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| Presentation | 2014-11-18 15:00 [Poster Presentation] Robust Estimation under Heavy Contamination using Unnormalized Models Takafumi Kanamori (Nagoya Univ.), Hironori Fujisawa (ISM)  IBISML2014-68 |
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| Abstract | (in Japanese) | (See Japanese page) |
| (in English) | In data analysis, contamination caused by outliers is inevitable, and robust statistical methods are strongly demanded. In this paper, our concern is to develop a new approach for robust data analysis on the basis of scoring rules. The scoring rule is a discrepancy measure to assess the quality of probabilistic forecasts. We propose a simple method of estimating not only parameters in the statistical model but also the contamination ratio of outliers. Estimating the contamination ratio is important, since one can detect the outliers in training samples based on the estimated contamination ratio. For this purpose, we use scoring rules with extended statistical models called unnormalized models. Also, regression problems are considered. We study complex heterogeneous contamination wherein the contamination ratio of outliers in a dependent variable may depend on independent variables. We propose a simple method to obtain a robust regression estimator under heterogeneous contamination. In addition, our method provides an estimator of the expected contamination ratio that is available to detect the outliers in training samples. Numerical experiments demonstrate the effectiveness of our method compared to conventional estimators. |
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| Keyword | (in Japanese) | (See Japanese page) |
| (in English) | Scoring Rules / Unnormalized Models / Contamination Ratio / Regression / Heterogeneous Contamination / / / | |
| Reference Info. | IEICE Tech. Rep., vol. 114, no. 306, IBISML2014-68, pp. 251-258, Nov. 2014. | |
| Paper # | IBISML2014-68 | |
| Date of Issue | 2014-11-10 (IBISML) | |
| ISSN | Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 | |
| Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) | |
| Download PDF | IBISML2014-68 |
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| Conference Information | |
| Committee | IBISML |
| Conference Date | 2014-11-17 - 2014-11-19 |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | Nagoya Univ. |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | |
| Paper Information | |
| Registration To | IBISML |
| Conference Code | 2014-11-IBISML |
| Language | English |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Robust Estimation under Heavy Contamination using Unnormalized Models |
| Sub Title (in English) | |
| Keyword(1) | Scoring Rules |
| Keyword(2) | Unnormalized Models |
| Keyword(3) | Contamination Ratio |
| Keyword(4) | Regression |
| Keyword(5) | Heterogeneous Contamination |
| Keyword(6) | |
| Keyword(7) | |
| Keyword(8) | |
| 1st Author's Name | Takafumi Kanamori |
| 1st Author's Affiliation | Nagoya University (Nagoya Univ.) |
| 2nd Author's Name | Hironori Fujisawa |
| 2nd Author's Affiliation | The Institute of Statistical Mathematics (ISM) |
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| Speaker | Author-1 |
| Date Time | 2014-11-18 15:00:00 |
| Presentation Time | 180 minutes |
| Registration for | IBISML |
| Paper # | IBISML2014-68 |
| Volume (vol) | vol.114 |
| Number (no) | no.306 |
| Page | pp.251-258 |
| #Pages | 8 |
| Date of Issue | 2014-11-10 (IBISML) |
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