ResearchTrend.AI
  • Papers
  • Communities
  • Events
  • Blog
  • Pricing
Papers
Communities
Social Events
Terms and Conditions
Pricing
Parameter LabParameter LabTwitterGitHubLinkedInBlueskyYoutube

© 2025 ResearchTrend.AI, All rights reserved.

  1. Home
  2. Papers
  3. 1809.08330
19
9

Estimating minimum effect with outlier selection

21 September 2018
Alexandra Carpentier
S. Delattre
Étienne Roquain
Nicolas Verzélen
ArXivPDFHTML
Abstract

We introduce one-sided versions of Huber's contamination model, in which corrupted samples tend to take larger values than uncorrupted ones. Two intertwined problems are addressed: estimation of the mean of uncorrupted samples (minimum effect) and selection of corrupted samples (outliers). Regarding the minimum effect estimation, we derive the minimax risks and introduce adaptive estimators to the unknown number of contaminations. Interestingly, the optimal convergence rate highly differs from that in classical Huber's contamination model. Also, our analysis uncovers the effect of particular structural assumptions on the distribution of the contaminated samples. As for the problem of selecting the outliers, we formulate the problem in a multiple testing framework for which the location/scaling of the null hypotheses are unknown. We rigorously prove how estimating the null hypothesis is possible while maintaining a theoretical guarantee on the amount of the falsely selected outliers, both through false discovery rate (FDR) or post hoc bounds. As a by-product, we address a long-standing open issue on FDR control under equi-correlation, which reinforces the interest of removing dependency when making multiple testing.

View on arXiv
Comments on this paper