bibtype J - Journal Article
ARLID 0642808
utime 20260115095042.5
mtime 20251209235959.9
SCOPUS 105005517502
WOS 001489380800001
DOI 10.1080/07474946.2025.2498933
title (primary) (eng) From robust neural networks toward robust nonlinear quantile estimation
specification
page_count 26 s.
media_type P
serial
ARLID cav_un_epca*0290597
ISSN 0747-4946
title Sequential Analysis
volume_id 44
volume 3 (2025)
page_num 350-326
keyword neural networks
keyword quantiles
keyword regression
keyword outliers
keyword sequential example selection
keyword robust statistics
author (primary)
ARLID cav_un_auth*0345793
name1 Kalina
name2 Jan
institution UTIA-B
full_dept (cz) Stochastická informatika
full_dept (eng) Department of Stochastic Informatics
department (cz) SI
department (eng) SI
full_dept Department of Stochastic Informatics
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
source
url https://www.tandfonline.com/doi/full/10.1080/07474946.2025.2498933
cas_special
project
project_id GA24-10078S
agency GA ČR
country CZ
ARLID cav_un_auth*0472835
abstract (eng) Regression quantiles provide a flexible framework for modeling the conditional distribution of a response variable by estimating different parts of its distribution, thereby offering valuable insights into the relationship between predictors and outcomes. However, existing nonlinear regression quantile methods may be sensitive to the presence of severe outliers in the data. This paper starts with investigating robust versions of neural networks. The study includes a proposal of a sequential outlier detection procedure based on sequential example selection for robust neural networks. Further, robust quantile estimators for nonlinear regression is introduced. The proposed quantiles are inspired by least weighted squares regression. To enhance robustness to outliers, they assign implicit weights to individual samples and are specifically tailored for multilayer perceptrons, radial basis function networks, and regularized networks. Numerical experiments demonstrate that the robust quantiles improve generalization and outlier resistance. Simulations confirm that the proposed method outperforms traditional (non-robust) quantiles.
result_subspec WOS
RIV IN
FORD0 10000
FORD1 10200
FORD2 10201
reportyear 2026
inst_support RVO:67985556
permalink https://hdl.handle.net/11104/0372665
confidential S
mrcbC91 C
mrcbT16-e STATISTICS&PROBABILITY
mrcbT16-f 0.7
mrcbT16-g 0
mrcbT16-h 12.4
mrcbT16-i 0.00028
mrcbT16-j 0.28
mrcbT16-k 372
mrcbT16-q 26
mrcbT16-s 0.468
mrcbT16-y 30.39
mrcbT16-x 0.78
mrcbT16-3 60
mrcbT16-4 Q2
mrcbT16-5 0.500
mrcbT16-6 18
mrcbT16-7 Q4
mrcbT16-C 14.7
mrcbT16-M 0.37
mrcbT16-N Q4
mrcbT16-P 14.7
arlyear 2025
mrcbU14 105005517502 SCOPUS
mrcbU24 PUBMED
mrcbU34 001489380800001 WOS
mrcbU63 cav_un_epca*0290597 Sequential Analysis 44 3 2025 350 326 0747-4946 1532-4176