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Robust methods aim to achieve robust performance and/or stability in the presence of bounded modelling errors. The early methods of Bode and others were fairly robust; the state-space methods invented in the 1960s and 1970s were sometimes found to lack robustness, [1] prompting research to improve them. This was the start of the theory of ...
There are many mechanisms that provide genome robustness. For example, genetic redundancy reduces the effect of mutations in any one copy of a multi-copy gene. [21] Additionally the flux through a metabolic pathway is typically limited by only a few of the steps, meaning that changes in function of many of the enzymes have little effect on fitness.
This essentially means almost all nodes must be removed in order to destroy the giant component, and large scale-free networks are very robust with regard to random failures. One can make intuitive sense of this conclusion by thinking about the heterogeneity of scale-free networks and of the hubs in particular.
For example, imagine inputting some integer values. Some selected inputs might consist of a negative number, zero, and a positive number. When using these numbers to test software in this way, the developer generalizes the set of all reals into three numbers. This is a more efficient and manageable method, but more prone to failure.
Robust statistical methods, of which the trimmed mean is a simple example, seek to outperform classical statistical methods in the presence of outliers, or, more generally, when underlying parametric assumptions are not quite correct. Whilst the trimmed mean performs well relative to the mean in this example, better robust estimates are available.
Although uptake of robust methods has been slow, modern mainstream statistics text books often include discussion of these methods (for example, the books by Seber and Lee, and by Faraway [vague]; for a good general description of how the various robust regression methods developed from one another see Andersen's book [vague]).
Robust decision methods seem most appropriate under three conditions: when the uncertainty is deep as opposed to well characterized, when there is a rich set of decision options, and the decision challenge is sufficiently complex that decision-makers need simulation models to trace the potential consequences of their actions over many plausible ...
Robust optimization is a field of mathematical optimization theory that deals with optimization problems in which a certain measure of robustness is sought against uncertainty that can be represented as deterministic variability in the value of the parameters of the problem itself and/or its solution.