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stat.ME2026
Outlier detection in state-space models using mean-shift penalisation
Rajan Shankar, Ines Wilms, Jakob Raymaekers +1
State-space models (SSMs) provide a flexible framework for modelling time series data, but their reliance on Gaussian error assumptions makes them highly sensitive to outliers. We…
stat.ME2026
Robust Best Subset Selection via Fast Approximate MM-Estimation
Martin Huang, Samuel Muller, Garth Tarr
Best subset selection procedures typically rely on a squared error loss, where a small number of outlying observations may distort the entire solution path. Replacing this loss wit…
stat.ME2026
Data-Adaptive Automatic Threshold Calibration for Stability Selection
Martin Huang, Samuel Muller, Garth Tarr
Stability selection has gained popularity as a method for enhancing the performance of variable selection algorithms while controlling false discovery rates. However, achieving the…