Huber loss, its asymmetric variants and their associated functionals (here named functionals) are studied in the context of point forecasting forecast evaluation. The functional a distribution is set minimizers expected (asymmetric) an intermediary between quantile corresponding expectile, also arises M-estimation. Each elicitable, generating precise score, subject to weak regularity conditions...

Network Coordinate System (NCS) is an efficient and scalable mechanism to predict latency between any two network hosts based on historical measurements. Most NCS models, such as metric space embedding based, like Vivaldi, and matrix factorization based, like DMF and Phoenix, use squared error measure in training which suffers from the erroneous records, i.e. the records with large noise. To ov...

A smoothing principle for M-estimators is proposed. The smoothing depends on the sample size so that the resulting smoothed M-estimator coincides with the initial M-estimator when n → ∞. The smoothing principle is motivated by an analysis of the requirements in the proof of the Cramér-Rao bound. The principle can be applied to every M-estimator. A simulation study is carried out where smoothed ...

This paper discusses the application of a robust filtering technique to a benchmark trajectory estimation problem involving radar measurements of an atmospheric entry vehicle. The robust technique is based on the Huber estimator, which is a mixed minimum 1 / 2-norm linear regression technique. The approach is robust with respect to deviations in the traditionally assumed Gaussian measurement er...

Ridge regression and the lasso are regularized versions of least squares regression using L2 and L1 penalties respectively, on the coefficient vector. To make these regressions more robust we may replace least squares with Huber’s criterion which is a hybrid of squared error (for relatively small errors) and absolute error (for relatively large ones). A reversed version of Huber’s criterion can...

In a recent paper, Fieder and Huber (2007) attempt to estimate the “fitness effects” of parental age differences, to test the hypothesis that age preferences are evolutionarily acquired. The authors use modern data from the Swedish Total Population Registry. In their specifications, Fieder and Huber (2007) use offspring count as their dependent variable and parental age difference as an indepen...

We present a variational multi-label segmentation algorithm based on a robust Huber loss for both the data and the regularizer, minimized within a convex optimization framework. We introduce a novel constraint on the common areas, to bias the solution towards mutually exclusive regions. We also propose a regularization scheme that is adapted to the spatial statistics of the residual at each ite...

This article provides important mathematical descriptions and computer algorithms in relation to the responding optimally with unknown sources of evidence (ROUSE) model of Huber, Shiffrin, Lyle, and Ruys (2001), which has been applied to short-term priming phenomena. In the first section, techniques for obtaining parameter confidence intervals and parameter correlations are described, which are...