| Summary: | Some recent contributions to robust inference are presented. Firstly, the classical problem of robust M-estimation of a location parameter is revisited using an optimal transport approach - with specifically designed Wasserstein-type distances - that reduces robustness to a continuity property. Secondly, a procedure of estimation of the distance function to a compact set is described, using union of balls. This methodology originates in the field of topological inference and offers as a byproduct a robust clustering method. Thirdly, a robust Lloyd-type algorithm for clustering is constructed, using a bootstrap variant of the median-of-means strategy. This algorithm comes with a robust initialization.
|
|---|