model in both online and offline settings.
result Proves a regret of ildeO(T+C) ilde{\mathcal{O}}(\sqrt{T} + C) for CR-OMLE and a suboptimality of O(C/n)\mathcal{O}(C/n) for CR-PMLE.

New algorithm for robust density estimation in corrupted data.

problem Density estimation in the presence of adversarial corruption.
method Proposes an algorithm for constructing a density estimator within a star-shaped density class, derived minimax bounds for estimation.
result Obtained minimax upper and lower bounds for density estimation under adversarial corruption.

Subsampling methods have been recently proposed to speed up least squares estimation in large scale settings. However, these algorithms are typically not robust to outliers or corruptions in the observed covariates. The concept of influence that was developed for regression diagnostics can be used to detect such corrup…

2014-06-12abs ↗pdf ↗

Study on measuring vulnerability of neural network parameters via corruption.

problem Understanding the robustness and generalization of deep neural networks.
method Proposes an indicator to measure parameter robustness via parameter corruption and provides a gradient-based estimation.
result Demonstrates the effectiveness of the proposed indicator and training method in improving parameter robustness and accuracy.

New spectral algorithm estimates random graph parameters robustly against corrupted nodes.

problem Estimating the parameter of an Erdős-Rényi random graph with adversarial corruption.
method Spectral algorithm designed for computational efficiency, with an inefficient but information-theoretic alternative.
result Achieves optimal error rate up to logarithmic factors, matching statistical lower bounds.

We analyze the performance of the Tukey median estimator under total variation (TV) distance corruptions. Previous results show that under Huber's additive corruption model, the breakdown point is 1/3 for high-dimensional halfspace-symmetric distributions. We show that under TV corruptions, the breakdown point reduces …

2020-01-21abs ↗pdf ↗

Proposes a robust IV estimator using optimal transport for corrupted or adversarial data.

problem Lack of robustness in traditional IV estimators for corrupted or adversarial data.
method Integrates data-derivative information through optimal transport to address geometric aspects of data.
result Improves robustness against data corruption and adversarial attacks.

Efficiently learns distributions corrupted by both global and local adversarial modifications.

problem Learning distributions with both global and local adversarial corruptions.
method Develops an efficient algorithm to minimize Wasserstein distance with orthogonal projections.
result Achieves optimal risk bounds with error εk+ρ+ildeO(dkn1/(k2))\sqrt{\varepsilon k} + ρ+ ilde{O}(d\sqrt{k}n^{-1/(k \lor 2)}).

A diffusion model estimates data manifold dimension by tracking likelihood increases.

problem Estimating the intrinsic dimension of data manifolds.
method Trained diffusion model approximates score function, revealing manifold directionality.
result Diffusion model provides an approximation of the tangent space's dimension.

Robust Kalman filter for corrupted measurements.

problem Estimating linear dynamical systems from noisy measurements, especially when a fraction of measurements are adversarially corrupted.
method Developed a robust Kalman filter framework that can handle large and unknown perturbations in measurement noise.
result First strong provable guarantees for linear quadratic estimation with adversarial corruptions.

New algorithm robustly estimates sparse models in high dimensions with corrupted data.

problem Estimating latent variable models with arbitrarily corrupted samples in high dimensional space.
method Trimmed (Gradient) Expectation Maximization with trimming gradients and hard thresholding steps.
result The algorithm converges to near optimal statistical rate geometrically under certain conditions.

Method estimates noise transition matrix from noisy labels without relying on unreliable class-posterior estimation.

problem Estimating noise transition matrix from noisy data.
method Total variation regularization to encourage distinguishable predicted probabilities.
result Consistent estimator of the noise transition matrix under mild assumptions.

New algorithm optimizes robust estimation under mixed local and global corruptions.

problem Combining local and global corruptions in robust statistics.
method Information-theoretic approach using sliced-Wasserstein metric.
result Optimal error achieved in polynomial time for stronger local perturbations.

New algorithm robustly learns from corrupted demonstrations, even with constant fraction of noise.

problem Learning from corrupted demonstrations where a fraction of data is noise or outliers.
method Proposes a novel robust algorithm using a Median-of-Means (MOM) objective.
result Guarantees accurate policy estimation even with constant fraction of outliers, similar to classical methods in expert demonstration settings.

