Robust Regression
Overview
Robust regression studies how to estimate relationships between variables when data contain outliers, contamination, heavy-tailed noise, or distribution shifts. Common approaches include robust losses such as Huber and Welsch, trimming and median-of-means estimators, sparse thresholding, and distributionally robust optimization. The field also develops guarantees for settings such as adversarial corruption, missing features, and multi-task learning, alongside practical methods for uncertainty estimates and nonlinear models. A central tension is balancing protection against bad data with statistical efficiency and computational cost, since robust methods do not always outperform ordinary least squares when its assumptions are adequate.
Latest papers
29 papers4 papers in the last four weeks, against 2 the four weeks before. 0.0% of all new papers.