For Po-Ling Loh: Outliers


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4 months ago by
Since you have used robust loss function, have you thought about settings with outliers? 
Community: WHOA-PSI 2017
The theory currently only applies to settings where the outliers can be treated as part of the model (i.e., the distribution of epsilon_i is a mixture of some uncontaminated distribution and some outlying distribution). I haven't yet considered robustness to other notions of outlying-ness.
written 4 months ago by Po-Ling Jog Loh  
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