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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
Optimal robust estimators for families of distributions o...
Ricardo A. Maronna, Victor J. Yohai · 2019-11-11 · via math.ST updates on arXiv.org

Let F_{θ} be a family of distributions with support on the set of nonnegative integers Z_0. In this paper we derive the M-estimators with smallest gross error sensitivity (GES). We start by defining the uniform median of a distribution F with support on Z_0 (umed(F)) as the median of x+u, where x and u are independent variables with distributions F and uniform in [-0.5,0.5] respectively. Under some general conditions we prove that the estimator with smallest GES satisfies umed(F_{n})=umed(F_{θ}), where F_{n} is the empirical distribution. The asymptotic distribution of these estimators is found. This distribution is normal except when there is a positive integer k so that F_{θ}(k)=0.5. In this last case, the asymptotic distribution behaves as normal at each side of 0, but with different variances. A simulation Monte Carlo study compares, for the Poisson distribution, the efficiency and robustness for finite sample sizes of this estimator with those of other robust estimators.