• 제목/요약/키워드: 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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    • 제15권4호
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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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    • 제11권2호
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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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    • 제31권3호
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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.

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

  • 박노진
    • 응용통계연구
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    • 제14권2호
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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

  • 오광식;도수희;김대학
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2003년도 추계학술대회
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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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    • 제7권2호
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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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M-추정에 기반을 둔 로버스트 스펙트럴 추정량: 주택 가격 지수에 대한 응용 (Robust spectral estimator from M-estimation point of view: application to the Korean housing price index)

  • 박노진
    • 응용통계연구
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    • 제29권3호
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    • pp.463-470
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    • 2016
  • 주파수 영역에서 시계열 자료를 분석함에 있어 스펙트럴 추정량은 매우 유용한 도구이다. 기존의 스펙트럴 추정량은 이상치에 영향을 받을 수밖에 없는 구조로 되어있어서 M-추정법을 활용하여 로버스트 스펙트럴 추정량이 제안되었다. M-추정을 위해서는 조율모수를 적절하게 선택해 주어야 하는데 Pak (2001)이 제안한 방법을 사용할 때의 효과를 연구하였다. 모의실험과 주택가격지수에의 적용을 통하여 효과가 있음을 확인하였다.

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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    • 제9권4호
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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%.

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

  • 홍종현;박진환;우광성
    • 한국전산구조공학회논문집
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    • 제15권3호
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    • pp.491-499
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    • 2002
  • 직교이방성 적층평판해석을 위해 퇴화 쉘요소에 기초를 둔 p-version 유한요소법이 제안되었다. 이 모델의 비선형 정식화과정에서 기하비선형의 경우 von Karman의 대변형-소변형률 가정을 설명하기 위해 Total Lagrangian 방법이 채택되었으며, 재료비선형의 경우 Huber-Mises의 항복기준과 변형률경화 항복함수에 근거를 둔 Prandtl-Reuss 유동법칙이 사용되었다. 재료모델은 이방성을 표현하는 매개변수에 의해 이방겅재료를 고려할 수 있도록 하였다. 적층평판이론으로는 전단변형 효과를 고려할 수 있는 등가단출이론(ESL Theory)에 기초를 두었기 때문에 두 적층간 계면에서의 전단변형률은 연속이라는 조건을 갖게된다 적분형 르장드르 다항식이 형상함수로 사용되었으며 형상함수의 차수는 1차에서 10차까지 변화시킬 수 있다. 또한, Causs-Lobatto 수치적될법을 사용하기 때문에 기존의 가우스 적분점에서 계산되던 응력값은 이 적분법의 적분점이 절점에 위치하므로 절점에서 바로 응력값이 산출되도록 하였다 극한하중 수렴성, 비선형 효과, 소성역의 형상 등의 비교관점을 통해 p-version 유한요소 모델의 적정성을 보이고자 하였다.