Robust parameter estimation with a small bias against heavy contamination

DOI10.1016/J.JMVA.2008.02.004zbMATH Open1169.62010OpenAlexW2035641621MaRDI QIDQ953862FDOQ953862

Authors: Hironori Fujisawa, Shinto Eguchi 

Publication date: 6 November 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.02.004

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zbMATH Keywords

biasdivergencecharacterizationcross entropypythagorean relation

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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• On asymptotic properties of predictive distributions
• Information Geometry of U-Boost and Bregman Divergence

Cited In (75)

• On the convergence and consistency of the blurring mean-shift process
• Cramér-Rao lower bounds arising from generalized Csiszár divergences
• Robust estimation of location and concentration parameters for the von Mises-Fisher distribution
• Test for parameter change in the presence of outliers: the density power divergence-based approach
• Density estimation with minimization of \(U\)-divergence
• On robust estimation via pseudo-additive information
• Statistical inference based on bridge divergences
• Iterative bias correction of the cross-validation criterion
• Entropic risk minimization for nonparametric estimation of mixing distributions
• Robust sparse Gaussian graphical modeling
• Title not available (Why is that?)
• Group invariance of information geometry on \(q\)-Gaussian distributions induced by beta-divergence
• Robust and sparse regression in generalized linear model by stochastic optimization
• The logarithmic super divergence and asymptotic inference properties
• AdaReg: data adaptive robust estimation in linear regression with application in GTEx gene expressions
• Projective power entropy and maximum Tsallis entropy distributions
• Escort entropies and divergences and related canonical distribution
• \(\gamma\)-SUP: a clustering algorithm for cryo-electron microscopy images of asymmetric particles
• Normalized estimating equation for robust parameter estimation
• Log-determinant divergences revisited: alpha-beta and gamma log-det divergences
• Duality of maximum entropy and minimum divergence
• Statistical analysis of distance estimators with density differences and density ratios
• Data driven robust estimation methods for fixed effects panel data models
• A study of Rényi entropy based on the information geometry formalism
• Robust tests for the equality of two normal means based on the density power divergence
• Entropy and divergence associated with power function and the statistical application
• Robust statistical inference based on the \(C\)-divergence family
• Projection theorems and estimating equations for power-law models
• Active learning for noisy oracle via density power divergence
• Minimum scoring rule inference
• Gene–environment interaction identification via penalized robust divergence
• Robust high-dimensional regression for data with anomalous responses
• Sequential change point test in the presence of outliers: the density power divergence based approach
• Affine invariant divergences associated with proper composite scoring rules and their applications
• Active learning by query by committee with robust divergences
• On the weak convergence and central limit theorem of blurring and nonblurring processes with application to robust location estimation
• A reference-invariant health disparity index based on Rényi divergence
• Dynamical systems approach to outlier robust deep neural networks for regression
• Detection of heterogeneous structures on the Gaussian copula model using projective power entropy
• Title not available (Why is that?)
• Divergence-based vector quantization
• Graph-based composite local Bregman divergences on discrete sample spaces
• Robust parameter estimation for stationary processes by an exotic disparity from prediction problem
• Robust mislabel logistic regression without modeling mislabel probabilities
• Robust estimation of the conditional stable tail dependence function
• Spontaneous clustering via minimum gamma-divergence
• Special feature: Information theory and statistics
• Statistical modeling of robust non-negative matrix factorization based on \(\gamma \)-divergence and its applications
• Density-ratio matching under the Bregman divergence: a unified framework of density-ratio estimation
• Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators
• A class of asymptotically efficient estimators based on sample spacings
• Information geometry of modal linear regression
• Parametric robustness: Small biases can be worthwhile
• Robust Bayesian inference via γ-divergence
• Minimum information divergence of Q-functions for dynamic treatment resumes
• Outlier-Resistant Estimators for Average Treatment Effect in Causal Inference
• Outlier-robust parameter estimation for unnormalized statistical models
• The Kullback-Leibler divergence between lattice Gaussian distributions
• Statistical learning for species distribution models in ecological studies
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• Robust regression against heavy heterogeneous contamination
• Robust clustering method in the presence of scattered observations
• Sketch-based multiplicative updating algorithms for symmetric nonnegative tensor factorizations with applications to face image clustering
• Robust density power divergence estimates for panel data models
• \( \lambda \)-deformed evidence lower bound (\( \lambda \)-ELBO) using Rényi and Tsallis divergence
• Minimizing robust density power-based divergences for general parametric density models
• A unified approach to the Pythagorean identity and projection theorem for a class of divergences based on M-estimations
• A proper scoring rule for minimum information bivariate copulas
• A class of estimators based on overlapping sample spacings
• Adaptation of the tuning parameter in general Bayesian inference with robust divergence
• Robust and sparse logistic regression
• Robust and sparse Gaussian graphical modelling under cell-wise contamination
• Exponentiality test based on alpha-divergence and gamma-divergence
• On robustness of model selection criteria based on divergence measures: Generalizations of BHHJ divergence-based method and comparison
• Model selection for independent not identically distributed observations based on Rényi's pseudodistances

Uses Software

• robustbase

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