惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

酷 壳 – CoolShell
酷 壳 – CoolShell
G
Google Developers Blog
V
V2EX
美团技术团队
H
Help Net Security
月光博客
月光博客
爱范儿
爱范儿
Engineering at Meta
Engineering at Meta
The Cloudflare Blog
U
Unit 42
大猫的无限游戏
大猫的无限游戏
Recent Announcements
Recent Announcements
A
About on SuperTechFans
博客园 - Franky
The GitHub Blog
The GitHub Blog
N
Netflix TechBlog - Medium
人人都是产品经理
人人都是产品经理
博客园 - 司徒正美
MyScale Blog
MyScale Blog
B
Blog
雷峰网
雷峰网
Y
Y Combinator Blog
云风的 BLOG
云风的 BLOG
T
The Blog of Author Tim Ferriss

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Partial estimators and application to covariance estimati...
Christophe Culan, Claude Adnet · 2016-11-16 · via math.ST updates on arXiv.org

Robustness to outliers is often a desirable property of statistical estimators. Indeed many well known estimators offer very good optimal performance in theory but are unusable in applied contexts because of their sensitivity to outliers. Of particular interest to the authors is the case of covariance estimators in adaptive matched filtering schemes in signal processing applications such as RADAR and SONAR detection, for which a contamination by outliers of the estimated noise covariance can lead to a great impact on performances, in particular when these outliers are similar to the target signal of the matched filter. This paper presents a generic method for building partial estimators from known estimators, which aim at avoiding these issues; the resulting algorithms are shown for a few chosen cases.