Yet another breakdown point notion: EFSBP - illustrated at scale-shape models

The breakdown point in its different variants is one of the central notions to quantify the global robustness of a procedure. We propose a simple supplementary variant which is useful in situations where we have no obvious or only partial equivariance: Extending the Donoho and Huber(1983) Finite Sample Breakdown Point, we propose the Expected Finite Sample Breakdown Point to produce less configuration-dependent values while still preserving the finite sample aspect of the former definition. We apply this notion for joint estimation of scale and shape (with only scale-equivariance available), exemplified for generalized Pareto, generalized extreme value, Weibull, and Gamma distributions. In these settings, we are interested in highly-robust, easy-to-compute initial estimators; to this end we study Pickands-type and Location-Dispersion-type estimators and compute their respective breakdown points.Comment: 21 pages, 4 figure

Infinitesimally Robust Estimation in General Smoothly Parametrized Models

We describe the shrinking neighborhood approach of Robust Statistics, which applies to general smoothly parametrized models, especially, exponential families. Equal generality is achieved by object oriented implementation of the optimally robust estimators. We evaluate the estimates on real datasets from literature by means of our R packages ROptEst and RobLox

Probing Real Sensory Worlds of Receivers with Unsupervised Clustering

The task of an organism to extract information about the external environment from sensory signals is based entirely on the analysis of ongoing afferent spike activity provided by the sense organs. We investigate the processing of auditory stimuli by an acoustic interneuron of insects. In contrast to most previous work we do this by using stimuli and neurophysiological recordings directly in the nocturnal tropical rainforest, where the insect communicates. Different from typical recordings in sound proof laboratories, strong environmental noise from multiple sound sources interferes with the perception of acoustic signals in these realistic scenarios. We apply a recently developed unsupervised machine learning algorithm based on probabilistic inference to find frequently occurring firing patterns in the response of the acoustic interneuron. We can thus ask how much information the central nervous system of the receiver can extract from bursts without ever being told which type and which variants of bursts are characteristic for particular stimuli. Our results show that the reliability of burst coding in the time domain is so high that identical stimuli lead to extremely similar spike pattern responses, even for different preparations on different dates, and even if one of the preparations is recorded outdoors and the other one in the sound proof lab. Simultaneous recordings in two preparations exposed to the same acoustic environment reveal that characteristics of burst patterns are largely preserved among individuals of the same species. Our study shows that burst coding can provide a reliable mechanism for acoustic insects to classify and discriminate signals under very noisy real-world conditions. This gives new insights into the neural mechanisms potentially used by bushcrickets to discriminate conspecific songs from sounds of predators in similar carrier frequency bands

Computing of high breakdown regression estimators without sorting on graphics processing units

We present an approach to computing high-breakdown regression estimators in parallel on graphics processing units (GPU).We show that sorting the residuals is not necessary, and it can be substituted by calculating the median. We present and compare various methods to calculate the median and order statistics on GPUs. We introduce an alternative method based on the optimization of a convex function, and showits numerical superiority when calculating the order statistics of very large arrays on GPUs. <br /