• Title/Summary/Keyword: L1-norm estimator

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A Robust Estimation Procedure for the Linear Regression Model

  • Kim, Bu-Yong
    • Journal of the Korean Statistical Society
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    • v.16 no.2
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    • pp.80-91
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    • 1987
  • Minimum $L_i$ norm estimation is a robust procedure ins the sense that it leads to an estimator which has greater statistical eficiency than the least squares estimator in the presence of outliers. And the $L_1$ norm estimator has some desirable statistical properties. In this paper a new computational procedure for $L_1$ norm estimation is proposed which combines the idea of reweighted least squares method and the linear programming approach. A modification of the projective transformation method is employed to solve the linear programming problem instead of the simplex method. It is proved that the proposed algorithm terminates in a finite number of iterations.

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Convergence Properties of a Spectral Density Estimator

  • Gyeong Hye Shin;Hae Kyung Kim
    • Communications for Statistical Applications and Methods
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    • v.3 no.3
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    • pp.271-282
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    • 1996
  • this paper deal with the estimation of the power spectral density function of time series. A kernel estimator which is based on local average is defined and the rates of convergence of the pointwise, $$L_2$-norm; and; $L{\infty}$-norm associated with the estimator are investigated by restricting as to kernels with suitable assumptions. Under appropriate regularity conditions, it is shown that the optimal rate of convergence for 0$N^{-r}$ both in the pointwiseand $$L_2$-norm, while; $N^{r-1}(logN)^{-r}$is the optimal rate in the $L{\infty}-norm$. Some examples are given to illustrate the application of main results.

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Quantile Regression with Non-Convex Penalty on High-Dimensions

  • Choi, Ho-Sik;Kim, Yong-Dai;Han, Sang-Tae;Kang, Hyun-Cheol
    • Communications for Statistical Applications and Methods
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    • v.16 no.1
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    • pp.209-215
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    • 2009
  • In regression problem, the SCAD estimator proposed by Fan and Li (2001), has many desirable property such as continuity, sparsity and unbiasedness. In this paper, we extend SCAD penalized regression framework to quantile regression and hence, we propose new SCAD penalized quantile estimator on high-dimensions and also present an efficient algorithm. From the simulation and real data set, the proposed estimator performs better than quantile regression estimator with $L_1$ norm.

Band Selection Using L2,1-norm Regression for Hyperspectral Target Detection (초분광 표적 탐지를 위한 L2,1-norm Regression 기반 밴드 선택 기법)

  • Kim, Joochang;Yang, Yukyung;Kim, Jun-Hyung;Kim, Junmo
    • Korean Journal of Remote Sensing
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    • v.33 no.5_1
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    • pp.455-467
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    • 2017
  • When performing target detection using hyperspectral imagery, a feature extraction process is necessary to solve the problem of redundancy of adjacent spectral bands and the problem of a large amount of calculation due to high dimensional data. This study proposes a new band selection method using the $L_{2,1}$-norm regression model to apply the feature selection technique in the machine learning field to the hyperspectral band selection. In order to analyze the performance of the proposed band selection technique, we collected the hyperspectral imagery and these were used to analyze the performance of target detection with band selection. The Adaptive Cosine Estimator (ACE) detection performance is maintained or improved when the number of bands is reduced from 164 to about 30 to 40 bands in the 350 nm to 2500 nm wavelength band. Experimental results show that the proposed band selection technique extracts bands that are effective for detection in hyperspectral images and can reduce the size of the data without reducing the performance, which can help improve the processing speed of real-time target detection system in the future.

The consistency estimation in nonlinear regression models with noncompact parameter space

  • Park, Seung-Hoe;Kim, Hae-Kyung;Jang, Sook-Hee
    • Bulletin of the Korean Mathematical Society
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    • v.33 no.3
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    • pp.377-383
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    • 1996
  • We consider in this paper the following nonlinear regression model $$ (1.1) y_t = f(x_t, \theta_o) + \in_t, t = 1, \ldots, n, $$ where $y_t$ is the tth response, $x_t$ is m-vector imput variable, $\theta_o$ is a p-vector of unknown parameter belong to a parameter space $\Theta, f:R^m \times \Theta \ to R^1$ is a nonlinear known function, and $\in_t$ are independent unobservable random errors with finite second moment.

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Time delay estimation between two receivers using weighted dictionary method for active sonar (능동소나를 위한 가중 딕션너리를 사용한 두 수신기 간 신호 지연 추정 방법)

  • Lim, Jun-Seok;Kim, Seongil
    • The Journal of the Acoustical Society of Korea
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    • v.40 no.5
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    • pp.460-465
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    • 2021
  • In active sonar, time delay estimation is used to find the distance between the target and the sonar. Among the time delay estimation methods for active sonar, estimation in the frequency domain is widely used. When estimating in the frequency domain, the time delay can be thought of as a frequency estimator, so it can be used relatively easily. However, this method is prone to rapid increase in error due to noise. In this paper, we propose a new method which applies weighted dictionary and sparsity in order to reduce this error increase and we extend it to two receivers to propose an algorithm for estimating the time delay between two receivers. And the case of applying the proposed method and the case of not applying the proposed method including the conventional frequency domain algorithm and Generalized Cross Correlation-Phase transform (GCC-PHAT) in a white noise environment were compared with one another. And we show that the newly proposed method has a performance gain of about 15 dB to about 60 dB compared to other algorithms.