LTSD: a highly efficient symmetry-based robust estimator

نویسندگان

  • Hanzi Wang
  • David Suter
چکیده

Although the least median of squares (LMedS) method and the least trimmed squares (LTS) method are said to have a high breakdown point (50%), they can break down at unexpectedly lower percentages of outliers when those outliers are clustered. In this paper, we investigate the breakdown of LMedS and the LTS when a large percentage of clustered outliers exist in the data. We introduce the concept of symmetry distance (SD) and propose an improved method, called the least trimmed symmetry distance (LTSD). The experimental results show the LTSD gives better results than the LMedS method and the LTS method particularly when there is a large percentage of clustered outliers and/or a large standard variance in the inlier population.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Using symmetry in robust model fitting

The pattern recognition and computer vision communities often employ robust methods for model fitting. In particular, high breakdown-point methods such as least median of squares (LMedS) and least trimmed squares (LTS) have often been used in situations where the data are contaminated with outliers. However, though the breakdown point of these methods can be as high as 50% (they can be robust t...

متن کامل

Efficient Simulation of a Random Knockout Tournament

We consider the problem of using simulation to efficiently estimate the win probabilities for participants in a general random knockout tournament. Both of our proposed estimators, one based on the notion of “observed survivals” and the other based on conditional expectation and post-stratification, are highly effective in terms of variance reduction when compared to the raw simulation estimato...

متن کامل

A robust wavelet based profile monitoring and change point detection using S-estimator and clustering

Some quality characteristics are well defined when treated as response variables and are related to some independent variables. This relationship is called a profile. Parametric models, such as linear models, may be used to model profiles. However, in practical applications due to the complexity of many processes it is not usually possible to model a process using parametric models.In these cas...

متن کامل

Robust state estimation in power systems using pre-filtering measurement data

State estimation is the foundation of any control and decision making in power networks. The first requirement for a secure network is a precise and safe state estimator in order to make decisions based on accurate knowledge of the network status. This paper introduces a new estimator which is able to detect bad data with few calculations without need for repetitions and estimation residual cal...

متن کامل

A Two-Phase Robust Estimation of Process Dispersion Using M-estimator

Parameter estimation is the first step in constructing any control chart. Most estimators of mean and dispersion are sensitive to the presence of outliers. The data may be contaminated by outliers either locally or globally. The exciting robust estimators deal only with global contamination. In this paper a robust estimator for dispersion is proposed to reduce the effect of local contamination ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2002