ﻻ يوجد ملخص باللغة العربية
We consider state estimation for networked systems where measurements from sensor nodes are contaminated by outliers. A new hierarchical measurement model is formulated for outlier detection by integrating the outlier-free measurement model with a binary indicator variable. The binary indicator variable, which is assigned a beta-Bernoulli prior, is utilized to characterize if the sensors measurement is nominal or an outlier. Based on the proposed outlier-detection measurement model, both centralized and decentralized information fusion filters are developed. Specifically, in the centralized approach, all measurements are sent to a fusion center where the state and outlier indicators are jointly estimated by employing the mean-field variational Bayesian inference in an iterative manner. In the decentralized approach, however, every node shares its information, including the prior and likelihood, only with its neighbors based on a hybrid consensus strategy. Then each node independently performs the estimation task based on its own and shared information. In addition, an approximation distributed solution is proposed to reduce the local computational complexity and communication overhead. Simulation results reveal that the proposed algorithms are effective in dealing with outliers compared with several recent robust solutions.
The main contribution of this paper is to design an Information Retrieval (IR) technique based on Algorithmic Information Theory (using the Normalized Compression Distance- NCD), statistical techniques (outliers), and novel organization of data base
We consider the robust filtering problem for a state-space model with outliers in correlated measurements. We propose a new robust filtering framework to further improve the robustness of conventional robust filters. Specifically, the measurement fit
We propose a novel Bayesian optimisation procedure for outlier detection in the Capital Asset Pricing Model. We use a parametric product partition model to robustly estimate the systematic risk of an asset. We assume that the returns follow independe
Normalizing flows are prominent deep generative models that provide tractable probability distributions and efficient density estimation. However, they are well known to fail while detecting Out-of-Distribution (OOD) inputs as they directly encode th
A collection of robust Mahalanobis distances for multivariate outlier detection is proposed, based on the notion of shrinkage. Robust intensity and scaling factors are optimally estimated to define the shrinkage. Some properties are investigated, suc