We study the problem of robust time series analysis under the standard auto-regressive (AR) time series model in the presence of arbitrary outliers. We devise an efficient hard thresholding based algorithm which can obtain a consistent estimate of the optimal AR model despite a large fraction of the time series points …

2016-07-01abs ↗pdf ↗

Robust CG methods avoid data corruption and solve structured statistical estimation problems.

problem Data corruption and heavy-tailed data in structured statistical estimation.
method Robustification of Conditional Gradient (CG) type methods using Huber's corruption model and robust mean gradient estimation.
result Robust CG methods converge linearly with correct sample complexity, even for high-dimensional problems.

ScaledGD algorithm estimates low-rank tensors efficiently from corrupted data.

problem Estimating meaningful information from corrupted tensor data.
method Scaled gradient descent (ScaledGD) algorithm with tailored spectral initializations.
result ScaledGD achieves linear convergence at a constant rate independent of condition number.

We propose a general framework for solving the group synchronization problem, where we focus on the setting of adversarial or uniform corruption and sufficiently small noise. Specifically, we apply a novel message passing procedure that uses cycle consistency information in order to estimate the corruption levels of gr…

2019-12-24abs ↗pdf ↗

Robust Lasso-Zero handles missing covariates and sparse corruptions.

problem Sparse corruptions and missing covariates in sparse linear models.
method Extension of Lasso-Zero to handle sparse corruptions, with theoretical guarantees on sign recovery.
result Robust Lasso-Zero can handle missing values without specifying a parametric model.

Model predicts counterfactuals under domain shift and inaccessible variables.

problem Runtime domain corruption impairs counterfactual prediction.
method Subsumes counterfactual prediction under domain adaptation, uses adversarial domain adaptation to reduce distribution disparity.
result VEGAN outperforms baselines in individual-level treatment effect estimation.

Study robust distribution estimation with Wasserstein distance, achieving optimal risk.

problem Robust distribution estimation under adversarial corruption.
method Combining partial OT and minimum distance estimation, proving structural properties and deriving a novel dual form.
result Achieves minimax-optimal robust estimation risk in many settings.

Improved model robustness against corruptions using online adaptation.

problem Machine vision models' vulnerability to image corruptions like blurring or compression artefacts.
method Using corrupted images' statistics for unsupervised online adaptation to improve robustness.
result ResNet-50 achieves 62.2% mCE on ImageNet-C with adaptation, improving from 76.7% without.

A new algorithm reduces regret in bandit problems with adversarial corruptions.

problem Optimizing decision-making in bandit problems with variable uncertainties and adversarial interference.
method Proposes HCW-GLB-OMD, an OMD-based estimator with Hessian-based confidence weights for robustness.
result Achieves instance-wise minimax optimality with a κκ-factor in the corruption term.

New algorithm estimates eigenspace with faulty nodes, matching performance of existing methods.

problem Estimating eigenspace in distributed systems with node failures.
method Develops an eigenspace estimation algorithm for distributed environments with arbitrary node failures.
result Matches performance of existing non-robust estimator up to an additive error.

New algorithm reduces regret in RL with adversarial corruption.

problem Adversarial corruption in reinforcement learning.
method Uncertainty-weighted least-squares regression and weighted uncertainty estimator.
result Achieves regret of ildeO(T+ζ) ilde{O}(\sqrt{T} + ζ) for contextual bandits.

We consider a general statistical learning problem where an unknown fraction of the training data is corrupted. We develop a robust learning method that only requires specifying an upper bound on the corrupted data fraction. The method minimizes a risk function defined by a non-parametric distribution with unknown prob…

2019-10-03abs ↗pdf ↗

Develops a robust GMM estimator for outlier-tolerant inference.

problem Sensitive GMM estimation to outliers in inference problems.
method Robustified GMM estimator with computational efficiency and recovery guarantees.
result First computationally efficient GMM estimator for εε fraction of adversarial outliers with O(ε)O(\sqrtε) recovery guarantee.

This paper examines a general class of noisy matrix completion tasks where the goal is to estimate a matrix from observations obtained at a subset of its entries, each of which is subject to random noise or corruption. Our specific focus is on settings where the matrix to be estimated is well-approximated by a product …

2014-11-02abs ↗pdf ↗