• 제목/요약/키워드: Huber function

검색결과 20건 처리시간 0.019초

Asymmetric robust quasi-likelihood

  • Lee, Yoon-Dong;Choi, Hye-Mi
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2005년도 춘계 학술발표회 논문집
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    • pp.109-112
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    • 2005
  • The robust quasi-likelihood (RQL) proposed by Cantoni & Ronchetti (2001) is a robust version of quasi-likelihood. They adopted Huber function to increase the resistance of the RQL estimator to the outliers. They considered the Huber function only of symmetric type. We extend the class of Huber function to include asymmetric types, and derived a method to find the optimal asymmetric one.

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Empirical Choice of the Shape Parameter for Robust Support Vector Machines

  • Pak, Ro-Jin
    • Communications for Statistical Applications and Methods
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    • 제15권4호
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    • pp.543-549
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    • 2008
  • Inspired by using a robust loss function in the support vector machine regression to control training error and the idea of robust template matching with M-estimator, Chen (2004) applies M-estimator techniques to gaussian radial basis functions and form a new class of robust kernels for the support vector machines. We are specially interested in the shape of the Huber's M-estimator in this context and propose a way to find the shape parameter of the Huber's M-estimating function. For simplicity, only the two-class classification problem is considered.

A Method of Choosing a Value of the Bending Constant in Huber's M-Estimation Function

  • Park, Ro-Jin
    • Journal of the Korean Data and Information Science Society
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    • 제11권2호
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    • pp.181-188
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    • 2000
  • The shape of an M-estimation function is generally determined in the sense of either/both maximizing efficiency of an M-estimator at the model or/and bounding the influence function of an M-estimator. We propose an empirical method of choosing a value of the bending constant in Huber's ${\psi}-function$, which is the most widely used M-estimation function when estimating the location parameter.

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Some efficient ratio-type exponential estimators using the Robust regression's Huber M-estimation function

  • Vinay Kumar Yadav;Shakti Prasad
    • Communications for Statistical Applications and Methods
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    • 제31권3호
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    • pp.291-308
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    • 2024
  • The current article discusses ratio type exponential estimators for estimating the mean of a finite population in sample surveys. The estimators uses robust regression's Huber M-estimation function, and their bias as well as mean squared error expressions are derived. It was campared with Kadilar, Candan, and Cingi (Hacet J Math Stat, 36, 181-188, 2007) estimators. The circumstances under which the suggested estimators perform better than competing estimators are discussed. Five different population datasets with a well recognized outlier have been widely used in numerical and simulation-based research. These thorough studies seek to provide strong proof to back up our claims by carefully assessing and validating the theoretical results reported in our study. The estimators that have been proposed are intended to significantly improve both the efficiency and accuracy of estimating the mean of a finite population. As a result, the results that are obtained from statistical analyses will be more reliable and precise.

HUBER의 M-추정함수의 조율상수와 커널추정함수의 평활계수의 관계 (The Bending Constant in Huber’s Function in Terms of a Bandwidth in Density Estimator)

  • 박노진
    • 응용통계연구
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    • 제14권2호
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    • pp.357-367
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    • 2001
  • Huber의 M-추정함수의 형태는 조율상수가 주어질 때 비로소 그 형태가 결정된다. 조율상수를 커널밀도함수추정량의 평활계수를 이용하여 구하여 보았고, 모의실험을 통해 기존에 상요되는 조율상수들과 그 성능을 비교하여 보았다. 그 결과 새로운 방법에 의해 구해진 조율상수가 기존의 조율상수를 사용하는 경우 보다 모의실험을 통해 얻은 추정치의 분산이 작게되는 경우가 있음을 알았다.

