Research team

Expertise

My expertise: - Multivariate statistics - Robust statistics - Anomaly detection - Clustering - visualization - statistical machine learning

Statistical learning under cellwise contamination. 01/01/2024 - 31/12/2028

Abstract

This proposal bridges knowledge from robust statistics, machine learning and optimization and builds on my very recent work on robust covariance estimation to introduce general frameworks for unsupervised and supervised statistical learning under cellwise contamination. The project considers covariance estimation, principal component analysis, linear regression and logistic regression. It allows for extensions in the direction of regularized estimation and nonlinear modeling using kernels. In addition to the development of methodology, the project aims to assess the gravity of cellwise contamination in practical challenges by collaborating with experts on macro-economic time series modeling and drug development.

Researcher(s)

Research team(s)

Project type(s)

  • Research Project