Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userAn outlier-robust model averaging approach by Mallows-type criterion
93
0
0.0
(
0
)
Added by
Miaomiao Wang
Publication date
2019
fields
Mathematical Statistics
and research's language is
English
Ask ChatGPT about the research
No Arabic abstract
Model averaging is an alternative to model selection for dealing with model uncertainty, which is widely used and very valuable. However, most of the existing model averaging methods are proposed based on the least squares loss function, which could be very sensitive to the presence of outliers in the data. In this paper, we propose an outlier-robust model averaging approach by Mallows-type criterion. The key idea is to develop weight choice criteria by minimising an estimator of the expected prediction error for the function being convex with an unique minimum, and twice differentiable in expectation, rather than the expected squared error. The robust loss functions, such as least absolute deviation and Hubers function, reduce the effects of large residuals and poor samples. Simulation study and real data analysis are conducted to demonstrate the finite-sample performance of our estimators and compare them with other model selection and averaging methods.
rate research
Read More
Smoothed AIC (S-AIC) and Smoothed BIC (S-BIC) are very widely used in model averaging and are very easily to implement. Especially, the optimal model averaging method MMA and JMA have only been well developed in linear models. Only by modifying, they can be applied to other models. But S-AIC and S-BIC can be used in all situations where AIC and BIC can be calculated. In this paper, we study the asymptotic behavior of two commonly used model averaging estimators, the S-AIC and S-BIC estimators, under the standard asymptotic with general fixed parameter setup. In addition, the resulting coverage probability in Buckland et al. (1997) is not studied accurately, but it is claimed that it will be close to the intended. Our derivation make it possible to study accurately. Besides, we also prove that the confidence interval construction method in Hjort and Claeskens (2003) still works in linear regression with normal distribution error. Both the simulation and applied example support our theory conclusion.
We consider the robust filtering problem for a nonlinear state-space model with outliers in measurements. To improve the robustness of the traditional Kalman filtering algorithm, we propose in this work two robust filters based on mixture correntropy, especially the double-Gaussian mixture correntropy and Laplace-Gaussian mixture correntropy. We have formulated the robust filtering problem by adopting the mixture correntropy induced cost to replace the quadratic one in the conventional Kalman filter for measurement fitting errors. In addition, a tradeoff weight coefficient is introduced to make sure the proposed approaches can provide reasonable state estimates in scenarios where measurement fitting errors are small. The formulated robust filtering problems are iteratively solved by utilizing the cubature Kalman filtering framework with a reweighted measurement covariance. Numerical results show that the proposed methods can achieve a performance improvement over existing robust solutions.
In this paper, an outlier elimination algorithm for ellipse/ellipsoid fitting is proposed. This two-stage algorithm employs a proximity-based outlier detection algorithm (using the graph Laplacian), followed by a model-based outlier detection algorithm similar to random sample consensus (RANSAC). These two stages compensate for each other so that outliers of various types can be eliminated with reasonable computation. The outlier elimination algorithm considerably improves the robustness of ellipse/ellipsoid fitting as demonstrated by simulations.
Learning how to aggregate ranking lists has been an active research area for many years and its advances have played a vital role in many applications ranging from bioinformatics to internet commerce. The problem of discerning reliability of rankers based only on the rank data is of great interest to many practitioners, but has received less attention from researchers. By dividing the ranked entities into two disjoint groups, i.e., relevant and irrelevant/background ones, and incorporating the Mallows model for the relative ranking of relevant entities, we propose a framework for rank aggregation that can not only distinguish quality differences among the rankers but also provide the detailed ranking information for relevant entities. Theoretical properties of the proposed approach are established, and its advantages over existing approaches are demonstrated via simulation studies and real-data applications. Extensions of the proposed method to handle partial ranking lists and conduct covariate-assisted rank aggregation are also discussed.
We address rotation averaging (RA) and its application to real-world 3D reconstruction. Local optimisation based approaches are the de facto choice, though they only guarantee a local optimum. Global optimisers ensure global optimality in low noise conditions, but they are inefficient and may easily deviate under the influence of outliers or elevated noise levels. We push the envelope of rotation averaging by leveraging the advantages of a global RA method and a local RA method. Combined with a fast view graph filtering as preprocessing, the proposed hybrid approach is robust to outliers. We further apply the proposed hybrid rotation averaging approach to incremental Structure from Motion (SfM), the accuracy and robustness of SfM are both improved by adding the resulting global rotations as regularisers to bundle adjustment. Overall, we demonstrate high practicality of the proposed method as bad camera poses are effectively corrected and drift is reduced.
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
