Estimating minimum effect with outlier selection
From MaRDI portal
Publication:2656596
Abstract: We introduce one-sided versions of Huber's contamination model, in which corrupted samples tend to take larger values than uncorrupted ones. Two intertwined problems are addressed: estimation of the mean of uncorrupted samples (minimum effect) and selection of corrupted samples (outliers). Regarding the minimum effect estimation, we derive the minimax risks and introduce adaptive estimators to the unknown number of contaminations. Interestingly, the optimal convergence rate highly differs from that in classical Huber's contamination model. Also, our analysis uncovers the effect of particular structural assumptions on the distribution of the contaminated samples. As for the problem of selecting the outliers, we formulate the problem in a multiple testing framework for which the location/scaling of the null hypotheses are unknown. We rigorously prove how estimating the null hypothesis is possible while maintaining a theoretical guarantee on the amount of the falsely selected outliers, both through false discovery rate (FDR) or post hoc bounds. As a by-product, we address a long-standing open issue on FDR control under equi-correlation, which reinforces the interest of removing dependency when making multiple testing.
Recommendations
- On Huber's contaminated model
- Confidence regions and minimax rates in outlier-robust estimation on the probability simplex
- Density estimation with contamination: minimax rates and theory of adaptation
- Excess-risk consistency of group-hard thresholding estimator in robust estimation of Gaussian mean
- ERM and RERM are optimal estimators for regression problems when malicious outliers corrupt the labels
Cites work
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
- scientific article; zbMATH DE number 838305 (Why is no real title available?)
- scientific article; zbMATH DE number 4197203 (Why is no real title available?)
- A factor model approach to multiple testing under dependence
- A general framework for multiple testing dependence
- A stochastic process approach to false discovery control.
- Adaptive and minimax optimal estimation of the tail coefficient
- Adaptive estimation of the sparsity in the Gaussian vector model
- Adaptive hypothesis testing using wavelets
- An adaptive step-down procedure with proven FDR control under independence
- Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality
- Chebyshev polynomials, moment matching, and optimal estimation of the unseen
- Consistent Estimates Based on Partially Consistent Observations
- Control of generalized error rates in multiple testing
- Control of the false discovery rate under dependence using the bootstrap and subsampling
- Controlling the false discovery rate via knockoffs
- Controlling the number of false discoveries: application to high-dimensional genomic data
- Correlation and Large-Scale Simultaneous Significance Testing
- Dependency and false discovery rate: asymptotics
- Distribution-free multiple testing
- Doing thousands of hypothesis tests at the same time
- Empirical Bayes estimates for large-scale prediction problems
- Estimating false discovery proportion under arbitrary covariance dependence
- Estimating the Null and the Proportion of Nonnull Effects in Large-Scale Multiple Comparisons
- Estimation of the false discovery proportion with unknown dependence
- Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing
- Exceedance Control of the False Discovery Proportion
- Further results on controlling the false discovery proportion
- Higher criticism for detecting sparse heterogeneous mixtures.
- Large-Scale Simultaneous Hypothesis Testing
- Methodology in robust and nonparametrics statistics.
- Minimal penalty for Goldenshluger-Lepski method
- Minimax estimation of linear and quadratic functionals on sparsity classes
- Minimax quadratic estimation of a quadratic functional
- Minimax risks for sparse regressions: ultra-high dimensional phenomenons
- Multiple testing for exploratory research
- Multiple testing procedures with applications to genomics.
- Multiple testing with the structure-adaptive Benjamini-Hochberg algorithm
- New procedures controlling the false discovery proportion via Romano-Wolf's heuristic
- Non-asymptotic minimax rates of testing in signal detection
- Nonparametric goodness-of-fit testing under Gaussian models
- Nonquadratic estimators of a quadratic functional
- On Nonparametric Estimation of the Value of a Linear Functional in Gaussian White Noise
- On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing
- On estimation of nonsmooth functionals of sparse normal means
- On estimation of the \(L_r\) norm of a regression function
- On nonparametric tests of positivity/monotonicity/convexity
- On the false discovery proportion convergence under Gaussian equi-correlation
- Optimal adaptive estimation of linear functionals under sparsity
- Optimal rates and trade-offs in multiple testing
- Optimal rates of convergence for estimating the null density and proportion of nonnull effects in large-scale multiple testing
- Optimal weighting for false discovery rate control
- Post hoc confidence bounds on false positives using reference families
- Proportion of Non-Zero Normal Means: Universal Oracle Equivalences and Uniformly Consistent Estimators
- Rejoinder
- Rejoinder to: On methods controlling the false discovery rate
- Robust Estimation of a Location Parameter
- Robust covariance and scatter matrix estimation under Huber's contamination model
- SLOPE-adaptive variable selection via convex optimization
- Testing composite hypotheses, Hermite polynomials and optimal estimation of a nonsmooth functional
- The control of the false discovery rate in multiple testing under dependency.
- The incidental parameter problem since 1948
Cited in
(6)- An Empirical Bayes Approach to Controlling the False Discovery Exceedance
- Semi-supervised multiple testing
- Confidence regions and minimax rates in outlier-robust estimation on the probability simplex
- Multidimensional linear functional estimation in sparse Gaussian models and robust estimation of the mean
- An inverse Laplace transform oracle estimator for the normal means problem
- False discovery rate control with unknown null distribution: is it possible to mimic the oracle?
This page was built for publication: Estimating minimum effect with outlier selection
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2656596)
