Robust Estimation
Robust estimation focuses on developing statistical methods that accurately estimate parameters even when data is contaminated by outliers, noise, or distributional shifts. Current research emphasizes developing computationally efficient algorithms, such as those based on fractional programming, quasi-Newton methods, and Bayesian approaches, to improve the robustness and accuracy of estimators across various applications, including machine learning, computer vision, and causal inference. These advancements are crucial for enhancing the reliability and generalizability of models in real-world scenarios where data imperfections are common, leading to more trustworthy and impactful results in diverse scientific and engineering fields.
Papers
Kernel Banzhaf: A Fast and Robust Estimator for Banzhaf Values
Yurong Liu, R. Teal Witter, Flip Korn, Tarfah Alrashed, Dimitris Paparas, Juliana Freire
Adversarial Robustness Overestimation and Instability in TRADES
Jonathan Weiping Li, Ren-Wei Liang, Cheng-Han Yeh, Cheng-Chang Tsai, Kuanchun Yu, Chun-Shien Lu, Shang-Tse Chen