5 papers · 1 filter
Robust Estimation for Dependent Binary Network Data
Tianyu Liu, Somabha Mukherjee, Abhik Ghosh
We consider the problem of learning the interaction strength between the nodes of a network based on dependent binary observations residing on these nodes, generated from a Markov…
Robust Rank Estimation for Noisy Matrices
Subhrajyoty Roy, Abhik Ghosh, Ayanendranath Basu
Estimating the true rank of a noisy data matrix is a fundamental problem underlying techniques such as principal component analysis, matrix completion, etc. Existing rank estimatio…
On Generalized Likelihood Estimation Based on the Logarithmic Norm Relative Entropy
Himanshi Singh, Abhik Ghosh, Nil Kamal Hazra
Traditional likelihood based methods for parameter estimation get highly affected when the given data is contaminated by outliers even in a small proportion. In this paper, we cons…
Asymptotic breakdown point analysis of the minimum density power divergence estimator under independent non-homogeneous setups
Suryasis Jana, Subhrajyoty Roy, Ayanendranath Basu +1
The minimum density power divergence estimator (MDPDE) has gained significant attention in the literature of robust inference due to its strong robustness properties and high asymp…
Characterization of Generalized Alpha-Beta Divergence and Associated Entropy Measures
Subhrajyoty Roy, Supratik Basu, Abhik Ghosh +1
Minimum divergence estimators provide a natural framework for robust (parametric) statistical inference. Useful properties of several such divergence measures, including, the Helli…