Abstract
We consider a classical regression model contaminated by multiple outliers arising simultaneously from mean-shift and variance-inflation mechanisms – which are generally considered as alternative. Identifying multiple outliers leads to computational challenges in the usual variance-inflation framework. We propose the use of robust estimation techniques to identify outliers arising from each mechanism, and we rely on restricted maximum likelihood estimation to accommodate variance-inflated outliers into the model. Furthermore, we introduce diagnostic plots which help to guide the analysis. We compare classical and robust methods with our novel approach on both simulated and real data.
Luca Insolia
Postdoctoral Researcher
My primary research interests concern robust statistics and high-dimensional modeling. During my PhD, I developed statistical methodologies for analyzing sparse regression problems affected by different forms of adversarial data contamination. The developed methodologies encompass continuous optimization methods as well as mixed-integer programming techniques. I applied these tools to analyze biomedical data and to investigate the main possible drivers of honey bee colony loss.
Francesca Chiaromonte
Full Professor