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소실점 정보의 Loss 함수를 이용한 특징선 기반 SLAM (Line-Based SLAM Using Vanishing Point Measurements Loss Function)

  • 임현준;명현
    • 로봇학회논문지
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    • 제18권3호
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    • pp.330-336
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    • 2023
  • In this paper, a novel line-based simultaneous localization and mapping (SLAM) using a loss function of vanishing point measurements is proposed. In general, the Huber norm is used as a loss function for point and line features in feature-based SLAM. The proposed loss function of vanishing point measurements is based on the unit sphere model. Because the point and line feature measurements define the reprojection error in the image plane as a residual, linear loss functions such as the Huber norm is used. However, the typical loss functions are not suitable for vanishing point measurements with unbounded problems. To tackle this problem, we propose a loss function for vanishing point measurements. The proposed loss function is based on unit sphere model. Finally, we prove the validity of the loss function for vanishing point through experiments on a public dataset.

MAP 추정법과 Huber 함수를 이용한 초고해상도 영상복원 (Super-Resolution Reconstruction Algorithm using MAP estimation and Huber function)

  • 장재용;조효문;조상복
    • 대한전자공학회논문지SD
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    • 제46권5호
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    • pp.39-48
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    • 2009
  • 1984년 처음 SR 알고리즘이 제안된 이후, 많은 SR 복원 알고리즘이 제안되었다 SR의 접근방법 중에서도 공간적 접근방법은 저해상도 이미지의 픽셀 값을 고해상도 이미지 격자에 매핑 함으로써 이루어진다. 이때, 저해상도 이미지들 간의 각각 다른 노이즈와 다른 PSF(Point Spread Function) 함수, 왜곡으로 인해 매핑 시 문제가 된다. 때문에 저해상도 이미지들의 노이즈 성분을 최소화하는 방법이 필요하다. 본 논문에서는 노이즈 성분을 최소화하는 방법으로 L1 norm의 방법을 사용하고 이와 동시에 이미지의 경계를 보완해주는 Huber norm을 사용하는 SR의 구조를 제안한다. 실험에서는 타 알고리즘과의 비교를 통해 제안한 알고리즘이 저해상도 이미지 상에 존재하는 노이즈를 줄이고 이미지 경계부분의 보완을 확인하였다.

Hybrid L1/L2 를 이용한 주파수 영역 탄성파 파형역산 (Robust seismic waveform inversion using backpropagation algorithm)

  • 정우근;하태영;신창수
    • 한국지구물리탐사학회:학술대회논문집
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    • 한국지구물리탐사학회 2007년도 공동학술대회 논문집
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    • pp.124-129
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    • 2007
  • For seismic imaging and inversion, the inverted image depends on how we define the objective function. ${\ell}^1$-norm is more robust than ${\ell}^2$-norm. However, it is difficult to apply the Newton-type algorithm directly because the partial derivative for ${\ell^1$-norm has a singularity. In our paper, to overcome the difficulties of singularities, Huber function given by hybrid ${\ell}^1/{\ell}^2$-norm is used. We tested the robustness of our new object function with several noisy data set. Numerical results show that the new objective function is more robust to band limited spiky noise than the conventional object function.

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A Comparision on CERES & Robust-CERES

  • 오광식;도수희;김대학
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2003년도 추계학술대회
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    • pp.93-100
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    • 2003
  • It is necessary to check the curvature of selected covariates in regression diagnostics. There are various graphical methods using residual plots based on least squares fitting. The sensitivity of LS fitting to outliers can distort their residuals, making the identification of the unknown function difficult to impossible. In this paper, we compare combining conditional expectation and residual plots(CERES Plots) between least square fit and robust fits using Huber M-estimator. Robust CERES will be far less distorted than their LS counterparts in the presence of outliers and hence, will be more useful in identifying the unknown function.

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The Weight Function in BIRQ Estimator for the AR(1) Model with Additive Outliers

  • Jung Byoung Cheol;Han Sang Moon
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2004년도 학술발표논문집
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    • pp.129-134
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    • 2004
  • In this study, we investigate the effects of the weight function in the bounded influence regression quantile (BIRQ) estimator for the AR(1) model with additive outliers. In order to down-weight the outliers of X-axis, the Mallows' (1973) weight function has been commonly used in the BIRQ estimator. However, in our Monte Carlo study, the BIRQ estimator using the Tukey's bisquare weight function shows less MSE and bias than that of using the Mallows' weight function or Huber's weight function.

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