Cross-validation in nonparametric regression with outliers

A popular data-driven method for choosing the bandwidth in standard kernel regression is cross-validation. Even when there are outliers in the data, robust kernel regression can be used to estimate the unknown regression curve [Robust and Nonlinear Time Series Analysis. Lecture Notes in Statist. (1984) 26 163--184]. However, under these circumstances standard cross-validation is no longer a satisfactory bandwidth selector because it is unduly influenced by extreme prediction errors caused by the existence of these outliers. A more robust method proposed here is a cross-validation method that discounts the extreme prediction errors. In large samples the robust method chooses consistent bandwidths, and the consistency of the method is practically independent of the form in which extreme prediction errors are discounted. Additionally, evaluation of the method's finite sample behavior in a simulation demonstrates that the proposed method performs favorably. This method can also be applied to other problems, for example, model selection, that require cross-validation.Comment: Published at http://dx.doi.org/10.1214/009053605000000499 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Expressive Completeness of Existential Rule Languages for Ontology-based Query Answering

Existential rules, also known as data dependencies in Databases, have been recently rediscovered as a promising family of languages for Ontology-based Query Answering. In this paper, we prove that disjunctive embedded dependencies exactly capture the class of recursively enumerable ontologies in Ontology-based Conjunctive Query Answering (OCQA). Our expressive completeness result does not rely on any built-in linear order on the database. To establish the expressive completeness, we introduce a novel semantic definition for OCQA ontologies. We also show that neither the class of disjunctive tuple-generating dependencies nor the class of embedded dependencies is expressively complete for recursively enumerable OCQA ontologies.Comment: 10 pages; the full version of a paper to appear in IJCAI 2016. Changes (regarding to v1): a new reference has been added, and some typos have been correcte