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

C
Check Point Blog
Y
Y Combinator Blog
GbyAI
GbyAI
Microsoft Azure Blog
Microsoft Azure Blog
Martin Fowler
Martin Fowler
博客园_首页
大猫的无限游戏
大猫的无限游戏
美团技术团队
S
SegmentFault 最新的问题
T
The Blog of Author Tim Ferriss
Cyber Security Advisories - MS-ISAC
Cyber Security Advisories - MS-ISAC
MyScale Blog
MyScale Blog
小众软件
小众软件
Vercel News
Vercel News
阮一峰的网络日志
阮一峰的网络日志
N
Netflix TechBlog - Medium
让小产品的独立变现更简单 - ezindie.com
让小产品的独立变现更简单 - ezindie.com
量子位
博客园 - 【当耐特】
J
Java Code Geeks
F
Fortinet All Blogs
宝玉的分享
宝玉的分享
Stack Overflow Blog
Stack Overflow Blog
博客园 - 司徒正美

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
Trimming and likelihood: Robust location and dispersion e...
Juan A. Cuesta-Albertos, Carlos Matrán, Agustín Mayo-Iscar · 2008-11-04 · via math.ST updates on arXiv.org

Robust estimators of location and dispersion are often used in the elliptical model to obtain an uncontaminated and highly representative subsample by trimming the data outside an ellipsoid based in the associated Mahalanobis distance. Here we analyze some one (or $k$)-step Maximum Likelihood Estimators computed on a subsample obtained with such a procedure. We introduce different models which arise naturally from the ways in which the discarded data can be treated, leading to truncated or censored likelihoods, as well as to a likelihood based on an only outliers gross errors model. Results on existence, uniqueness, robustness and asymptotic properties of the proposed estimators are included. A remarkable fact is that the proposed estimators generally keep the breakdown point of the initial (robust) estimators, but they could improve the rate of convergence of the initial estimator because our estimators always converge at rate $n^{1/2}$, independently of the rate of convergence of the initial estimator.