Contamination caused by outliers is inevitable in data analysis, and robust statistical methods are often needed. In this paper we develop a new approach for robust data analysis on the basis of scoring rules. A scoring rule is a discrepancy measure to assess the quality of probabilistic forecasts. We propose a simple method of estimating not only parameters in the statistical model but also the contamination ratio, i.e., the ratio of outliers. The outliers are detected based on the estimated contamination ratio. For this purpose, we use scoring rules with extended statistical models called unnormalized models. Regression problems are also considered. We study complex heterogeneous contamination wherein the contamination ratio in a response variable may depend on covariate variables, and propose a simple method to estimate a robust regression function and expected contamination ratio. Simulation studies demonstrate the effectiveness of our method.

In high-dimensional data, many sparse regression methods have been proposed. However, they may not be robust against outliers. Recently, the use of density power weight has been studied for robust parameter estimation, and the corresponding divergences have been discussed. One such divergence is the $\gamma$ -divergence, and the robust estimator using the $\gamma$ -divergence is known for having a strong robustness. In this paper, we extend the $\gamma$ -divergence to the regression problem, consider the robust and sparse regression based on the $\gamma$ -divergence and show that it has a strong robustness under heavy contamination even when outliers are heterogeneous. The loss function is constructed by an empirical estimate of the $\gamma$ -divergence with sparse regularization, and the parameter estimate is defined as the minimizer of the loss function. To obtain the robust and sparse estimate, we propose an efficient update algorithm, which has a monotone decreasing property of the loss function. Particularly, we discuss a linear regression problem with $L_1$ regularization in detail. In numerical experiments and real data analyses, we see that the proposed method outperforms past robust and sparse methods.

Proteomic data obtained from mass spectrometry have attracted great interest for the detection of early-stage cancer. However, as mass spectrometry data are high-dimensional, identification of biomarkers is a key problem. This paper proposes the use of "common" peaks in data as biomarkers. Analysis is conducted as follows: data preprocessing, identification of biomarkers, and application of AdaBoost to construct a classification function. Informative "common" peaks are selected by AdaBoost. AsymBoost is also examined to balance false negatives and false positives. The effectiveness of the approach is demonstrated using an ovarian cancer dataset. Continuous covariates and discrete covariates can be used in the present approach. The difference between the result for the continuous covariates and that for the discrete covariates was investigated in detail. In the example considered here, both covariates provide a good prediction, but it seems that they provide different kinds of information. We can obtain more information on the structure of the data by integrating both results.

Motivation: Single nucleotide polymorphisms have been investigated as biological markers and the representative high-throughput genotyping method is a combination of the Invader assay and a statistical clustering method. A typical statistical clustering method is the k-means method, but it often fails because of the lack of flexibility. An alternative fast and reliable method is therefore desirable. Results: This paper proposes a model-based clustering method using a normal mixture model and a well-conceived penalized likelihood. The proposed method can judge unclear genotypings to be re-examined and also work well even when the number of clusters is unknown. Some results are illustrated and then satisfactory genotypings are shown. Even when the conventional maximum likelihood method and the typical k-means clustering method failed, the proposed method succeeded.