• Title/Summary/Keyword: Huber M function

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Empirical Choice of the Shape Parameter for Robust Support Vector Machines

  • Pak, Ro-Jin
    • Communications for Statistical Applications and Methods
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    • v.15 no.4
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    • pp.543-549
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    • 2008
  • Inspired by using a robust loss function in the support vector machine regression to control training error and the idea of robust template matching with M-estimator, Chen (2004) applies M-estimator techniques to gaussian radial basis functions and form a new class of robust kernels for the support vector machines. We are specially interested in the shape of the Huber's M-estimator in this context and propose a way to find the shape parameter of the Huber's M-estimating function. For simplicity, only the two-class classification problem is considered.

A Method of Choosing a Value of the Bending Constant in Huber's M-Estimation Function

  • Park, Ro-Jin
    • Journal of the Korean Data and Information Science Society
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    • v.11 no.2
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    • pp.181-188
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    • 2000
  • The shape of an M-estimation function is generally determined in the sense of either/both maximizing efficiency of an M-estimator at the model or/and bounding the influence function of an M-estimator. We propose an empirical method of choosing a value of the bending constant in Huber's ${\psi}-function$, which is the most widely used M-estimation function when estimating the location parameter.

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Some efficient ratio-type exponential estimators using the Robust regression's Huber M-estimation function

  • Vinay Kumar Yadav;Shakti Prasad
    • Communications for Statistical Applications and Methods
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    • v.31 no.3
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    • pp.291-308
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    • 2024
  • The current article discusses ratio type exponential estimators for estimating the mean of a finite population in sample surveys. The estimators uses robust regression's Huber M-estimation function, and their bias as well as mean squared error expressions are derived. It was campared with Kadilar, Candan, and Cingi (Hacet J Math Stat, 36, 181-188, 2007) estimators. The circumstances under which the suggested estimators perform better than competing estimators are discussed. Five different population datasets with a well recognized outlier have been widely used in numerical and simulation-based research. These thorough studies seek to provide strong proof to back up our claims by carefully assessing and validating the theoretical results reported in our study. The estimators that have been proposed are intended to significantly improve both the efficiency and accuracy of estimating the mean of a finite population. As a result, the results that are obtained from statistical analyses will be more reliable and precise.

The Bending Constant in Huber’s Function in Terms of a Bandwidth in Density Estimator (HUBER의 M-추정함수의 조율상수와 커널추정함수의 평활계수의 관계)

  • 박노진
    • The Korean Journal of Applied Statistics
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    • v.14 no.2
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    • pp.357-367
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    • 2001
  • Huber의 M-추정함수의 형태는 조율상수가 주어질 때 비로소 그 형태가 결정된다. 조율상수를 커널밀도함수추정량의 평활계수를 이용하여 구하여 보았고, 모의실험을 통해 기존에 상요되는 조율상수들과 그 성능을 비교하여 보았다. 그 결과 새로운 방법에 의해 구해진 조율상수가 기존의 조율상수를 사용하는 경우 보다 모의실험을 통해 얻은 추정치의 분산이 작게되는 경우가 있음을 알았다.

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A Comparision on CERES & Robust-CERES

  • Oh, Kwang-Sik;Do, Soo-Hee;Kim, Dae-Hak
    • 한국데이터정보과학회:학술대회논문집
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    • 2003.10a
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    • pp.93-100
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    • 2003
  • It is necessary to check the curvature of selected covariates in regression diagnostics. There are various graphical methods using residual plots based on least squares fitting. The sensitivity of LS fitting to outliers can distort their residuals, making the identification of the unknown function difficult to impossible. In this paper, we compare combining conditional expectation and residual plots(CERES Plots) between least square fit and robust fits using Huber M-estimator. Robust CERES will be far less distorted than their LS counterparts in the presence of outliers and hence, will be more useful in identifying the unknown function.

