In the presence of a heavy-tail noise distribution, regression becomes much more di cult. Traditional robust regression methods assume that the noise distribution is symmetric and...
In the recent work of Candes et al, the problem of recovering low rank matrix corrupted by i.i.d. sparse outliers is studied and a very elegant solution, principal component pursui...
We present some greedy learning algorithms for building sparse nonlinear regression and classification models from observational data using Mercer kernels. Our objective is to dev...
Prasanth B. Nair, Arindam Choudhury 0002, Andy J. ...
In this paper we propose a set of algorithms that combine the anisotropic smoothing using the heat kernel with the outlier rejection capability of robust statistics. The proposed ...
We propose a Gaussian process (GP) framework for robust inference in which a GP prior on the mixing weights of a two-component noise model augments the standard process over laten...