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Matias Salibian-Barrera

Publications and source records attributed to Matias Salibian-Barrera.

9 recordsLinked to original sources
arXiv2026

Fast Robust Regression via Orthogonal Block Updates

Robust regression methods, particularly MM-estimators, are essential for analyzing datasets where heavy-tailed noise or high-leverage outliers may be present. Algorithms to compute these estimators are iterative and rely on having a good initial point. A widely-used probabilistic approach to obtaining an initial regression estimator that is not affected by outliers consists of fitting linear regression models to many random subsets of the training data. Unfortunately, the number of subsets that need to be considered in order to have a high probability of finding one that is clean of outliers grows exponentially with the number of predictors. This renders the approach unfeasible for models with a moderate to large numbers of variables. Alternative non-stochastic strategies that have been proposed recently also fail to scale well when the number of parameters and observations are large. To overcome this problem, we propose a highly scalable algorithm based on block-coordinate descent. Our Robust Orthogonal Block Updates (ROBU) algorithm uses lower-dimensional blocks of explanatory variables, which require much fewer sub-samples to find a good initial point with high probability. Extensive simulations and a proteogenomics data application illustrate the robustness properties of the estimators computed with ROBU and demonstrate that they compare favourably to those calculated with existing algorithms.

stat.ME↗
arXiv2023

Robust estimation for semi-functional linear regression models

Semi-functional linear regression models postulate a linear relationship between a scalar response and a functional covariate, and also include a non-parametric component involving a univariate explanatory variable. It is of practical importance to obtain estimators for these models that are robust against high-leverage outliers, which are generally difficult to identify and may cause serious damage to least squares and Huber-type $M$-estimators. For that reason, robust estimators for semi-functional linear regression models are constructed combining $B$-splines to approximate both the functional regression parameter and the nonparametric component with robust regression estimators based on a bounded loss function and a preliminary residual scale estimator. Consistency and rates of convergence for the proposed estimators are derived under mild regularity conditions. The reported numerical experiments show the advantage of the proposed methodology over the classical least squares and Huber-type $M$-estimators for finite samples. The analysis of real examples illustrate that the robust estimators provide better predictions for non-outlying points than the classical ones, and that when potential outliers are removed from the training and test sets both methods behave very similarly.

stat.ME↗
arXiv2023

Robust nonparametric regression: review and practical considerations

Nonparametric regression models offer a way to understand and quantify relationships between variables without having to identify an appropriate family of possible regression functions. Although many estimation methods for these models have been proposed in the literature, most of them can be highly sensitive to the presence of a small proportion of atypical observations in the training set. In this paper we review outlier robust estimation methods for nonparametric regression models, paying particular attention to practical considerations. Since outliers can also influence negatively the regression estimator by affecting the selection of bandwidths or smoothing parameters, we also discuss available robust alternatives for this task. Finally, since using many of the ``classical'' nonparametric regression estimators (and their robust counterparts) can be very challenging in settings with a moderate or large number of explanatory variables, we review recent robust nonparametric regression methods that scale well with a growing number of covariates.

stat.ME↗
arXiv2020

Robust functional principal components for sparse longitudinal data

In this paper we review existing methods for robust functional principal component analysis (FPCA) and propose a new method for FPCA that can be applied to longitudinal data where only a few observations per trajectory are available. This method is robust against the presence of atypical observations, and can also be used to derive a new non-robust FPCA approach for sparsely observed functional data. We use local regression to estimate the values of the covariance function, taking advantage of the fact that for elliptically distributed random vectors the conditional location parameter of some of its components given others is a linear function of the conditioning set. This observation allows us to obtain robust FPCA estimators by using robust local regression methods. The finite sample performance of our proposal is explored through a simulation study that shows that, as expected, the robust method outperforms existing alternatives when the data are contaminated. Furthermore, we also see that for samples that do not contain outliers the non-robust variant of our proposal compares favourably to the existing alternative in the literature. A real data example is also presented.

stat.ME↗
arXiv2019

Modelling ocean temperatures from bio-probes under preferential sampling

In the last 25 years there has been an important increase in the amount of data collected from animal-mounted sensors (bio-probes), which are often used to study the animals' behaviour or environment. We focus here on an example of the latter, where the interest is in sea surface temperature (SST), and measurements are taken from sensors mounted on Elephant Seals in the Southern Indian ocean. We show that standard geostatistical models may not be reliable for this type of data, due to the possibility that the regions visited by the animals may depend on the SST. This phenomenon is known in the literature as preferential sampling, and, if ignored, it may affect the resulting spatial predictions and parameter estimates. Research on this topic has been mostly restricted to stationary sampling locations such as monitoring sites. The main contribution of this manuscript is to extend this methodology to observations obtained by devices that move through the region of interest, as is the case with the tagged seals. More specifically, we propose a flexible framework for inference on preferentially sampled fields, where the process that generates the sampling locations is stochastic and moving over time through a 2-dimensional space. Our simulation studies confirm that predictions obtained from the preferential sampling model are more reliable when this phenomenon is present, and they compare very well to the standard ones when there is no preferential sampling. Finally, we note that the conclusions of our analysis of the SST data can change considerably when we incorporate preferential sampling in the model.

stat.AP↗
arXiv2012

A robust and sparse K-means clustering algorithm

In many situations where the interest lies in identifying clusters one might expect that not all available variables carry information about these groups. Furthermore, data quality (e.g. outliers or missing entries) might present a serious and sometimes hard-to-assess problem for large and complex datasets. In this paper we show that a small proportion of atypical observations might have serious adverse effects on the solutions found by the sparse clustering algorithm of Witten and Tibshirani (2010). We propose a robustification of their sparse K-means algorithm based on the trimmed K-means algorithm of Cuesta-Albertos et al. (1997) Our proposal is also able to handle datasets with missing values. We illustrate the use of our method on microarray data for cancer patients where we are able to identify strong biological clusters with a much reduced number of genes. Our simulation studies show that, when there are outliers in the data, our robust sparse K-means algorithm performs better than other competing methods both in terms of the selection of features and also the identified clusters. This robust sparse K-means algorithm is implemented in the R package RSKC which is publicly available from the CRAN repository.

stat.ML↗
arXiv2011

On the stability of bootstrap estimators

It is shown that bootstrap approximations of an estimator which is based on a continuous operator from the set of Borel probability measures defined on a compact metric space into a complete separable metric space is stable in the sense of qualitative robustness. Support vector machines based on shifted loss functions are treated as special cases.

math.ST↗
arXiv2004

Uniform asymptotics for robust location estimates when the scale is unknown

Most asymptotic results for robust estimates rely on regularity conditions that are difficult to verify in practice. Moreover, these results apply to fixed distribution functions. In the robustness context the distribution of the data remains largely unspecified and hence results that hold uniformly over a set of possible distribution functions are of theoretical and practical interest. Also, it is desirable to be able to determine the size of the set of distribution functions where the uniform properties hold. In this paper we study the problem of obtaining verifiable regularity conditions that suffice to yield uniform consistency and uniform asymptotic normality for location robust estimates when the scale of the errors is unknown. We study M-location estimates calculated with an S-scale and we obtain uniform asymptotic results over contamination neighborhoods. Moreover, we show how to calculate the maximum size of the contamination neighborhoods where these uniform results hold. There is a trade-off between the size of these neighborhoods and the breakdown point of the scale estimate.

math.ST↗