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Negative Exponential Disparity Based Robust Estimates of Ordered Means in Normal Models

  • Bhattacharya, Bhaskar;Sarkar, Sahadeb;Jeong, Dong-Bin
    • Communications for Statistical Applications and Methods
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    • v.7 no.2
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    • pp.371-383
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    • 2000
  • Lindsay (1994) and Basu et al (1997) show that another density-based distance called the negative exponential disparity (NED) is an excellent competitor to the Hellinger distance (HD) in generating an asymptotically fully efficient and robust estimator. Bhattacharya and Basu (1996) consider estimation of the locations of several normal populations when an order relation between them is known to be true. They empirically show that the robust HD based weighted likelihood estimators compare favorably with the M-estimators based on Huber's $\psi$ function, the Gastworth estimator, and the trimmed mean estimator. In this paper we investigate the performance of the weighted likelihood estimator based on the NED as a robust alternative relative to that based on the HD. The NED based estimator is found to be quite competitive in the settings considered by Bhattacharya and Basu.

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Robust spectral estimator from M-estimation point of view: application to the Korean housing price index (M-추정에 기반을 둔 로버스트 스펙트럴 추정량: 주택 가격 지수에 대한 응용)

  • Pak, Ro Jin
    • The Korean Journal of Applied Statistics
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    • v.29 no.3
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    • pp.463-470
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    • 2016
  • In analysing a time series on the frequency domain, the spectral estimator (or periodogram) is a very useful statistic to identify the periods of a time series. However, the spectral estimator is very sensitive in nature to outliers, so that the spectral estimator in terms of M-estimation has been studied by some researchers. Pak (2001) proposed an empirical method to choose a tuning parameter for the Huber's M-estimating function. In this article, we try to implement Pak's estimation proposal in the spectral estimator. We use the Korean housing price index as an example data set for comparing various M-estimating results.

EN 1991-2 traffic loads design charts for closed rib orthotropic deck plate based on Pelikan-Esslinger method

  • Vlasic, Andjelko;Radic, Jure;Savor, Zlatko
    • Steel and Composite Structures
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    • v.9 no.4
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    • pp.303-323
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    • 2009
  • Charts for the bending moments in the closed rib orthotropic deck plate are derived, based on the method originally introduced by Pelikan and Esslinger. New charts are done for EN 1991-2 traffic load distribution schemes. The governing Huber plate equation is solved utilizing Fourier series for various bridge deck plate boundary conditions. Bending moments are given as a function of deck plate rigidities and span length between cross beams. Old diagrams according to DIN 1072, the new ones according to EN 1991-2 and FE analyses results are compared. For typical bridge orthotropic deck plates, it can be concluded that the new EN 1991-2 traffic loads produce larger mid-span bending moments when two lane schemes are used, then those of DIN 1072. For support moments, DIN 1072 gives larger values for any number of lanes, especially under span lengths of 5m. The relevant differences are up to 25%.

p-Version Finite Element Analysis of Composite Laminated Plates with Geometric and Material Nonlinearities (기하 및 재료비선형을 갖는 적층평판의 p-Version 유한요소해석)

  • 홍종현;박진환;우광성
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.15 no.3
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    • pp.491-499
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    • 2002
  • A p-version finite element model based on degenerate shell element is proposed tot the analysis of orthotropic laminated plates. In the nonlinear formulation of the model, the total Lagrangian formulation is adopted with large deflection and moderate rotation being accounted tot in the sense of yon Karman hypothesis. The material model is based on the Huber-Mises yield criterion and Prandtl-Reuss flow rule in accordance with the theory of strain hardening yield function, which is generalized lot anisotropic materials by introducing the parameters of anisotropy. The model is also based on extension of equivalent-single layer laminate theory(ESL theory) with shear deformation, leading to continuous shear strain at the interface of two layers. The integrals of Legendre polynomials are used for shape functions with p-level varying from 1 to 10. Gauss-Lobatto numerical quadrature is used to calculate the stresses at the nodal points instead of Gauss points. The validity of the proposed P-version finite element model is demonstrated through several comparative points of iew in terms of ultimate load, convergence characteristics, nonlinear effect, and shape of plastic tone.