Projection Based M-Estimators

نویسندگان

  • Raghav Subbarao
  • Peter Meer
چکیده

Random Sample Consensus (RANSAC) is the most widely used robust regression algorithm in computer vision. However, RANSAC has a few drawbacks which make it difficult to use for practical applications. Some of these problems have been addressed through improved sampling algorithms or better cost functions, but an important difficulty still remains. The algorithm is not user independent, and requires knowledge of the scale of the inlier noise. We propose a new robust regression algorithm, the projection based M-estimator (pbM). The pbM algorithm is derived by building a connection to the theory of kernel density estimation and this leads to an improved cost function, which gives better performance. Furthermore, pbM is user independent and does not require any knowledge of the scale of noise corrupting the inliers. We propose a general framework for the pbM algorithm which can handle heteroscedastic data and multiple linear constraints on each data point through the use of Grassmann manifold theory. The performance of pbM is compared with RANSAC and M-Estimator Sample Consensus (MSAC) on various real problems. It is shown that pbM gives better results than RANSAC and MSAC in spite of being user independent.

برای دانلود 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

Projection Estimators for Generalized Linear Models

We introduce a new class of robust estimators for generalized linear models which is an extension of the class of projection estimators for linear regression. These projection estimators are defined using an initial robust estimator for a generalized linear model with only one unknown parameter. We found a bound for the maximum asymptotic bias of the projection estimator caused by a fraction ε ...

متن کامل

ESTIMATORS BASED ON FUZZY RANDOM VARIABLES AND THEIR MATHEMATICAL PROPERTIES

In statistical inference, the point estimation problem is very crucial and has a wide range of applications. When, we deal with some concepts such as random variables, the parameters of interest and estimates may be reported/observed as imprecise. Therefore, the theory of fuzzy sets plays an important role in formulating such situations. In this paper, we rst recall the crisp uniformly minimum ...

متن کامل

A Robust Dispersion Control Chart Based on M-estimate

Process control charts are proven techniques for improving quality. Specifying the control limits is the most important step in designing a control chart. The presence of outliers may extremely affect the estimates of parameters using classical methods. Robust estimators which are not affected by outliers or the small departures from the model assumptions are applied in this paper to specify th...

متن کامل

Projection - Based Depth Functions and Associated Medians

A class of projection-based depth functions is introduced and studied. These projection-based depth functions possess desirable properties of statistical depth functions and their sample versions possess strong and order √ n uniform consistency. Depth regions and contours induced from projection-based depth functions are investigated. Structural properties of depth regions and contours and gene...

متن کامل

Robust Estimators are Hard to Compute

In modern statistics, the robust estimation of parameters of a regression hyperplane is a central problem. Robustness means that the estimation is not or only slightly affected by outliers in the data. In this paper, it is shown that the following robust estimators are hard to compute: LMS, LQS, LTS, LTA, MCD, MVE, Constrained M estimator, Projection Depth (PD) and Stahel-Donoho. In addition, a...

متن کامل

Estimation Based on an Appropriate Choice of Loss Function

Some examples of absurd uniformly minimum variance unbiased estimators are discussed. Two reasons, argued in the literature, for having such estimators are lack of enough information in the available data and property of unbiasedness. In this paper, accepting both of these views, we show that an appropriate choice of loss function using a general concept of unbiasedness leads to risk unb...

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

برای دانلود 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

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2009