• Title/Summary/Keyword: Robust Statistics

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Efficient Edge Detection in Noisy Images using Robust Rank-Order Test (잡음영상에서 로버스트 순위-순서 검정을 이용한 효과적인 에지검출)

  • Lim, Dong-Hoon
    • The Korean Journal of Applied Statistics
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    • v.20 no.1
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    • pp.147-157
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    • 2007
  • Edge detection has been widely used in computer vision and image processing. We describe a new edge detector based on the robust rank-order test which is a useful alternative to Wilcoxon test. Our method is based on detecting pixel intensity changes between two neighborhoods with a $r{\times}r$ window using an edge-height model to perform effectively on noisy images. Some experiments of our robust rank-order detector with several existing edge detectors are carried out on both synthetic images and real images with and without noise.

An Alternative Method of Regression: Robust Modified Anti-Hebbian Learning

  • Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.7 no.2
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    • pp.203-210
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    • 1996
  • A linear neural unit with a modified anti-Hebbian learning rule has been shown to be able to optimally fit curves, surfaces, and hypersurfaces by adaptively extracting the minor component of the input data set. In this paper, we study how to use the robust version of this neural fitting method for linear regression analysis. Furthermore, we compare this method with other methods when data set is contaminated by outliers.

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Moving Averages Based on Robust Statistical Analysis

  • Pak, Ro-Jin
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.3
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    • pp.471-479
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    • 2003
  • Moving averages are the most popular statistics in analyzing time-series data like stock indices. However, moving averages are quite sensitive to unusual observations. In other words, they are not robust against unusual observations. We introduce the moving averages in terms of an M-estimator, and show how we can take advantages of using the proposed moving averages in fitting the data more than usual moving averages.

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Weighted Least Absolute Deviation Lasso Estimator

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • v.18 no.6
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    • pp.733-739
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    • 2011
  • The linear absolute shrinkage and selection operator(Lasso) method improves the low prediction accuracy and poor interpretation of the ordinary least squares(OLS) estimate through the use of $L_1$ regularization on the regression coefficients. However, the Lasso is not robust to outliers, because the Lasso method minimizes the sum of squared residual errors. Even though the least absolute deviation(LAD) estimator is an alternative to the OLS estimate, it is sensitive to leverage points. We propose a robust Lasso estimator that is not sensitive to outliers, heavy-tailed errors or leverage points.

Asymmetric robust quasi-likelihood

  • Lee, Yoon-Dong;Choi, Hye-Mi
    • Proceedings of the Korean Statistical Society Conference
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    • 2005.05a
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    • pp.109-112
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    • 2005
  • The robust quasi-likelihood (RQL) proposed by Cantoni & Ronchetti (2001) is a robust version of quasi-likelihood. They adopted Huber function to increase the resistance of the RQL estimator to the outliers. They considered the Huber function only of symmetric type. We extend the class of Huber function to include asymmetric types, and derived a method to find the optimal asymmetric one.

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Minimum Hellinger Distance Bsed Goodness-of-fit Tests in Normal Models: Empirical Approach

  • Dong Bin Jeong
    • Communications for Statistical Applications and Methods
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    • v.6 no.3
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    • pp.967-976
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    • 1999
  • In this paper we study the Hellinger distance based goodness-of-fit tests that are analogs of likelihood ratio tests. The minimum Hellinger distance estimator (MHDE) in normal models provides an excellent robust alternative to the usual maximum likelihood estimator. Our simulation results show that the Hellinger deviance test (Simpson 1989) based goodness-of-fit test is robust when data contain outliers. The proposed hellinger deviance test(Simpson 1989) is a more direcct method for obtaining robust inferences than an automated outlier screen method used before the likelihood ratio test data analysis.

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A Study on Simultaneous Optimization of Multiple Quality Characteristics for Robust Design

  • Kwon, Yong Man
    • Journal of Korean Society for Quality Management
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    • v.24 no.2
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    • pp.142-157
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    • 1996
  • Robust design in industry is an approach to reducing performance variation of quality characteristic values in products and processes. In the Taguchi type robust design, the product array approach using orthogonal arrays is mainly used. However, it often requires an excessive number of experiments. In this paper, for the combined array approach to assign control and noise factors, we propose how to simultaneously optimize multiple quality characteristics. Two examples are illustrated to show the difference between the product-array approach and the combined-array approach.

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Robust multiple imputation method for missings with boundary and outliers (한계와 이상치가 있는 결측치의 로버스트 다중대체 방법)

  • Park, Yousung;Oh, Do Young;Kwon, Tae Yeon
    • The Korean Journal of Applied Statistics
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    • v.32 no.6
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    • pp.889-898
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    • 2019
  • The problem of missing value imputation for variables in surveys that include item missing becomes complicated if outliers and logical boundary conditions between other survey items cannot be ignored. If there are outliers and boundaries in a variable including missing values, imputed values based on previous regression-based imputation methods are likely to be biased and not meet boundary conditions. In this paper, we approach these difficulties in imputation by combining various robust regression models and multiple imputation methods. Through a simulation study on various scenarios of outliers and boundaries, we find and discuss the optimal combination of robust regression and multiple imputation method.

Road Sign Tracking using Affine-AR Model and Robust Statistics (어파인-자기 회귀 모델과 강인 통계를 사용한 교통 표지판 추적)

  • Yoon, Chang-Yong;Cheon, Min-Kyu;Lee, Hee-Jin;Kim, Eun-Tai;Park, Mig-Non
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.46 no.5
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    • pp.126-134
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    • 2009
  • This paper describes the vision-based system to track road signs from within a moving vehicle. The proposed system has the standard architecture with particle filter due to its robust tracking performance in complex environment. In the case of tracking road signs in real environment, it has a great difficulty in predicting time series data by reason of an occlusion due to an obstacle and the rapid change of objects on roads. To overcome this problem and improve the tracking performance, this paper proposes the algorithm using an autoregressive model as an state transition model which has affine parameters as states and using robust statistics for determining occlusion due to obstacles. The experiments of this paper show that the proposed method is efficient for real time tracking of road signs and performs well in road signs under occlusion due to obstacles.

Improved Statistical Testing of Two-class Microarrays with a Robust Statistical Approach

  • Oh, Hee-Seok;Jang, Dong-Ik;Oh, Seung-Yoon;Kim, Hee-Bal
    • Interdisciplinary Bio Central
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    • v.2 no.2
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    • pp.4.1-4.6
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    • 2010
  • The most common type of microarray experiment has a simple design using microarray data obtained from two different groups or conditions. A typical method to identify differentially expressed genes (DEGs) between two conditions is the conventional Student's t-test. The t-test is based on the simple estimation of the population variance for a gene using the sample variance of its expression levels. Although empirical Bayes approach improves on the t-statistic by not giving a high rank to genes only because they have a small sample variance, the basic assumption for this is same as the ordinary t-test which is the equality of variances across experimental groups. The t-test and empirical Bayes approach suffer from low statistical power because of the assumption of normal and unimodal distributions for the microarray data analysis. We propose a method to address these problems that is robust to outliers or skewed data, while maintaining the advantages of the classical t-test or modified t-statistics. The resulting data transformation to fit the normality assumption increases the statistical power for identifying DEGs using these statistics.